E-LIB Suche - Ergebnisse für: Iacopini, Matteo

1

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/..

2

Extreme time-varying spillovers between high carbon emissio..:

Bonaccolto, Giovanni ; Caporin, Massimiliano ; Iacopini, Matteo
Energy Economics. 132 (2024) - p. 107469 , 2024

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

3

Measuring sovereign bond fragmentation in the Eurozone:

Costola, Michele ; Iacopini, Matteo
Finance Research Letters. 51 (2023) - p. 103354 , 2023

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

4

Bayesian mixed-frequency quantile vector autoregression: El..:

Iacopini, Matteo ; Poon, Aubrey ; Rossini, Luca.
Journal of Economic Dynamics and Control. 157 (2023) - p. 104757 , 2023

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

5

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/..

6

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/..

7

Proper Scoring Rules for Evaluating Density Forecasts with ..:

Iacopini, Matteo ; Ravazzolo, Francesco ; Rossini, Luca
Journal of Business & Economic Statistics. 41 (2022) 2 - p. 482-496 , 2022

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

8

Matrix-variate Smooth Transition Models for Temporal Networ..:

, In: Emerging Topics in Statistics and Biostatistics; Innovations in Multivariate Statistical Modeling,

Billio, Monica ; Casarin, Roberto ; Costola, Michele. - p. 137-167 , 2022

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

9

Google search volumes and the financial markets during the ..:

Costola, Michele ; Iacopini, Matteo ; Santagiustina, Carlo R.M.A.
Finance Research Letters. 42 (2021) - p. 101884 , 2021

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

10

A Matrix-Variate t Model for Networks:

Billio, Monica ; Casarin, Roberto ; Costola, Michele.
Frontiers in Artificial Intelligence. 4 (2021) - p. , 2021

Link: https://doi.org/10.3389/..

11

Filtering the Intensity of Public Concern from Social Media..:

Iacopini, Matteo ; Santagiustina, Carlo R.M.A.
Journal of the Royal Statistical Society Series A: Statistics in Society. 184 (2021) 4 - p. 1283-1302 , 2021

Link: https://doi.org/10.1111/..

12

On the "mementum" of meme stocks:

Costola, Michele ; Iacopini, Matteo ; Santagiustina, Carlo R.M.A.
Economics Letters. 207 (2021) - p. 110021 , 2021

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

13

Multilayer network analysis of oil linkages:

Casarin, Roberto ; Iacopini, Matteo ; Molina, German...
The Econometrics Journal. 23 (2020) 2 - p. 269-296 , 2020

Link: https://doi.org/10.1093/..

14

A Quantile Nelson-Siegel model:

Iacopini, Matteo ; Poon, Aubrey ; Rossini, Luca.
http://arxiv.org/abs/2401.09874. , 2024

Link: http://arxiv.org/abs/240..

15

Bayesian SAR model with stochastic volatility and multiple ..:

Costola, Michele ; Iacopini, Matteo ; Wichers, Casper
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/71536. , 2023

Link: http://publikationen.ub...