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Luca Rossini
Luca Rossini
Associate Professor in Statistics - University of Milan
Adresse e-mail validée de unimi.it - Page d'accueil
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Année
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
Journal of Econometrics 212 (1), 97-115, 2019
902019
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
A Gianfreda, F Ravazzolo, L Rossini
International Journal of Forecasting 36 (3), 974-986, 2020
682020
Inference in Bayesian additive vector autoregressive tree models
F Huber, L Rossini
The Annals of Applied Statistics 16 (1), 104-123, 2022
422022
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
422019
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 (3 …, 2018
372018
Hierarchical species sampling models
F Bassetti, R Casarin, L Rossini
Bayesian Analysis 15 (3), 809-838, 2020
282020
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
F Durante, A Gianfreda, F Ravazzolo, L Rossini
Information Sciences 590, 74-89, 2022
252022
Are low frequency macroeconomic variables important for high frequency electricity prices?
C Foroni, F Ravazzolo, L Rossini
Economic Modelling 120, 106160, 2023
20*2023
Stablecoins and cryptocurrency returns: Evidence from large bayesian vars
D Bianchi, M Iacopini, L Rossini
Stablecoins and Cryptocurrency Returns: Evidence From Large Bayesian VARs …, 2020
20*2020
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
152017
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
112023
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
112020
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
102023
Large Time‐Varying Volatility Models for Hourly Electricity Prices
A Gianfreda, F Ravazzolo, L Rossini
Oxford Bulletin of Economics and Statistics 85 (3), 545-573, 2023
92023
Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution
A Lucas, A Opschoor, L Rossini
Tinbergen Institute Discussion Paper 2021-010/III, 2021
7*2021
On a flexible construction of a negative binomial model
F Leisen, RH Mena, F Palma, L Rossini
Statistics & Probability Letters 152, 1-8, 2019
72019
Objective bayesian analysis of the Yule–Simon distribution with applications
F Leisen, L Rossini, C Villa
Computational Statistics 33, 99-126, 2018
62018
Bayesian multivariate quantile regression with alternative time-varying volatility specifications
M Iacopini, F Ravazzolo, L Rossini
arXiv preprint arXiv:2211.16121, 2022
52022
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
52020
Bayesian nonparametric graphical models for time-varying parameters VAR
M Iacopini, L Rossini
arXiv preprint arXiv:1906.02140, 2019
42019
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