5
H index
3
i10 index
76
Citations
Brunero Liseo : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 24 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2003 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Brunero Liseo. | Is cited by:
| Cites to:
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Main data
Where Brunero Liseo has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistics & Probability Letters | 3 |
| Scandinavian Journal of Statistics | 2 |
| Computational Statistics & Data Analysis | 2 |
| Journal of the Royal Statistical Society Series A | 2 |
| Statistica | 2 |
Recent works citing Brunero Liseo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | How Do Carbon Market and Fossil Energy Market Affect Each Other During the COVID-19, Russia–Ukraine War and Israeli–Palestinian Conflict?. (2025). Liu, Xiangyu ; Jiang, Wei ; Zhang, Jierui ; Wei, Hua. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4724-:d:1742599. Full description at Econpapers || Download paper |
| 2025 | Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z. Full description at Econpapers || Download paper |
| 2024 | Robust Bayesian small area estimation using the sub-Gaussian $$\alpha$$ α -stable distribution for measurement error in covariates. (2024). Zarei, Shaho ; Arima, Serena. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00493-3. Full description at Econpapers || Download paper |
| 2025 | Le grandi Opere Pubbliche: fiscal multipliers of public infrastructure in Italy (1870–1998). (2025). Gahn, Santiago Jos ; Ciaffi, Giovanna ; Barbieri, Maria Cristina. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:42:y:2025:i:1:d:10.1007_s40888-024-00353-y. Full description at Econpapers || Download paper |
| 2025 | Black–Litterman asset allocation under hidden truncation distribution. (2025). Nguyen, Andrew L ; Park, Jungjun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00387-1. Full description at Econpapers || Download paper |
| 2024 | Modelling scale effects in rating data: a Bayesian approach. (2024). Tarantola, Claudia ; Kateri, Maria ; Iannario, Maria. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-023-01827-0. Full description at Econpapers || Download paper |
| 2024 | Estimating fuzzy measures of deprivation at local level in Tuscany. (2024). Neri, Laura ; Crescenzi, Federico. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-023-01679-8. Full description at Econpapers || Download paper |
| 2024 | Editorial Article: Remembering D. Basu’s Legacy in Statistics. (2024). Ghosal, Subhashis ; Dey, Dipak ; Samanta, Tapas. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-024-00372-8. Full description at Econpapers || Download paper |
Works by Brunero Liseo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Portfolio Diversification Strategy Via Tail‐Dependence Clustering and ARMA‐GARCH Vine Copula Approach In: Australian Economic Papers. [Full Text][Citation analysis] | article | 7 |
| 2017 | Multivariate Fay–Herriot Bayesian estimation of small area means under functional measurement error In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 15 |
| 2019 | Modelling preference data with the Wallenius distribution In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 2013 | Objective Bayesian Analysis of Skew-t Distributions In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 11 |
| 2015 | Approximate Bayesian Computation for Copula Estimation In: Statistica. [Citation analysis] | article | 1 |
| 2015 | Regression analysis with linked data: problems and possible solutions In: Statistica. [Citation analysis] | article | 2 |
| 2010 | Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Approximate Bayesian conditional copulas In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2020 | A stochastic estimated version of the Italian dynamic General Equilibrium Model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2025 | Skew–Brownian processes for estimating the volatility of crude oil Brent In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2020 | On a loss-based prior for the number of components in mixture models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | A Bayesian interpretation of the multivariate skew-normal distribution In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 20 |
| 2014 | On the independence Jeffreys prior for skew-symmetric models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach In: Eurasian Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | Bayesian Hierarchical Copula Models with a Dirichlet–Laplace Prior In: Stats. [Full Text][Citation analysis] | article | 0 |
| 2018 | A stochastic estimated version of the Italian dynamic General Equilibrium Model (IGEM) In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Dependence Structure between China’s Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2003 | Bayesian and conditional frequentist analyses of the Fieller’s problem. A critical review In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Some remarks on Bayesian inference for one-way ANOVA models In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2025 | A copula-based Bayesian framework for doping detection In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Bayesian Ideas in Survey Sampling: The Legacy of Basu In: Sankhya A: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Generalized linear mixed model with bayesian rank likelihood In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2023 | Copula modelling with penalized complexity priors: the bivariate case In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Discussion on prior-based Bayes information criterion In: Statistical Theory and Related Fields. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team