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type_genre:"Arbeitspapier"
~isPartOf:"Working papers"
~person:"Casarin, Roberto"
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Casarin, Roberto
Afonso, António
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The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
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2
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
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3
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
4
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011629454
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5
A note on tractable state-space model for symmetric positive-definite matrices
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011631792
Saved in:
6
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
7
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
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