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Mauro Bernardi

Identifiers

  • name variant Mauro Bernardi 0.60 · backfill

Papers (12)

  1. Degrees of Freedom in Penalized Regression: Model Selection with Adaptive Penalties stat.ME · 2025 · author #1
  2. The Sparse Multivariate Method of Simulated Quantiles stat.ME · 2017 · author #1
  3. On the Lp-quantiles for the Student t distribution stat.ME · 2016 · author #1
  4. Bayesian Robust Quantile Regression stat.ME · 2016 · author #1
  5. Portfolio Optimisation Under Flexible Dynamic Dependence Modelling q-fin.PM · 2016 · author #1
  6. Switching-GAS Copula Models With Application to Systemic Risk stat.ME · 2015 · author #1
  7. Comparison of Value-at-Risk models: the MCS package stat.CO · 2015 · author #1
  8. Extracting the Italian output gap: a Bayesian approach stat.AP · 2014 · author #1
  9. The Model Confidence Set package for R stat.CO · 2014 · author #1
  10. Are news important to predict large losses? q-fin.ST · 2014 · author #1
  11. Multivariate Markov-Switching models and tail risk interdependence stat.ME · 2013 · author #1
  12. Bayesian inference for CoVaR stat.ME · 2013 · author #1

Mentions

  • 1504.03733 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1502.04472 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1411.4898 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1410.8504 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1410.6898 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1312.6407 #1 · backfill · confidence 0.70 Mauro Bernardi
  • 1306.2834 #1 · backfill · confidence 0.70 Mauro Bernardi

Frequent Coauthors