Workshop: Misura

Chair: Paolo Giudici

Roberto Casarin (University “Ca’ Foscari”, Venezia), “Modeling Contagion and Systemic Risk”

Laura Parisi (University of Pavia), “Correlated stochastic processes for systemic risk”

Andrea Ugolini (University of Florence), “Spillover Effects in the Banking Sector: CoVaR and Vine-CoVaR Approaches”

Luca Fanelli (University of Bologna), “Indeterminacy, misspecification and forecastability: Good luck in bad policy?”

Silvia Salini (University of Parma), “Reliable robust regression diagnostics”

Marco Alfo’ (Rome “La Sapienza”), “Parsimonious representations of the prior in finite mixture regression models for multivariate mixed responses”