Brunero Liseo
Names
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Brunero |
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Liseo |
Identifer
Contact
Affiliations
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"Sapienza" Università di Roma
/ Facoltà di Economia
/ Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)
Research profile
author of:
- Portfolio Diversification Strategy Via Tail‐Dependence Clustering and ARMA‐GARCH Vine Copula Approach (repec:bla:ausecp:v:57:y:2018:i:3:p:265-283)
by Hao Ji & Hao Wang & Brunero Liseo - Multivariate Fay–Herriot Bayesian estimation of small area means under functional measurement error (repec:bla:jorssa:v:180:y:2017:i:4:p:1191-1209)
by Serena Arima & William R. Bell & Gauri S. Datta & Carolina Franco & Brunero Liseo - Modelling preference data with the Wallenius distribution (repec:bla:jorssa:v:182:y:2019:i:2:p:541-558)
by Clara Grazian & Fabrizio Leisen & Brunero Liseo - Objective Bayesian Analysis of Skew-t Distributions (repec:bla:scjsta:v:40:y:2013:i:1:p:63-85)
by Marcia D'Elia Branco & Marc G. Genton & Brunero Liseo - Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error (repec:bla:scjsta:v:42:y:2015:i:2:p:518-529)
by Serena Arima & Gauri S. Datta & Brunero Liseo - Approximate Bayesian Computation for Copula Estimation (repec:bot:rivsta:v:75:y:2015:i:1:p:111-127)
by Clara Grazian & Brunero Liseo - Regression analysis with linked data: problems and possible solutions (repec:bot:rivsta:v:75:y:2015:i:1:p:19-35)
by Andrea Tancredi & Brunero Liseo - Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process (repec:crs:wpaper:2010-38)
by Judith Rousseau & Nicolas Chopin & Brunero Liseo - Approximate Bayesian conditional copulas (repec:eee:csdana:v:169:y:2022:i:c:s0167947321002516)
by Grazian, Clara & Dalla Valle, Luciana & Liseo, Brunero - Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach (repec:eee:csdana:v:63:y:2013:i:c:p:125-138)
by Liseo, Brunero & Parisi, Antonio - A stochastic estimated version of the Italian dynamic General Equilibrium Model (repec:eee:ecmode:v:92:y:2020:i:c:p:339-357)
by Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco & Alleva, Giorgio & Di Dio, Fabio & Liseo, Brunero - Skew–Brownian processes for estimating the volatility of crude oil Brent (repec:eee:intfor:v:41:y:2025:i:2:p:763-780)
by Bufalo, Michele & Liseo, Brunero & Orlando, Giuseppe - On a loss-based prior for the number of components in mixture models (repec:eee:stapro:v:158:y:2020:i:c:s0167715219303025)
by Grazian, Clara & Villa, Cristiano & Liseo, Brunero - A Bayesian interpretation of the multivariate skew-normal distribution (repec:eee:stapro:v:61:y:2003:i:4:p:395-401)
by Liseo, Brunero & Loperfido, Nicola - On the independence Jeffreys prior for skew-symmetric models (repec:eee:stapro:v:85:y:2014:i:c:p:91-97)
by Rubio, Francisco Javier & Liseo, Brunero - Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach (repec:ejn:ejefjr:v:2:y:2014:i:2:p:1-20)
by Muhammad Naeem & Hao Ji & Brunero Liseo - Bayesian Hierarchical Copula Models with a Dirichlet–Laplace Prior (repec:gam:jstats:v:5:y:2022:i:4:p:63-1078:d:960084)
by Paolo Onorati & Brunero Liseo - A stochastic estimated version of the Italian dynamic General Equilibrium Model (IGEM) (repec:itt:wpaper:2018-3)
by Nicola Acocella & Giorgio Alleva & Elton Beqiraj & Giovanni Di Bartolomeo & Fabio Di Dio & Marco Di Pietro & Francesco Felici & Brunero Liseo - Dependence Structure between China’s Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis (repec:mes:emfitr:v:56:y:2020:i:11:p:2608-2624)
by Hao Ji & Hao Wang & Jia Xu & Brunero Liseo - Bayesian and conditional frequentist analyses of the Fieller’s problem. A critical review (repec:mtn:ancoec:030111)
by Brunero Liseo - Some remarks on Bayesian inference for one-way ANOVA models (repec:spr:aistmt:v:60:y:2008:i:3:p:483-498)
by Fabrizio Solari & Brunero Liseo & Dongchu Sun - A copula-based Bayesian framework for doping detection (repec:spr:compst:v:40:y:2025:i:4:d:10.1007_s00180-024-01579-x)
by Nina Deliu & Brunero Liseo - Bayesian Ideas in Survey Sampling: The Legacy of Basu (repec:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-023-00327-5)
by Marco Di Zio & Brunero Liseo & Maria Giovanna Ranalli - Generalized linear mixed model with bayesian rank likelihood (repec:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00657-y)
by Lyubov Doroshenko & Brunero Liseo - Copula modelling with penalized complexity priors: the bivariate case (repec:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-022-00843-w)
by Diego Battagliese & Clara Grazian & Brunero Liseo & Cristiano Villa - Discussion on prior-based Bayes information criterion (repec:taf:tstfxx:v:3:y:2019:i:1:p:22-23)
by Brunero Liseo