Članci s nalozima za javni pristup - Monica BILLIOSaznajte više
Nije dostupno nigdje: 2
Hedge Fund Tail Risk: An Investigation in Stressed Markets
M Billio, L Frattarolo, L Pelizzon
The Journal of Alternative Investments 18 (4), 109, 2016
Nalozi: Government of Italy
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
Nalozi: Government of Italy
Dostupno negdje: 27
Bayesian graphical models for structural vector autoregressive processes
DF Ahelegbey, M Billio, R Casarin
Journal of Applied Econometrics 31 (2), 357-386, 2016
Nalozi: Government of Italy
Time-varying combinations of predictive densities using nonlinear filtering
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Econometrics 177 (2), 213-232, 2013
Nalozi: Government of Italy
Which market integration measure?
M Billio, M Donadelli, A Paradiso, M Riedel
Journal of Banking & Finance 76, 150-174, 2017
Nalozi: Government of Italy
An entropy-based early warning indicator for systemic risk
M Billio, R Casarin, M Costola, A Pasqualini
Journal of International Financial Markets, Institutions and Money 45, 42-59, 2016
Nalozi: Government of Italy
Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model
M Billio, R Casarin, F Ravazzolo, HK Van Dijk
Journal of Applied Econometrics 31 (7), 1352-1370, 2016
Nalozi: Government of Italy
Modeling systemic risk with Markov switching graphical SUR models
D Bianchi, M Billio, R Casarin, M Guidolin
Journal of econometrics 210 (1), 58-74, 2019
Nalozi: Government of Italy
Markov switching GARCH models for Bayesian hedging on energy futures markets
M Billio, R Casarin, A Osuntuyi
Energy Economics 70, 545-562, 2018
Nalozi: Government of Italy
Sparse graphical vector autoregression: A Bayesian approach
DF Ahelegbey, M Billio, R Casarin
Annals of Economics and Statistics/Annales d'Économie et de Statistique, 333-361, 2016
Nalozi: Government of Italy
Sovereign, bank and insurance credit spreads: Connectedness and system networks
M Billio, M Getmansky, D Gray, A Lo, RC Merton, L Pelizzon
Sloan School of Management Working Paper, Massachusetts Institute of Technology, 2013
Nalozi: Government of Italy
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
M Billio, M Caporin, R Panzica, L Pelizzon
SAFE Working Paper, 2016
Nalozi: Government of Italy
Buildings’ energy efficiency and the probability of mortgage default: The Dutch case
M Billio, M Costola, L Pelizzon, M Riedel
The Journal of Real Estate Finance and Economics 65 (3), 419-450, 2022
Nalozi: European Commission
Evaluation of regime switching models for real‐time business cycle analysis of the Euro area
M Billio, L Ferrara, D Guegan, GL Mazzi
Journal of Forecasting 32 (7), 577-586, 2013
Nalozi: Government of Italy
Bayesian dynamic tensor regression
M Billio, R Casarin, M Iacopini, S Kaufmann
Journal of Business & Economic Statistics 41 (2), 429-439, 2023
Nalozi: European Commission
The importance of compound risk in the nexus of COVID-19, climate change and finance
I Monasterolo, M Billio, S Battiston
Climate Change and Finance (June 20, 2020), 2020
Nalozi: European Commission
COVID-19 spreading in financial networks: A semiparametric matrix regression model
M Billio, R Casarin, M Costola, M Iacopini
Econometrics and Statistics, 2021
Nalozi: European Commission, Government of Italy
Bayesian markov-switching tensor regression for time-varying networks
M Billio, R Casarin, M Iacopini
Journal of the American Statistical Association 119 (545), 109-121, 2024
Nalozi: European Commission
Backward/forward optimal combination of performance measures for equity screening
M Billio, M Caporin, M Costola
The North American Journal of Economics and Finance 34, 63-83, 2015
Nalozi: Government of Italy
Markov switching panel with endogenous synchronization effects
KM Agudze, M Billio, R Casarin, F Ravazzolo
Journal of Econometrics 230 (2), 281-298, 2022
Nalozi: Government of Italy
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