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Roberto Casarin


SSRN Author Rank: 5,465 by Downloads and 19,050 by Citations
 Assistant Professor of Econometrics
 

University Ca' Foscari of Venice - Department of Economics


 San Giobbe 873/b
 Venice, 30121
 Italy
 +39 030.298.91.49 (Phone)
 +39 030.298.88.37 (Fax)
 HOME PAGE: http://venus.unive.it/r.casarin/
 email address

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. Roberto Casarin's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,382
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Piva, Andrea
GRETA Associati
Pelizzon, Loriana
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
30 Apr 01
Last Revised:
02 May 12
898
(16,395)
6

2.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
644
(26,264)
 

3.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Trecroci, Carmine
University of Brescia
Posted:
07 Mar 06
Last Revised:
22 Mar 08
638
(26,678)
 

4.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Aarhus - CREATES
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Apr 13
Last Revised:
04 May 15
371
(53,889)
 

5.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
13 Mar 06
307
(66,409)
3

6.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Dec 14
Last Revised:
11 Sep 15
289
(55,131)
 

7.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
260
(79,940)
1

8.  
Bayesian Graphical Models for Structural Vector Autoregressive Processes | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Number of Pages in PDF File: 41
Ahelegbey, Daniel Felix
Boston University - Department of Mathematics and Statistics
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
11 Jan 13
Last Revised:
30 Sep 14
199
(99,923)
 

9.  
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 30/WP/2007
Number of Pages in PDF File: 16
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
25 Jan 08
146
(135,677)
 

10.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
123
(158,297)
 

11.  
Bayesian Markov Switching Stochastic Correlation Models | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 11/WP/2013
Number of Pages in PDF File: 53
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Tronzano, Marco
Università degli Studi di Genova
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
08 Jun 13
115
(165,359)
1

12.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
108
(166,358)
2

13.  
Bayesian Inference on Dynamic Models with Latent Factors | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Number of Pages in PDF File: 22
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
28 Jan 08
105
(177,656)
2

14.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
24 May 11
87
(199,784)
 

15.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Sep 13
Last Revised:
07 Nov 14
86
(205,521)
 

16.   Incl. Electronic Paper
Ahelegbey, Daniel Felix
Boston University - Department of Mathematics and Statistics
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
23 Dec 14
Last Revised:
05 May 15
80
(214,852)
 

17.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Aug 11
Last Revised:
07 May 13
73
(226,643)
 

18.   Incl. Electronic Paper
Bassetti, Federico
University of Pavia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
Posted:
18 Feb 15
Last Revised:
04 May 15
70
(232,082)
 

19.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jan 11
67
(237,683)
1

20.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Kent, Canterbury
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
21 Jul 15
Last Revised:
08 Aug 15
63
(247,531)
 

21.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Number of Pages in PDF File: 40
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
28 Jul 12
Last Revised:
03 Oct 12
62
(247,531)
 

22.  
Financial Press and Stock Markets in Times of Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
Ca' Foscari University of Venice Working Paper No. 04
Number of Pages in PDF File: 27
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Squazzoni, Flaminio
affiliation not provided to SSRN
Posted:
06 Jun 12
57
(255,904)
 

23.  
Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07/WP/2014
Number of Pages in PDF File: 31
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
10 Jun 14
51
(237,683)
 

24.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
11 Jan 13
47
(271,841)
 

25.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Molina, German
Idalion Capital US LP
ter Horst, Enrique
Colegio de Estudios Superiores de Administracion
Posted:
21 Jun 15
45
(264,778)
 

26.  
An Entropy-Based Early Warning Indicator for Systemic Risk | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2015
Number of Pages in PDF File: 35
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Costola, Michele
Ca' Foscari University of Venice
Pasqualini, Andrea
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
11 May 15
43
(224,897)
 

27.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Dec 11
35
(315,237)
 

28.  
Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Number of Pages in PDF File: 47
Agudze, Komla Mawulom
Ca Foscari University of Venice - Dipartimento di Economia
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Girardin, Eric
University Aix-Marseille 2 - GREQAM
Posted:
09 Dec 14
31
(297,446)
 

29.  
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2013
Number of Pages in PDF File: 33
Bassetti, Federico
University of Pavia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Leisen, Fabrizio
University of Kent, Canterbury
Posted:
09 Jul 13
20
(369,391)
 

30.  
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities | Show Abstract | Download This Paper | Open PDF in Browser |
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Number of Pages in PDF File: 28
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Leisen, Fabrizio
University of Kent, Canterbury
Molina, German
Idalion Capital US LP
ter Horst, Enrique
Colegio de Estudios Superiores de Administracion
Posted:
09 Dec 14
19
(373,895)
 

31.  
Adaptive Sticky Generalized Metropolis | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 19/WP/2013
Number of Pages in PDF File: 65
Martino, Luca
Complutense University of Madrid - Industrial and Financial Analysis Institute (IAIF)
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Leisen, Fabrizio
University of Kent, Canterbury
Luengo, David
Complutense University of Madrid - Industrial and Financial Analysis Institute (IAIF)
Posted:
05 Sep 13
14
(392,604)
 

32.  
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices | Show Abstract | Download This Paper | Open PDF in Browser |
Ca' Foscari University of Venice Department of Economics Working Paper No. 23/WP/2014
Number of Pages in PDF File: 14
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Dec 14
13
(392,604)
 

33.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
15 Sep 15
Last Revised:
23 Sep 15
1
(397,387)
 

34.  
Lazzarin, Marco
Fondazione Eni Enrico Mattei (FEEM), Venice
Pelizzon, Loriana
Ca Foscari University of Venice - Dipartimento di Economia
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
21 Jan 05
 

35.  
Investment Styles in the European Equity Market | Show Abstract |
ADVANCES IN QUANTITATIVE ASSET MANAGEMENT, C. Dunis, ed., Kluwer Academic Press, 2000
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Mehu, Claire
CDC
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
21 Jan 05
 

36.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Dipartimento di Economia
Posted:
21 Jan 05
 


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