| Markov switching GARCH models for Bayesian hedging on energy futures markets M Billio, R Casarin, A Osuntuyi Energy Economics 70, 545-562, 2018 | 69 | 2018 |
| Efficient Gibbs sampling for Markov switching GARCH models M Billio, R Casarin, A Osuntuyi Computational Statistics & Data Analysis 100, 37-57, 2016 | 46 | 2016 |
| Empirical characterization of the temporal dynamics of EEG spectral components K Ayodele, W Ikezogwo, A Osuntuyi International Association of Online Engineering, 2020 | 5 | 2020 |
| Efficient Gibbs sampling for Markov switching GARCH models M Billio, R Casarin, A Osuntuyi arXiv preprint arXiv:1212.5397, 2012 | 5 | 2012 |
| The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach M Billio, R Casarin, E De Cian, M Mistry, A Osuntuyi arXiv preprint arXiv:2012.14693, 2020 | 3 | 2020 |
| Bayesian nonparametric panel Markov-switching GARCH models R Casarin, M Costantini, A Osuntuyi Journal of Business & Economic Statistics 42 (1), 135-146, 2024 | 2 | 2024 |
| Monte carlo within simulated annealing for integral constrained optimizations R Casarin, BB Maillet, A Osuntuyi Annals of Operations Research, 1-36, 2022 | 1 | 2022 |
| Essays on bayesian inference with financial applications AA Osuntuyi Università Ca'Foscari Venezia, 2014 | 1 | 2014 |
| Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets M Billio, R Casarin, A Osuntuyi Advances in Latent Variables, 1-6, 2013 | 1 | 2013 |
| Bayesian nonparametric panel Markov-switching GARCH models A Casarin, R., Costantini, M., Osuntuyi Journal of Business & Economic Statistics, 2013 | | 2013 |
| The distributional properties of the family of logistic distributions TJ Adesakin, AA Osuntuyi, MA Olagunju Ife Journal of Science 10 (1), 245-259, 2008 | | 2008 |
| Empirical Characterization of the Temporal Dynamics of EEG Spectral Components Authors K Ayodele, W Ikezogwo, A Osuntuyi iJOE, 0 | | |
Roberto CASARINCa' Foscari University of VeniceVerified email at unive.it
