La tesi presenta tre studi di ricerca su temi bancari connessi ad alcuni eventi osservati durante la recente crisi bancaria dei mutui subprime. Il primo capitolo della tesi collega la creazione di liquidità del settore ...

The thesis contributes to the literature on Bayesian nonparametrics by proposing two approaches, the first one related to time series analysis with a focus on sparsity of the matrix of coefficients and the second one to ...

This doctoral dissertation is inspired by the major environmental and socio-economic challenges faced by biologists, climate scientists, economists and policymakers today, and is dedicated to the state-of-the-art literature ...

In questa tesi studiamo alcuni problemi legati a modelli Markov Switching (MS) e alle loro applicazioni in Economia e Finanza. Lo scopo del nostro studio è proporre soluzioni per la selezione del modello e per la stima di ...

Graph theory has long been studied in mathematics and probability as a tool for describing dependence between nodes. However, only recently it has been implemented on data, givin birth to the statistical analysis of real ...

Chapter1: We study the bivariate jump process involving the S&P 500 and the Euro Stoxx 50 index with jumps extracted from high frequency data using non-parametric methods. Our analysis, based on the generalized Hawkes ...

The thesis is composed of three chapters that analyse the influence of different socio-economic factors on health in the prism of life-course approach, which considers health to be a stock of capital that depreciates with ...