Roberto Casarin
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Computational Mathematics top 5%
Papers in
- Finance 55
- Financial Risk and Volatility Modeling 44
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- Market Dynamics and Volatility 26
- Complex Systems and Time Series Analysis 21
- Co-authors
- Monica Billio (43 shared papers)Francesco Ravazzolo (26 shared papers)Daniel Felix Ahelegbey (9 shared papers)Herman K. van Dijk (15 shared papers)Fabrizio Leisen (5 shared papers)Federico Bassetti (6 shared papers)Michele Costola (7 shared papers)Flaminio Squazzoni (6 shared papers)
- Journals
- Journal of Business and Economic Statistics (4 papers)Annals of Operations Research (3 papers)Bayesian Analysis (3 papers)PLoS ONE (3 papers)Energy Economics (3 papers)
- Partner nations
- ItalyNetherlandsNorway
In The Last Decade
Roberto Casarin
99 papers receiving 1.2k citations
Peers
Comparison fields: 5 of 96
- Finance 578
- Computational Mathematics 26
- General Economics, Econometrics and Finance 361
- Economics and Econometrics 755
- Statistics and Probability 191
Countries citing papers authored by Roberto Casarin
This map shows the geographic impact of Roberto Casarin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Roberto Casarin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roberto Casarin more than expected).
Fields of papers citing papers by Roberto Casarin
This network shows the impact of papers produced by Roberto Casarin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Roberto Casarin. The network helps show where Roberto Casarin may publish in the future.
Co-authors
The 25 scholars most cited alongside Roberto Casarin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 108 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2015 | 137 | |
| 2 | 2013 | 103 | |
| 3 | 2016 | 51 | |
| 4 | 2017 | 44 | |
| 5 | 2012 | 43 | |
| 6 | 2019 | 39 | |
| 7 | 2019 | 36 | |
| 8 | 2016 | 34 | |
| 9 | 2014 | 33 | |
| 10 | 2017 | 33 | |
| 11 | 2016 | 33 | |
| 12 | 2009 | 32 | |
| 13 | 2012 | 29 | |
| 14 | 2012 | 27 | |
| 15 | 2016 | 25 | |
| 16 | Business Cycle and Stock Market Volatility: A Particle Filter Approach | 2006 | 23 |
| 17 | 2012 | 23 | |
| 18 | 2013 | 22 | |
| 19 | 2014 | 20 | |
| 20 | 2014 | 20 |
About Roberto Casarin
Roberto Casarin is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Artificial Intelligence, having authored 108 papers that have together received 1.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (44 papers), Monetary Policy and Economic Impact (33 papers), Market Dynamics and Volatility (26 papers), Complex Systems and Time Series Analysis (21 papers), Statistical Methods and Inference (19 papers), Bayesian Methods and Mixture Models (14 papers), Forecasting Techniques and Applications (13 papers) and Gaussian Processes and Bayesian Inference (9 papers). The work is most often cited by research in Finance (578 citations), Computational Mathematics (26 citations), General Economics, Econometrics and Finance (361 citations), Economics and Econometrics (755 citations) and Statistics and Probability (191 citations). Roberto Casarin has collaborated with scholars based in Italy, Netherlands and Norway. Frequent co-authors include Monica Billio, Francesco Ravazzolo, Daniel Felix Ahelegbey, Herman K. van Dijk, Fabrizio Leisen, Federico Bassetti, Michele Costola, Flaminio Squazzoni, Jean‐Michel Marin and Daniele Bianchi. Their work appears in journals such as Journal of Business and Economic Statistics, Annals of Operations Research, Bayesian Analysis, PLoS ONE and Energy Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.