BERNARDI, MAURO
BERNARDI, MAURO
Dipartimento di Scienze Statistiche
Extracting the Cyclical Component in Hours Worked
2011 Bernardi, Mauro; Giuseppe Della, Corte; Tommaso, Proietti
Risk measures for skew normal mixtures
2013 Bernardi, Mauro
A dynamic hurdle model for zeroinflated panel count data
2013 Filippo, Belloc; Bernardi, Mauro; Antonello, Maruotti; Lea, Petrella
Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors
2015 Bernardi, Mauro; Lea, Petrella
Bayesian Tail Risk Interdependence Using Quantile Regression
2015 Bernardi, Mauro; Ghislaine, Gayraud; Lea, Petrella
Multiple seasonal cycles forecasting model: the Italian electricity demand
2015 Bernardi, Mauro; Petrella, Lea
Efficacy of biological agents administered as monotherapy in rheumatoid arthritis: A Bayesian mixed-treatment comparison analysis
2015 Migliore, Alberto; Bizzi, Emanuele; Egan, Colin Gerard; Bernardi, Mauro; Petrella, Lea
Indirect Comparison Between Subcutaneous Biologic Agents in Ankylosing Spondylitis
2015 Alberto, Migliore; Emanuele, Bizzi; Bernardi, Mauro; Andrea Picchianti, Diamanti; Bruno, Laganà; Lea, Petrella
Comparison of Value-at-Risk models using the MCS approach
2016 Bernardi, Mauro; Catania, Leopoldo
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
CoVaR of families of copulas
2016 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr
Multiple risk measures for multivariate dynamic heavyâtailed models
2017 Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea
On the Lp-quantiles for the Student t distribution
2017 Bernardi, Mauro; Bignozzi, Valeria; Petrella, Lea
Are news important to predict the Value-at-Risk?
2017 Bernardi, Mauro; Catania, Leopoldo; Petrella, Lea
Hazard Assessment under Multivariate Distributional Change-Points: Guidelines and a Flood Case Study
2018 Salvadori, Gianfausto; Durante, Fabrizio; Carlo De Michele, ; Bernardi, Mauro
Portfolio optimisation under flexible dynamic dependence modelling
2018 Bernardi, Mauro; Catania, Leopoldo
The model confidence set package for R
2018 Bernardi, Mauro; Catania, Leopoldo
Conditional risk based on multivariate hazard scenarios
2018 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr; Petrella, Lea; Salvadori, Gianfausto
Bayesian quantile regression using the skew exponential power distribution
2018 Bernardi, Mauro; Bottone, Marco; Petrella, Lea
The sparse method of simulated quantiles: An application to portfolio optimization
2018 Stolfi, Paola; 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.
Switching generalized autoregressive score copula models with application to systemic risk
2019 Bernardi, Mauro; Catania, Leopoldo
Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case
2020 Bernardi, Mauro; Lisi, Francesco
A dominance test for measuring financial connectedness
2020 Bernardi, M.; Stolfi, P.
The Skew Normal multivariate risk measurement framework
2020 Bernardi, M.; Cerqueti, R.; Palestini, A.
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
2021 Bottone, M.; Petrella, L.; Bernardi, M.
Sparse simulation-based estimator built on quantiles
2022 Stolfi, Paola; Bernardi, Mauro; Petrella, Lea
Robust estimation of time-dependent precision matrix with application to the cryptocurrency market
2022 Stolfi, Paola; Bernardi, Mauro; Vergni, Davide
Missing data patterns in runners' careers: do they matter?
2023 Stival, M; Bernardi, M; Cattelan, M; Dellaportas, P
The determinants of Airbnb prices in New York City: a spatial quantile regression approach
2023 Bernardi, Mauro; Guidolin, Mariangela
Locally Sparse Function-on-Function Regression
2023 Bernardi, M; Canale, A; Stefanucci, M
Doubly-online change- point detection for monitoring health status during sport activities
2023 Bernardi, Mauro; Stival, Mattia; Dellaportas, Petros
Variational Inference for Large Bayesian Vector Autoregressions
2023 Bernardi, Mauro; Bianchi, Daniele; Bianco, Nicolas
Bayesian dynamic quantile model averaging
2024 Bernardi, Mauro; Casarin, Roberto; Maillet, Bertrand B.; Petrella, Lea
PDE-regularised spatial quantile regression
2024 Castiglione, Cristian; Arnone, Eleonora; Bernardi, Mauro; Farcomeni, Alessio; Sangalli, Laura M.
Exploring nitrogen dioxide spatial concentration via physics-informed multiple quantile regression
2025 De Sanctis, Marco F.; Di Battista, Ilenia; Arnone, Eleonora; Castiglione, Cristian; Palummo, Alessandro; Bernardi, Mauro; Ieva, Francesca; Sangalli, Laura M.
Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models
2025 Castiglione, Cristian; Bernardi, Mauro