Concepedia

Roberto Casarin

RC

54

Publications

1.9K

Citations

25

H-Index

2004

Active since

Affiliations

Ca' Foscari University of Venice(Current)

Free University of Bozen-Bolzano

Tinbergen Institute

Venice International University

BI Norwegian Business School

Roberto Casarin is an author at Ca' Foscari University of Venice specializing in statistics, finance, and engineering.

ORCID

Top concepts

Publications per year

2004–2023

54

Publications

54

Bayesian Graphical Models for STructural Vector Autoregressive Processes

Daniel Felix Ahelegbey, Monica Billio, Roberto Casarin · Journal of Applied Econometrics · 2015 · 204 citations

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Time-varying combinations of predictive densities using nonlinear filtering

Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk · Data Archiving and Networked Services (DANS) · 2013 · 153 citations

Bayesian nonparametric sparse VAR models

Monica Billio, Roberto Casarin, Luca Rossini · ARCA (Università Ca' Foscari Venezia) · 2019 · 73 citations · Full text

Modeling Systemic Risk with Markov Switching Graphical SUR Models

Daniele Bianchi, Monica Billio, Roberto Casarin et al. · ARCA (Università Ca' Foscari Venezia) · 2019 · 72 citations · Full text

An entropy-based early warning indicator for systemic risk

Monica Billio, Roberto Casarin, Michele Costola et al. · Journal of International Financial Markets Institutions and Money · 2016 · 70 citations

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