The following pages link to Roberto Casarin (Q273636):
Displaying 33 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
- Interacting multiple try algorithms with different proposal distributions (Q746262) (← links)
- Comment on article by Windle and Carvalho (Q899054) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series (Q1747610) (← links)
- Online data processing: comparison of Bayesian regularized particle filters (Q1951975) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Bayesian model selection for beta autoregressive processes (Q2633915) (← links)
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499) (← links)
- Bayesian Nonparametric Sparse Vector Autoregressive Models (Q4689048) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- Multilayer network analysis of oil linkages (Q5083226) (← links)
- A framework for information synthesis into sentiment indicators using text mining methods (Q5093712) (← links)
- Stochastic optimization for allocation problems with shortfall risk constraints (Q5430355) (← links)
- Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis (Q5881618) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Bayesian Dynamic Tensor Regression (Q6149856) (← links)
- Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) (← links)
- Living on the edge: an unified approach to antithetic sampling (Q6540236) (← links)
- Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
- A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (Q6623167) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
- Modeling corporate CDS spreads using Markov switching regressions (Q6645238) (← links)
- A dynamic latent-space model for asset clustering (Q6645246) (← links)
- A Bayesian time varying approach to risk neutral density estimation (Q6668742) (← links)
