Publications Peer reviewed articles (7) On a flexible construction of a negative binomial model Author(s): Fabrizio Leisen, Ramsés H. Mena, Freddy Palma, Luca Rossini Published in: Statistics & Probability Letters, Issue 152, 2019, Page(s) 1-8, ISSN 0167-7152 Publisher: Elsevier BV DOI: 10.1016/j.spl.2019.04.004 Are low frequency macroeconomic variables important for high frequency electricity prices? Author(s): Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca Published in: ECB Working Paper Series, Issue 1, 2019, ISSN 1725-2806 Publisher: ECB DOI: 10.2866/341253 Hierarchical Species Sampling Models Author(s): Federico Bassetti, Roberto Casarin, Luca Rossini Published in: Bayesian Analysis, Issue 15/3, 2020, Page(s) 809-838, ISSN 1936-0975 Publisher: Carnegie Mellon University DOI: 10.1214/19-ba1168 Comparing the forecasting performances of linear models for electricity prices with high RES penetration Author(s): Angelica Gianfreda, Francesco Ravazzolo, Luca Rossini Published in: International Journal of Forecasting, Issue 36/3, 2020, Page(s) 974-986, ISSN 0169-2070 Publisher: Elsevier BV DOI: 10.1016/j.ijforecast.2019.11.002 Loss-based approach to two-piece location-scale distributions with applications to dependent data Author(s): Fabrizio Leisen, Luca Rossini, Cristiano Villa Published in: Statistical Methods & Applications, Issue 29/2, 2020, Page(s) 309-333, ISSN 1618-2510 Publisher: Springer Verlag DOI: 10.1007/s10260-019-00481-x Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models Author(s): Rick Bohte, Luca Rossini Published in: Journal of Risk and Financial Management, Issue 12/3, 2019, Page(s) 150, ISSN 1911-8074 Publisher: MDPI DOI: 10.3390/jrfm12030150 Bayesian analysis of immigration in Europe with generalized logistic regression Author(s): Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini, Weixuan Zhu Published in: Journal of Applied Statistics, Issue 47/3, 2020, Page(s) 424-438, ISSN 0266-4763 Publisher: Routledge DOI: 10.1080/02664763.2019.1642310 Other (2) A P\'olya-Gamma Sampler for a Generalized Logistic Regression Author(s): Valle, Luciana Dalla; Leisen, Fabrizio; Rossini, Luca; Zhu, Weixuan Published in: Issue 4, 2020 Publisher: arxiv Inference in Bayesian Additive Vector Autoregressive Tree Models Author(s): Huber, Florian; Rossini, Luca Published in: Issue 3, 2020 Publisher: arxiv Non-peer reviewed articles (2) Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR Author(s): Matteo Iacopini, Luca Rossini Published in: SSRN Electronic Journal, 2019, ISSN 1556-5068 Publisher: SSRN DOI: 10.2139/ssrn.3400078 Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting Author(s): Matteo Iacopini, Francesco Ravazzolo, Luca Rossini Published in: SSRN Electronic Journal, 2020, ISSN 1556-5068 Publisher: SSRN DOI: 10.2139/ssrn.3632278 Searching for OpenAIRE data... There was an error trying to search data from OpenAIRE No results available
