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Casarin, Roberto


 SSRN Author Rank: 6,349 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
4,135
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
867
(14,535)
6

2.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
632
(22,982)
 

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
621
(23,578)
 

4.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
13 Mar 06
305
(58,257)
3

5.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
252
(71,852)
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
225
(81,071)
 

7.  
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:
30 Sep 14
149
(119,559)
 

8.  
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
144
(123,177)
 

9.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
120
(142,659)
 

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
103
(159,553)
2

11.  
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
98
(165,167)
2

12.  
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
97
(166,329)
1

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
82
(185,407)
 

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
67
(208,438)
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
63
(215,294)
 

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
52
(236,523)
 

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
51
(238,713)
 

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
45
(251,857)
 

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:
07 Nov 14
42
(258,912)
 

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
34
(279,999)
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
29
(295,282)
 

22.  
Bianchi, Daniele
University of Warwick - Finance Group
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
14 Dec 14
19
(334,696)
 

23.  
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
15
(351,692)
 

24.  
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
(369,356)
 

25.  
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities | Show Abstract | Download |
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Working Paper Series
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
6
(390,425)
 

26.  
Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Working Paper Series
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
4
(398,700)
 

27.  
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices | Show Abstract | Download |
Ca' Foscari University of Venice Department of Economics Working Paper No. 23/WP/2014
Working Paper Series
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Dec 14
2
(409,106)
 

28.  
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
 

29.  
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
 

30.  
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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