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Information about:
Roberto Casarin

Personal Details | Affiliation | Works
This is information that was supplied by Roberto Casarin in registering through RePEc. If you are Roberto Casarin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Roberto
Middle Name:
Last Name: Casarin
Suffix:

RePEc Short-ID: pca216

Email:
Homepage: http://www.eco.unibs.it/~casarin/
Postal Address: Dept. of Economics University of Brescia Via San Faustino, 74/b 25122 Brescia, Italy
Phone: +39 030.298.88.09

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics. [Downloadable!]

  2. Roberto Casarin & Domenico sartore, 2008. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 0816, University of Brescia, Department of Economics. [Downloadable!]

  3. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics. [Downloadable!]

  4. Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  5. Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

  6. Roberto Casarin & Jean-Michel Marin, 2007. "Online data processing: comparison of Bayesian regularized particle filters," Working Papers 0703, University of Brescia, Department of Economics. [Downloadable!]

  7. Roberto Casarin & Monica Billio, 2006. "Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints," Working Papers ubs0618, University of Brescia, Department of Economics. [Downloadable!]

  8. Roberto Casarin & Carmine Trecroci, 2006. "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers ubs0603, University of Brescia, Department of Economics. [Downloadable!]

  9. Roberto Casarin, 2005. "Stochastic Processes in Credit Risk Modelling," Working Papers ubs0505, University of Brescia, Department of Economics. [Downloadable!]

Articles

  1. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(1), pages 7-28, March.
    Other versions:

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-04-22
  2. NEP-CFN: Corporate Finance (1) 2008-05-24
  3. NEP-ECM: Econometrics (4) 2008-02-09 2008-10-13 2008-10-13 2008-10-13 Author is listed
  4. NEP-EFF: Efficiency & Productivity (2) 2008-05-24 2008-10-13 Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2008-10-13 2008-10-13 2008-10-13 Author is listed
  6. NEP-FMK: Financial Markets (4) 2006-02-12 2006-04-22 2008-05-24 2008-10-13 Author is listed
  7. NEP-FOR: Forecasting (1) 2008-10-13
  8. NEP-MAC: Macroeconomics (2) 2006-04-22 2008-10-13 Author is listed
  9. NEP-ORE: Operations Research (2) 2008-10-13 2008-10-13 Author is listed
  10. NEP-RMG: Risk Management (2) 2006-02-12 2006-04-22 Author is listed
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This page was last updated on 2009-11-21.

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