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~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Casarin, Roberto"
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Casarin, Roberto
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Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
2
Parallel Sequential Monte
Carlo
for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
School of Economics and Management, University of Aarhus
-
2013
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been implemented both for …
Persistent link: https://www.econbiz.de/10010851235
Saved in:
3
An entropy-based early warning indicator for systemic risk
Billio, Monica
;
Casarin, Roberto
;
Costola, Michele
; …
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 42-59
Persistent link: https://www.econbiz.de/10011690432
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