Luca Rossini
Title
Cited by
Cited by
Year
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
Journal of Econometrics 212 (1), 97-115, 2019
132019
Bayesian non‐parametric conditional copula estimation of twin data
LD Valle, F Leisen, L Rossini
Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 …, 2018
112018
A note on the posterior inference for the Yule–Simon distribution
F Leisen, L Rossini, C Villa
Journal of statistical computation and simulation 87 (6), 1179-1188, 2017
92017
Hierarchical species sampling models
F Bassetti, R Casarin, L Rossini
Bayesian Analysis, 2018
82018
Objective bayesian analysis of the Yule–Simon distribution with applications
F Leisen, L Rossini, C Villa
Computational Statistics 33 (1), 99-126, 2018
62018
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
A Gianfreda, F Ravazzolo, L Rossini
International Journal of Forecasting, 2020
42020
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
arXiv preprint arXiv:1608.02740, 2016
32016
Bayesian analysis of immigration in Europe with generalized logistic regression
L Dalla Valle, F Leisen, L Rossini, W Zhu
Journal of Applied Statistics 47 (3), 424-438, 2020
22020
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models
R Bohte, L Rossini
Journal of Risk and Financial Management 12 (3), 150, 2019
22019
Discussion on" Sparse graphs using exchangeable random measures" by F. Caron and EB Fox
R Casarin, M Iacopini, L Rossini
arXiv preprint arXiv:1705.03655, 2017
22017
Loss-based approach to two-piece location-scale distributions with applications to dependent data
F Leisen, L Rossini, C Villa
Statistical Methods & Applications 29 (2), 309-333, 2020
12020
On a flexible construction of a negative binomial model
F Leisen, RH Mena, F Palma, L Rossini
Statistics & Probability Letters 152, 1-8, 2019
12019
Forecasting daily electricity prices with monthly macroeconomic variables
C Foroni, F Ravazzolo, L Rossini
ECB Working Paper, 2019
12019
Are low frequency macroeconomic variables important for high frequency electricity prices?
C Foroni, F Ravazzolo, L Rossini
arXiv preprint arXiv:2007.13566, 2020
2020
Large Time-Varying Volatility Models for Electricity Prices
A Gianfreda, F Ravazzolo, L Rossini
BI Norwegian Business School, 2020
2020
Inference in Bayesian Additive Vector Autoregressive Tree Models
F Huber, L Rossini
arXiv preprint arXiv:2006.16333, 2020
2020
Proper scoring rules for evaluating asymmetry in density forecasting
M Iacopini, F Ravazzolo, L Rossini
arXiv preprint arXiv:2006.11265, 2020
2020
Stablecoins and Cryptocurrency Returns: Evidence from large Bayesian VARs
D Bianchi, M Iacopini, L Rossini
Available at SSRN, 2020
2020
AP\'olya-Gamma Sampler for a Generalized Logistic Regression
LD Valle, F Leisen, L Rossini, W Zhu
arXiv preprint arXiv:1909.02989, 2019
2019
A Pólya-Gamma Sampler for a Generalized Logistic Regression
L Dalla Valle, F Leisen, L Rossini, W Zhu
arXiv, arXiv: 1909.02989, 2019
2019
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