BERNARDI, MAURO
BERNARDI, MAURO
Dipartimento di Scienze Statistiche
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.
Doubly-online change- point detection for monitoring health status during sport activities
2023 Bernardi, Mauro; Stival, Mattia; Dellaportas, Petros
Locally Sparse Function-on-Function Regression
2023 Bernardi, M; Canale, A; Stefanucci, M
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
Variational Inference for Large Bayesian Vector Autoregressions
2023 Bernardi, Mauro; Bianchi, Daniele; Bianco, Nicolas
Robust estimation of time-dependent precision matrix with application to the cryptocurrency market
2022 Stolfi, Paola; Bernardi, Mauro; Vergni, Davide
Sparse simulation-based estimator built on quantiles
2022 Stolfi, Paola; Bernardi, Mauro; Petrella, Lea
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
2021 Bottone, M.; Petrella, L.; Bernardi, M.
A dominance test for measuring financial connectedness
2020 Bernardi, M.; Stolfi, P.
Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case
2020 Bernardi, Mauro; Lisi, Francesco
The Skew Normal multivariate risk measurement framework
2020 Bernardi, M.; Cerqueti, R.; Palestini, A.
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
Bayesian quantile regression using the skew exponential power distribution
2018 Bernardi, Mauro; Bottone, Marco; Petrella, Lea
Conditional risk based on multivariate hazard scenarios
2018 Bernardi, Mauro; Durante, Fabrizio; Jaworski, Piotr; Petrella, Lea; Salvadori, Gianfausto
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