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  1. Guegan, Dominique [Author] ; Iacopini, Matteo [Other]

    Nonparametric Forecasting of Multivariate Probability Density Functions

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    [S.l.]: SSRN, [2018]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 15/WP/2018

  2. Billio, Monica [Author] ; Casarin, Roberto [Other]; Iacopini, Matteo [Other]

    Bayesian Markov Switching Tensor Regression For Time-Varying Networks

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    [S.l.]: SSRN, [2018]

    Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 14/WP/2018

  3. Guégan, Dominique [Author]; Iacopini, Matteo [Author]

    Nonparametric forecasting of multivariate probability density functions

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    Venice Italy: Department of Economics, Ca’ Foscari University of Venice, [2018]

    Published in: Working papers ; 201801500

  4. Bonaccolto, Giovanni [Author]; Caporin, Massimiliano [Author]; Iacopini, Matteo [Author]

    Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment

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    2024

    Published in: Energy economics ; 132(2024) vom: Apr., Artikel-ID 107469, Seite 1-4

  5. Costola, Michele [Author]; Iacopini, Matteo [Author]; Wichers, Casper [Author]

    Bayesian SAR model with stochastic volatility and multiple time-varying weights

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    [Frankfurt am Main]: Leibniz Institute for Financial Research SAFE, Sustainable Architecture for Finance in Europe, [2023]

    Published in: SAFE working paper ; 407

  6. Costola, Michele [Author]; Iacopini, Matteo [Author]; Wichers, Casper [Author]

    Bayesian SAR model with stochastic volatility and multiple time-varying weights

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    Frankfurt am Main: Universitätsbibliothek Johann Christian Senckenberg, 2023

    Published in: SAFE working paper ; 407

  7. Iacopini, Matteo [Author]; Ravazzolo, Francesco [Author]; Rossini, Luca [Author]

    Proper scoring rules for evaluating density forecasts with asymmetric loss functions

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    2023

    Published in: Journal of business & economic statistics ; 41(2023), 2, Seite 482-496

  8. Iacopini, Matteo [Author]; Ravazzolo, Francesco [Author]; Rossini, Luca [Author]

    Proper scoring rules for evaluating asymmetry in density forecasting

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    Oslo: Centre for Applied Macroeconomics and Commodity Prices, [2020]

    Published in: CAMP working paper series ; 2020,6

  9. Billio, Monica [Author]; Casarin, Roberto [Author]; Iacopini, Matteo [Author]

    Bayesian Markov switching tensor regression for time-varying networks

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    Venice Italy: Department of Economics, Ca’ Foscari University of Venice, [2018]

    Published in: Working papers ; 201801400

  10. Billio, Monica [Author]; Casarin, Roberto [Author]; Iacopini, Matteo [Author]; Kaufmann, Sylvia [Author]

    Bayesian dynamic tensor regression

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    2023

    Published in: Journal of business & economic statistics ; 41(2023), 2, Seite 429-439

  11. Iacopini, Matteo [Author]; Poon, Aubrey [Author]; Rossini, Luca [Author]; Zhu, Dan [Author]

    Bayesian Mixed-Frequency Quantile Vector Autoregression : Eliciting Tail Risks of Monthly Us GDP

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    [S.l.]: SSRN, 2023