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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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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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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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A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2020
Persistent link: https://www.econbiz.de/10012384654
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Endogeneity in interlocks and performance analysis : a firm size perspective
Buccellato, Tullio; Busin, Riccardo; Casarin, Roberto; … - 2020
Persistent link: https://www.econbiz.de/10012496757
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Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica; Casarin, Roberto; Rossini, Luca - 2016
Persistent link: https://www.econbiz.de/10011629460
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Parallel sequential Monte Carlo for efficient density combination : the DeCo Matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011631741
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Bayesian Markov switching stochastic correlation models
Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - 2013
Persistent link: https://www.econbiz.de/10011631746