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Casarin, Roberto


 SSRN Author Rank: 6,006 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
4,515
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
Piva, Andrea
GRETA Associati
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
30 Apr 01
Last Revised:
02 May 12
873
(15,137)
6

2.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
638
(23,863)
 

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
628
(24,420)
 

4.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
13 Mar 06
306
(60,818)
3

5.  
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
255
(74,220)
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
253
(74,860)
 

7.  
Bayesian Graphical Models for Structural Vector Autoregressive Processes | Show Abstract | Download This Paper |
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
171
(110,549)
 

8.  
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
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Dec 14
Last Revised:
19 Apr 15
157
(119,285)
 

9.  
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes | Show Abstract | Download This Paper |
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
144
(128,534)
 

10.  
Bayesian Inference for Mixtures of Stable Distributions | Show Abstract | Download This Paper |
Cahier du CEREMADE No. 0428
Number of Pages in PDF File: 50
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Posted:
09 Mar 06
122
(146,976)
 

11.  
Bayesian Markov Switching Stochastic Correlation Models | Show Abstract | Download This Paper |
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
106
(163,086)
1

12.  
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering | Show Abstract | Download This Paper |
Tinbergen Institute Discussion Paper 12-118/III
Number of Pages in PDF File: 54
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
103
(166,490)
2

13.  
Bayesian Inference on Dynamic Models with Latent Factors | Show Abstract | Download This Paper |
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
103
(166,490)
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
86
(187,629)
 

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
(213,769)
 

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
(217,206)
2

17.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download This Paper |
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
59
(232,233)
 

18.   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
55
(240,238)
 

19.  
Financial Press and Stock Markets in Times of Crisis | Show Abstract | Download This Paper |
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
54
(242,314)
 

20.  
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
(262,529)
 

21.  
Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets | Show Abstract | Download This Paper |
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
44
(264,921)
 

22.   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:
27 Mar 15
42
(269,941)
 

23.  
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
(288,885)
1

24.  
Bayesian Nonparametric Calibration and Combination of Predictive Distributions | Show Abstract | Download This Paper |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Number of Pages in PDF File: 47
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:
10 Mar 15
29
(307,839)
 

25.  
Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach | Show Abstract | Download This Paper |
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
19
(348,541)
 

26.  
Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference | Show Abstract | Download This Paper |
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
18
(352,876)
 

27.  
Adaptive Sticky Generalized Metropolis | Show Abstract | Download This Paper |
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
(375,240)
 

28.  
A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities | Show Abstract | Download This Paper |
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
12
(379,791)
 

29.  
A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices | Show Abstract | Download This Paper |
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
9
(393,196)
 

30.  
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
 

31.  
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
 

32.  
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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