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Casarin, Roberto


 SSRN Author Rank: 6,419 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
3,920
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
860
(13,925)
6

2.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
621
(22,344)
 

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
607
(23,081)
 

4.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
13 Mar 06
305
(55,280)
3

5.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
252
(68,391)
1

6.   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:
09 Apr 13
Last Revised:
25 Jul 14
161
(106,485)
 

7.  
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes | Show Abstract | Download |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 30/WP/2007
Accepted Paper Series
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
25 Jan 08
143
(118,105)
 

8.  
Bayesian Graphical Models for Structural Vector Autoregressive Processes | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Working Paper Series
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:
02 Dec 13
122
(134,532)
 

9.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
120
(136,275)
 

10.  
Bayesian Inference on Dynamic Models with Latent Factors | Show Abstract | Download |
University Ca' Foscari of Venice, Department of Economics Research Paper No. 34/07
Working Paper Series
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
102
(153,423)
2

11.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Tronzano, Marco
University of Genoa
Sartore, Domenico
Ca Foscari University of Venice - Department of Economics
Posted:
08 Jun 13
87
(170,727)
1

12.  
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering | Show Abstract | Download |
Tinbergen Institute Discussion Paper 12-118/III
Working Paper Series
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
86
(171,986)
2

13.  
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
80
(179,914)
 

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:
09 Jan 11
66
(200,817)
2

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
61
(209,231)
 

16.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Working Paper Series
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
50
(230,037)
 

17.  
Financial Press and Stock Markets in Times of Crisis | Show Abstract | Download |
Ca' Foscari University of Venice Working Paper No. 04
Working Paper Series
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Squazzoni, Flaminio
affiliation not provided to SSRN
Posted:
06 Jun 12
49
(232,161)
 

18.  
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
38
(256,859)
 

19.   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:
12 Nov 13
36
(261,993)
 

20.  
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
32
(272,815)
1

21.  
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
19
(319,353)
 

22.  
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2013
Working Paper Series
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
12
(348,276)
 

23.  
Adaptive Sticky Generalized Metropolis | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 19/WP/2013
Working Paper Series
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
11
(352,440)
 

24.  
Investment Styles in the European Equity Market | Show Abstract |
ADVANCES IN QUANTITATIVE ASSET MANAGEMENT, C. Dunis, ed., Kluwer Academic Press, 2000
Accepted Paper Series
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
 

25.  
Bayesian Inference in Dynamic Models with Latent Factors | Show Abstract |
Monography of Official Statistics, Forthcoming
Accepted Paper Series
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
 

26.  
Relative Benchmark Rating and Persistence Analysis: Evidence from Italian Equity Funds | Show Abstract |
European Journal of Finance, Vol. 11, No. 4, pp. 297-308
Accepted Paper Series
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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