Matteo Iacopini

VU University Amsterdam - Department of Econometrics

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

SCHOLARLY PAPERS

11

DOWNLOADS

768

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Stablecoins and cryptocurrency returns: What is the role of Tether?

Number of pages: 50 Posted: 15 Jun 2020 Last Revised: 27 May 2021
Daniele Bianchi, Luca Rossini and Matteo Iacopini
School of Economics and Finance, Queen Mary University of London, University of Milan and VU University Amsterdam - Department of Econometrics
Downloads 224 (167,732)
Citation 3

Abstract:

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Stablecoins, Tether USD, Bitcoin, Investments, Shrinkage priors, Bayesian VAR.

2.

Bayesian Dynamic Tensor Regression

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2018
Number of pages: 64 Posted: 08 Jun 2018
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Independent and VU University Amsterdam - Department of Econometrics
Downloads 130 (267,668)
Citation 4

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Tensor calculus, tensor decomposition, Bayesian statistics, hierarchical prior, networks, autoregessive model, time series, international trade

3.

Public Concern and the Financial Markets during the COVID-19 outbreak

Number of pages: 10 Posted: 03 May 2020 Last Revised: 06 May 2020
Michele Costola, Matteo Iacopini and Carlo Santagiustina
Ca' Foscari University of Venice, VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 103 (315,851)
Citation 1

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COVID-19, Coronavirus, Social Media data, Google Trends, Financial markets

4.

Bayesian Markov Switching Tensor Regression For Time-Varying Networks

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 14/WP/2018
Number of pages: 63 Posted: 08 Jun 2018
Monica Billio, Roberto Casarin and Matteo Iacopini
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and VU University Amsterdam - Department of Econometrics
Downloads 74 (386,635)
Citation 2

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Tensor calculus, tensor decomposition, latent variables, Bayesian statistics, hierarchical prior, networks, zero-inflated model, time series, financial networks

5.

On the “mementum” of Meme Stocks

Number of pages: 10 Posted: 08 Jun 2021
Michele Costola, Matteo Iacopini and Carlo Santagiustina
Ca' Foscari University of Venice, VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 70 (398,598)

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Meme stocks, Social media, Social trading, Cointegration, Regime switching

6.

Nonparametric Forecasting of Multivariate Probability Density Functions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 15/WP/2018
Number of pages: 47 Posted: 08 Jun 2018
Dominique Guegan and Matteo Iacopini
Université Paris I Panthéon-Sorbonne and VU University Amsterdam - Department of Econometrics
Downloads 48 (476,907)

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Functional data analysis, functional PCA, functional time series, time varying dependence, time varying copula, clr transform, compositional data analysis

7.

COVID-19 Spreading in Financial Networks: A Semiparametric Matrix Regression Model

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 05/WP/2021
Number of pages: 33 Posted: 12 Jan 2021
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Ca' Foscari University of Venice and VU University Amsterdam - Department of Econometrics
Downloads 45 (489,669)

Abstract:

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Multilayer networks, financial markets, COVID-19

8.

Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR

Number of pages: 32 Posted: 17 Jun 2019
Matteo Iacopini and Luca Rossini
VU University Amsterdam - Department of Econometrics and University of Milan
Downloads 45 (489,669)

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Bayesian Nonparametrics, Dependent Dirichlet process, Large vector autoregression, Sparsity, Time-Varying networks

9.

Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting

Number of pages: 23 Posted: 15 Jul 2020
Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
VU University Amsterdam - Department of Econometrics, Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Milan
Downloads 13 (678,799)

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10.

Visualizing and Comparing Distributions With Half-Disk Density Strips

Number of pages: 21 Posted: 20 Jul 2020
Carlo Santagiustina and Matteo Iacopini
Ca'Foscari University of Venice - Department of Economics and VU University Amsterdam - Department of Econometrics
Downloads 9 (709,735)

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11.

Filtering the Intensity of Public Concern from Social Media Count Data with Jumps

Number of pages: 20 Posted: 18 Feb 2021
Matteo Iacopini and Carlo Santagiustina
VU University Amsterdam - Department of Econometrics and Ca'Foscari University of Venice - Department of Economics
Downloads 7 (725,207)

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