Mauro Bernardi
Finance · 2012–2017
A researcher in the Science corpus: 5 papers; trusts 50 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 63 citations into it
- Statistics and Probability — 50 citations into it
- Economics and Econometrics — 32 citations into it
- Artificial Intelligence — 29 citations into it
- Global and Planetary Change — 29 citations into it
- Management Science and Operations Research — 15 citations into it
- Probabilistic & Bayesian Methods — 8 citations into it
Whom Mauro Bernardi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Roger W. Koenker
- Athanasios Kottas
- Alan E. Gelfand
- Radford M. Neal
- Jem N. Corcoran
- James W. Taylor
- Robert Fildes
- Vivek S. Borkar
- Peter F. CHRISTOFFERSENti
- Sylvia Frühwirth-Schnatter
Who trusts Mauro Bernardi overall
Papers from Mauro Bernardi's perspective
Ordered by how strongly the researchers Mauro Bernardi trusts endorse each paper. Same corpus, a different order for every researcher.
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Estimating the Dimension of a Model
- Bayesian quantile regression
- Monte Carlo Statistical Methods
- Bayesian measures of model complexity and fit
- Time Series Analysis by State Space Methods
- Regression Quantiles
- Monte Carlo Sampling Methods Using Markov Chains and Their Applications
- Modelling Extremal Events for Insurance and Finance
Their papers
- Skew mixture models for loss distributions: a Bayesian approach (2012) — 72 citations
- A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016) — 231 citations
- Multiple risk measures for multivariate dynamic heavy–tailed models (2017) — 49 citations
- CoVaR of families of copulas (2017) — 47 citations
- Bayesian Tail Risk Interdependence Using Quantile Regression (2015) — 51 citations