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Casarin, Roberto


 SSRN Author Rank: 5,710 by Downloads
 Assistant Professor of Econometrics
 

University Ca' Foscari of Venice - Department of Economics


 San Giobbe 873/b
 Venice, 30121
 Italy
 +39 030.298.88.09 (Phone)
 +39 030.298.88.37 (Fax)
 HOME PAGE: http://venus.unive.it/r.casarin/
 email address

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. Casarin, Roberto's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,869
Total
Citations
18
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
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Piva, Andrea
University of Venice
Posted:
30 Apr 01
Last Revised:
02 May 12
881
(15,575)
6

2.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
642
(24,594)
 

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
633
(25,092)
 

4.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
13 Mar 06
306
(62,976)
3

5.   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
296
(65,341)
 

6.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
260
(75,266)
1

7.  
Bianchi, Daniele
University of Warwick, Warwick Business School
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Dec 14
Last Revised:
30 Jun 15
254
(77,147)
 

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
Ca Foscari University of Venice - Department of Economics
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
11 Jan 13
Last Revised:
30 Sep 14
191
(103,113)
 

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 - Department of Economics
Posted:
25 Jan 08
145
(131,927)
 

10.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
123
(150,787)
 

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 - Department of Economics
Posted:
08 Jun 13
112
(161,789)
1

12.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
106
(168,280)
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 - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
28 Jan 08
104
(170,561)
2

14.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
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
(192,170)
 

15.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
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
69
(220,611)
 

16.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
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
(224,136)
2

17.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
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
66
(225,912)
 

18.  
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 - Department of Economics
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
60
(237,447)
 

19.   Incl. Electronic Paper
Ahelegbey, Daniel Felix
Ca Foscari University of Venice - Department of Economics
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
23 Dec 14
Last Revised:
05 May 15
56
(245,605)
 

20.  
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
56
(245,605)
 

21.   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
49
(261,161)
 

22.  
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 - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
10 Jun 14
49
(261,161)
 

23.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Osuntuyi, Ayokunle Anthony
Ca Foscari University of Venice
Posted:
11 Jan 13
46
(268,372)
 

24.  
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 - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Costola, Michele
Ca' Foscari University of Venice
Pasqualini, Andrea
Ca Foscari University of Venice - Department of Economics
Posted:
11 May 15
41
(281,083)
 

25.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Molina, German
Idalion Capital US LP
ter Horst, Enrique
IESA
Posted:
21 Jun 15
38
(289,286)
 

26.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
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
(297,933)
1

27.  
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 - Department of Economics
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Girardin, Eric
University Aix-Marseille 2 - GREQAM
Posted:
09 Dec 14
30
(313,732)
 

28.  
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
(354,363)
 

29.  
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
IESA
Posted:
09 Dec 14
15
(376,745)
 

30.  
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
13
(386,063)
 

31.  
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
12
(390,794)
 

32.  
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
7
(412,752)
 

33.  
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 - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Mehu, Claire
CDC
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
21 Jan 05
 

34.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
21 Jan 05
 

35.  
Lazzarin, Marco
Fondazione Eni Enrico Mattei (FEEM), Venice
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
21 Jan 05
 


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