2
H index
0
i10 index
9
Citations
Luca Rossini : Citation Profile
Università Ca' Foscari Venezia (17% share) | RESEARCH PRODUCTION: 6 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2016 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Rossini. | Is cited by:
| Cites to:
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Main data
Where Luca Rossini has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
Recent works citing Luca Rossini (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper |
| 2020 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper |
| 2018 | Bayesian inference for conditional copulas using Gaussian Process single index models. (2018). Levi, Evgeny ; Craiu, Radu V. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:122:y:2018:i:c:p:115-134. Full description at Econpapers || Download paper |
| 2019 | Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620. Full description at Econpapers || Download paper |
| 2019 | Dependence properties and Bayesian inference for asymmetric multivariate copulas. (2019). Girard, Stephane ; Crispino, Marta ; Arbel, Julyan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306547. Full description at Econpapers || Download paper |
| 2018 | A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market. (2018). Bunn, Derek W ; Kermer, Stefan ; Gianfreda, Angelica. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2658-:d:173889. Full description at Econpapers || Download paper |
| 2020 | Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277. Full description at Econpapers || Download paper |
| 2019 | Robust Bayesian seemingly unrelated regression model. (2019). van Aelst, Stefan ; Peremans, Kris ; Mbah, Chamberlain ; Benoit, Dries F. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-018-0854-3. Full description at Econpapers || Download paper |
| 2019 | High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244. Full description at Econpapers || Download paper |
Works by Luca Rossini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Bayesian nonparametric sparse VAR models In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Bayesian non‐parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 2 |
| 2016 | Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | On a flexible construction of a negative binomial model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team