1. A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. Issue 1 (2nd January 2018) Authors: Casarin, Roberto; Sartore, Domenico; Tronzano, Marco Journal: Journal of business & economic statistics Issue: Volume 36:Issue 1(2018) Page Start: 101 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Bayesian Time Varying Approach to Risk Neutral Density Estimation. (27th June 2018) Authors: Casarin, Roberto; Molina, German; Horst, Enrique Journal: Journal of the Royal Statistical Society Issue: Volume 182:Number 1(2019) Page Start: 165 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A Bayesian time varying approach to risk neutral density estimation. (27th June 2018) Authors: Casarin, Roberto; Molina, German; ter Horst, Enrique Journal: Journal of the Royal Statistical Society Issue: Volume 182:Number 1(2019) Page Start: 165 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A framework for information synthesis into sentiment indicators using text mining methods. Issue 15 (30th June 2022) Authors: Casarin, Roberto; Camargo, Jorge E.; Molina, German; ter Horst, Enrique Journal: Communications in statistics Issue: Volume 51:Issue 15(2022) Page Start: 5265 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A Stochastic Volatility Model With Realized Measures for Option Pricing. Issue 4 (1st October 2020) Authors: Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia Journal: Journal of business & economic statistics Issue: Volume 38:Issue 4(2020) Page Start: 856 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Bayesian Dynamic Tensor Regression. Issue 2 (3rd April 2023) Authors: Billio, Monica; Casarin, Roberto; Iacopini, Matteo; Kaufmann, Sylvia Journal: Journal of business & economic statistics Issue: Volume 41:Issue 2(2023) Page Start: 429 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Bayesian Graphical Models for STructural Vector Autoregressive Processes. (11th February 2015) Authors: Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto Journal: Journal of applied econometrics Issue: Volume 31:Number 2(2016) Page Start: 357 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Bayesian Nonparametric Calibration and Combination of Predictive Distributions. Issue 522 (3rd April 2018) Authors: Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco Journal: Journal of the American Statistical Association Issue: Volume 113:Issue 522(2018) Page Start: 675 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model. (21st January 2016) Authors: Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; Van Dijk, Herman K. Journal: Journal of applied econometrics Issue: Volume 31:Number 7(2016) Page Start: 1352 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Multilayer network analysis of oil linkages. Issue 2 (29th January 2020) Authors: Casarin, Roberto; Iacopini, Matteo; Molina, German; ter Horst, Enrique; Espinasa, Ramon; Sucre, Carlos; Rigobon, Roberto Journal: Econometrics journal Issue: Volume 23:Issue 2(2020) Page Start: 269 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗