E-LIB Suche - Ergebnisse für: Casarin, Roberto

1

Modeling Turning Points in the Global Equity Market:

Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto
Econometrics and Statistics. 30 (2024) - p. 60-75 , 2024

Link: https://doi.org/10.1016/..

2

Structural changes in contagion channels: the impact of COV..:

Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo.
Annals of Operations Research. , 2024

Link: https://doi.org/10.1007/..

3

COVID-19 spreading in financial networks: A semiparametric ..:

Billio, Monica ; Casarin, Roberto ; Costola, Michele.
Econometrics and Statistics. 29 (2024) - p. 113-131 , 2024

Link: https://doi.org/10.1016/..

4

Learning from experts: Energy efficiency in residential bui..:

Billio, Monica ; Casarin, Roberto ; Costola, Michele.
Energy Economics. 136 (2024) - p. 107650 , 2024

Link: https://doi.org/10.1016/..

5

Bayesian Nonparametric Panel Markov-Switching GARCH Models:

Casarin, Roberto ; Costantini, Mauro ; Osuntuyi, Anthony
Journal of Business & Economic Statistics. 42 (2023) 1 - p. 135-146 , 2023

Link: https://doi.org/10.1080/..

6

Modeling Corporate CDS Spreads Using Markov Switching Regre..:

Baltodano López, Ovielt ; Bulfone, Giacomo ; Casarin, Roberto.
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 2 - p. 271-292 , 2023

Link: https://doi.org/10.1515/..

7

A Dynamic Latent-Space Model for Asset Clustering:

Casarin, Roberto ; Peruzzi, Antonio
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 2 - p. 379-402 , 2023

Link: https://doi.org/10.1515/..

8

Generalized Poisson difference autoregressive processes:

Carallo, Giulia ; Casarin, Roberto ; Robert, Christian P.
International Journal of Forecasting. , 2023

Link: https://doi.org/10.1016/..

9

Nowcasting industrial production using linear and non-linea..:

Galdi, Giulio ; Casarin, Roberto ; Ferrari, Davide..
Energy Economics. 126 (2023) - p. 107006 , 2023

Link: https://doi.org/10.1016/..

10

A flexible predictive density combination for large financi..:

Casarin, Roberto ; Grassi, Stefano ; Ravazzolo, Francesco.
Journal of Econometrics. 237 (2023) 2 - p. 105370 , 2023

Link: https://doi.org/10.1016/..

11

Bayesian Dynamic Tensor Regression:

Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo.
Journal of Business & Economic Statistics. 41 (2022) 2 - p. 429-439 , 2022

Link: https://doi.org/10.1080/..

12

Bayesian Markov-Switching Tensor Regression for Time-Varyin..:

Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo
Journal of the American Statistical Association. 119 (2022) 545 - p. 109-121 , 2022

Link: https://doi.org/10.1080/..

13

Markov switching panel with endogenous synchronization effe..:

Agudze, Komla M. ; Billio, Monica ; Casarin, Roberto.
Journal of Econometrics. 230 (2022) 2 - p. 281-298 , 2022

Link: https://doi.org/10.1016/..

14

Monte carlo within simulated annealing for integral constra..:

Casarin, Roberto ; Maillet, Bertrand B. ; Osuntuyi, Anthony
Annals of Operations Research. 334 (2022) 1-3 - p. 205-240 , 2022

Link: https://doi.org/10.1007/..

15

On the role of dependence in sticky price and sticky inform..:

Casarin, Roberto ; Costantini, Mauro ; Paradiso, Antonio
Economic Modelling. 105 (2021) - p. 105644 , 2021

Link: https://doi.org/10.1016/..