BERNARDI, MAURO
BERNARDI, MAURO
Dipartimento di Scienze Statistiche
A dominance test for measuring financial connectedness
2020 Bernardi, M.; Stolfi, P.
A dynamic hurdle model for zeroinflated panel count data
2013 Filippo, Belloc; Bernardi, Mauro; Antonello, Maruotti; Lea, Petrella
A multivariate copula-based framework for dealing with hazard scenarios and failure probabilities
2016 Salvadori, Gianfausto; Durante, Fabrizio; De Michele, Carlo; Bernardi, Mauro; Petrella, Lea
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
2019 Bernardi, M.; Cerqueti, R.; Palestini, A.
Are news important to predict the Value-at-Risk?
2017 Bernardi, Mauro; Catania, Leopoldo; Petrella, Lea
Bayesian inference for L_p quantile regression models
2016 Bernardi, Mauro
Bayesian quantile regression for tail risk interdependence
2013 Bernardi, Mauro; Gayraud, G.; Lea, Petrella
Bayesian quantile regression using the skew exponential power distribution
2018 Bernardi, Mauro; Bottone, Marco; Petrella, Lea
Bayesian Tail Risk Interdependence Using Quantile Regression
2015 Bernardi, Mauro; Ghislaine, Gayraud; Lea, Petrella
Comparison of Value-at-Risk models using the MCS approach
2016 Bernardi, Mauro; Catania, Leopoldo
Conditional risk based on multivariate hazard scenarios
2018 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr; Petrella, Lea; Salvadori, Gianfausto
Continuous time hidden Markov models for astronomical gamma-ray light curves
2019 Sottosanti, Andrea; Bernardi, Mauro; Brazzale, Alessandra R.; Campos, L.; Siemiginowska, A.; van Dyk, D. A.
CoVaR of families of copulas
2016 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr
Does Airbnb affect the real estate market? A spatial dependence analysis Il fenomeno di Airbnb influenza il mercato immobiliare? Un’analisi di dipendenza spaziale
2018 Guidolin, Mariangela; Bernardi, Mauro
Double clustering with a matrix-variate regression model: finding groups of athletes and disciplines in decathlon’s data
2022 Stival, Mattia; Cattelan, Manuela; Bernardi, Mauro; Dellaportas, Petros
Doubly-online change- point detection for monitoring health status during sport activities
2023 Bernardi, Mauro; Stival, Mattia; Dellaportas, Petros
Dynamic Bayesian clustering of running activities
2019 Stival, Mattia; Bernardi, Mauro
Dynamic Bayesian Clustering of Sport Activities
2020 Stival, Mattia; Bernardi, Mauro
Dynamic Bayesian clustering of sport activities
2020 Stival, Mattia; Bernardi, Mauro
Dynamic matrix-variate clustering of sport activities
2020 Stival, Mattia; Bernardi, Mauro