Matteo Iacopini

VU University Amsterdam - Department of Econometrics

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

SCHOLARLY PAPERS

11

DOWNLOADS

1,260

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Stablecoins and cryptocurrency returns: What is the role of Tether?

Number of pages: 50 Posted: 15 Jun 2020 Last Revised: 27 May 2021
Daniele Bianchi, Luca Rossini and Matteo Iacopini
School of Economics and Finance, Queen Mary University of London, University of Milan and VU University Amsterdam - Department of Econometrics
Downloads 435 (101,697)
Citation 3

Abstract:

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Stablecoins, Tether USD, Bitcoin, Investments, Shrinkage priors, Bayesian VAR.

2.

Bayesian Dynamic Tensor Regression

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2018
Number of pages: 64 Posted: 08 Jun 2018
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Independent and VU University Amsterdam - Department of Econometrics
Downloads 172 (260,331)
Citation 4

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Tensor calculus, tensor decomposition, Bayesian statistics, hierarchical prior, networks, autoregessive model, time series, international trade

3.

On the “mementum” of Meme Stocks

Number of pages: 10 Posted: 08 Jun 2021
Michele Costola, Matteo Iacopini and Carlo Santagiustina
Ca' Foscari University of Venice, VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 154 (285,684)
Citation 1

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Meme stocks, Social media, Social trading, Cointegration, Regime switching

4.

Public Concern and the Financial Markets during the COVID-19 outbreak

Number of pages: 10 Posted: 03 May 2020 Last Revised: 06 May 2020
Michele Costola, Matteo Iacopini and Carlo Santagiustina
Ca' Foscari University of Venice, VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 130 (326,520)

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COVID-19, Coronavirus, Social Media data, Google Trends, Financial markets

5.

Bayesian Markov Switching Tensor Regression For Time-Varying Networks

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 14/WP/2018
Number of pages: 63 Posted: 08 Jun 2018
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and VU University Amsterdam - Department of Econometrics
Downloads 111 (365,923)
Citation 2

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Tensor calculus, tensor decomposition, latent variables, Bayesian statistics, hierarchical prior, networks, zero-inflated model, time series, financial networks

6.

COVID-19 Spreading in Financial Networks: A Semiparametric Matrix Regression Model

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 05/WP/2021
Number of pages: 33 Posted: 12 Jan 2021
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Ca' Foscari University of Venice and VU University Amsterdam - Department of Econometrics
Downloads 75 (468,330)
Citation 1

Abstract:

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Multilayer networks, financial markets, COVID-19

7.

Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR

Number of pages: 32 Posted: 17 Jun 2019
Matteo Iacopini and Luca Rossini
VU University Amsterdam - Department of Econometrics and University of Milan
Downloads 68 (493,846)

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Bayesian Nonparametrics, Dependent Dirichlet process, Large vector autoregression, Sparsity, Time-Varying networks

8.

Nonparametric Forecasting of Multivariate Probability Density Functions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 15/WP/2018
Number of pages: 47 Posted: 08 Jun 2018
Dominique Guegan and Matteo Iacopini
Université Paris I Panthéon-Sorbonne and VU University Amsterdam - Department of Econometrics
Downloads 66 (501,538)

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Functional data analysis, functional PCA, functional time series, time varying dependence, time varying copula, clr transform, compositional data analysis

9.

Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting

Number of pages: 23 Posted: 15 Jul 2020
Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
VU University Amsterdam - Department of Econometrics, Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Milan
Downloads 20 (765,158)

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10.

Visualizing and Comparing Distributions With Half-Disk Density Strips

Number of pages: 21 Posted: 20 Jul 2020
Carlo Santagiustina and Matteo Iacopini
Ca'Foscari University of Venice - Department of Economics and VU University Amsterdam - Department of Econometrics
Downloads 17 (790,971)

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11.

Filtering the Intensity of Public Concern from Social Media Count Data with Jumps

Number of pages: 20 Posted: 18 Feb 2021
Matteo Iacopini and Carlo Santagiustina
VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 12 (837,795)

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