| Google search volumes and the financial markets during the COVID-19 outbreak M Costola, M Iacopini, CRMA Santagiustina Finance Research Letters 42, 101884, 2021 | 91* | 2021 |
| On the “mementum” of Meme Stocks M Costola, M Iacopini, CRMA Santagiustina Economics Letters 207, 110021, 2021 | 55 | 2021 |
| Bayesian dynamic tensor regression M Billio, R Casarin, M Iacopini, S Kaufmann Journal of Business & Economic Statistics, 1-30, 2022 | 28* | 2022 |
| Multilayer network analysis of oil linkages R Casarin, M Iacopini, G Molina, E ter Horst, R Espinasa, C Sucre, ... The Econometrics Journal 23 (2), 269-296, 2020 | 15 | 2020 |
| COVID-19 spreading in financial networks: A semiparametric matrix regression model M Billio, R Casarin, M Costola, M Iacopini Econometrics and Statistics, 2021 | 13 | 2021 |
| Stablecoins and cryptocurrency returns: Evidence from large Bayesian VARs D Bianchi, M Iacopini, L Rossini | 12 | 2020 |
| Proper scoring rules for evaluating density forecasts with asymmetric loss functions M Iacopini, F Ravazzolo, L Rossini Journal of Business & Economic Statistics 41 (2), 482-496, 2023 | 10 | 2023 |
| Bayesian Markov Switching Tensor Regression for Time-varying Networks M Billio, R Casarin, M Iacopini University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 14, 2018 | 10* | 2018 |
| Nonparametric Forecasting of Multivariate Probability Density Functions M Iacopini, D Guégan Department of Economics, University of Venice" Ca'Foscari" Working Papers, 2018 | 7* | 2018 |
| A Matrix-Variate t Model for Networks M Billio, R Casarin, M Costola, M Iacopini Frontiers in artificial intelligence 4, 674166, 2021 | 6 | 2021 |
| Filtering the intensity of public concern from social media count data with jumps M Iacopini, CRMA Santagiustina Journal of the Royal Statistical Society: Series A (Statistics in Society), 2021 | 5 | 2021 |
| Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP M Iacopini, A Poon, L Rossini, D Zhu Journal of Economic Dynamics and Control 157, 104757, 2023 | 4 | 2023 |
| Bayesian nonparametric graphical models for time-varying parameters VAR M Iacopini, L Rossini arXiv preprint arXiv:1906.02140, 2019 | 4 | 2019 |
| Measuring sovereign bond fragmentation in the Eurozone M Costola, M Iacopini Finance Research Letters 51, 103354, 2023 | 3 | 2023 |
| Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications M Iacopini, F Ravazzolo, L Rossini arXiv preprint arXiv:2211.16121, 2022 | 3 | 2022 |
| Bayesian tensor regression models M Billio, R Casarin, M Iacopini Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 2 | 2018 |
| Discussion on "Sparse graphs using exchangeable random measures" by F. Caron and EB Fox R Casarin, M Iacopini, L Rossini JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES B, STATISTICAL METHODOLOGY …, 2017 | 2 | 2017 |
| Matrix-variate Smooth Transition Models for Temporal Networks M Billio, R Casarin, M Costola, M Iacopini Innovations in Multivariate Statistical Modeling: Navigating Theoretical and …, 2022 | 1 | 2022 |
| Contributed discussion to Using Stacking to Average Bayesian Predictive Distributions S Tonellato, M Iacopini BAYESIAN ANALYSIS 13, 2018 | 1 | 2018 |
| Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment G Bonaccolto, M Caporin, M Iacopini Energy Economics, 107469, 2024 | | 2024 |
Roberto CASARINCa' Foscari University of VeniceVerified email at unive.it
