Publications: Mr Matteo Iacopini
Billio M, Casarin R, Costola M, Iacopini M
(
2024
)
.
COVID-19 spreading in financial networks: A semiparametric matrix regression model
.
Econometrics and Statistics
vol.
29
,
113
-
131
.
Iacopini M, Poon A, Rossini L, Zhu D
(
2023
)
.
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
.
Journal of Economic Dynamics and Control
vol.
157
,
Costola M, Iacopini M
(
2023
)
.
Measuring sovereign bond fragmentation in the Eurozone
.
Finance Research Letters
vol.
51
,
Billio M, Casarin R, Costola M, Iacopini M
(
2022
)
.
Matrix-variate Smooth Transition Models for Temporal Networks
.
Innovations in Multivariate Statistical Modeling
,
Springer Nature
Billio M, Casarin R, Iacopini M
(
2022
)
.
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks
.
Journal of the American Statistical Association1
-
13
.
Iacopini M, Ravazzolo F, Rossini L
(
2022
)
.
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
.
Journal of Business and Economic Statistics
vol.
41
,
(
2
)
482
-
496
.
billio M, casarin R, Iacopini M
(
2022
)
.
bayesian dynamic tensor regression
.
Journal of Business & Economic Statistics
Costola M, Iacopini M, Santagiustina CRMA
(
2021
)
.
On the “mementum” of meme stocks
.
Economics Letters
vol.
207
,
Costola M, Iacopini M, Santagiustina CRMA
(
2021
)
.
Google search volumes and the financial markets during the COVID-19 outbreak
.
Finance Research Letters
vol.
42
,
Iacopini M, Santagiustina CRMA
(
2021
)
.
Filtering the Intensity of Public Concern from Social Media Count Data with Jumps
.
Journal of the Royal Statistical Society Series A (Statistics in Society)
vol.
184
,
(
4
)
1283
-
1302
.
Billio M, Casarin R, Costola M, Iacopini M
(
2021
)
.
A Matrix-Variate t Model for Networks
.
Frontiers in Artificial Intelligence
vol.
4
,
Casarin R, Iacopini M, Molina G, Horst ET, Espinasa R, Sucre C, Rigobon R
(
2020
)
.
Multilayer network analysis of oil linkages
.
Econometrics Journal
vol.
23
,
(
2
)
269
-
296
.
Billio M, Casarin R, Iacopini M
(
2018
)
.
Bayesian Tensor Binary Regression
.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
,
Springer Nature
Billio M, Casarin R, Iacopini M
(
2018
)
.
Bayesian Tensor Regression Models
.
Mathematical and Statistical Methods for Actuarial Sciences and Finance
,
Springer Nature
Caron F, Fox EB
(
2017
)
.
Sparse Graphs Using Exchangeable Random Measures
.
Journal of the Royal Statistical Society Series B (Statistical Methodology)
vol.
79
,
(
5
)
1295
-
1366
.