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A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
Casarin, Roberto; Leisen, Fabrizio; Molina, German; … - 2014
Persistent link: https://www.econbiz.de/10011631789
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A note on tractable state-space model for symmetric positive-definite matrices
Casarin, Roberto - 2014
Persistent link: https://www.econbiz.de/10011631792
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Matrix-state particle filter for wishart stochastic volatility processes
Casarin, Roberto; Sartore, Domenico - 2007
Persistent link: https://www.econbiz.de/10003912295
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Bayesian inference on dynamic models with latent factors
Billio, Monica; Casarin, Roberto; Sartore, Domenico - 2007
Persistent link: https://www.econbiz.de/10003912326
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Italian equity funds : efficiency and perfomance persistence
Casarin, Roberto; Pelizzon, Loriana; Piva, Andrea - 2008
Persistent link: https://www.econbiz.de/10003912720
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Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica (contributor); Casarin, Roberto (contributor) - 2005
Persistent link: https://www.econbiz.de/10003376740
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Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica; Casarin, Roberto; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011869070
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Bayesian dynamic tensor regression
Billio, Monica; Casarin, Roberto; Kaufmann, Sylvia; … - 2018
Persistent link: https://www.econbiz.de/10011869075
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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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Financial press and stock markets in times of crisis
Casarin, Roberto; Squazzoni, Flaminio - 2012
Persistent link: https://www.econbiz.de/10011628889