IRIS
OTRANTO, Edoardo
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 3.156
EU - Europa 2.122
AS - Asia 1.751
SA - Sud America 813
AF - Africa 61
OC - Oceania 4
Totale 7.907
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 3.100
SG - Singapore 942
BR - Brasile 725
SE - Svezia 517
IE - Irlanda 498
IT - Italia 472
CN - Cina 321
HK - Hong Kong 259
UA - Ucraina 129
DE - Germania 117
GB - Regno Unito 95
FI - Finlandia 88
RU - Federazione Russa 78
VN - Vietnam 56
FR - Francia 42
AR - Argentina 30
CA - Canada 26
IN - India 23
BE - Belgio 20
MX - Messico 20
TR - Turchia 19
UZ - Uzbekistan 19
ZA - Sudafrica 18
EC - Ecuador 17
IQ - Iraq 15
NL - Olanda 15
BD - Bangladesh 13
VE - Venezuela 12
ID - Indonesia 11
MA - Marocco 11
PL - Polonia 11
ES - Italia 8
PE - Perù 8
PK - Pakistan 8
AE - Emirati Arabi Uniti 7
AT - Austria 7
CO - Colombia 7
JO - Giordania 7
TN - Tunisia 7
IL - Israele 6
MY - Malesia 6
JP - Giappone 5
KE - Kenya 5
KZ - Kazakistan 5
LT - Lituania 5
PY - Paraguay 5
AU - Australia 4
CL - Cile 4
ET - Etiopia 4
HN - Honduras 4
RO - Romania 4
AL - Albania 3
AZ - Azerbaigian 3
CI - Costa d'Avorio 3
CZ - Repubblica Ceca 3
DZ - Algeria 3
EG - Egitto 3
ME - Montenegro 3
NG - Nigeria 3
NP - Nepal 3
TH - Thailandia 3
UY - Uruguay 3
BG - Bulgaria 2
BO - Bolivia 2
IR - Iran 2
JM - Giamaica 2
KG - Kirghizistan 2
LK - Sri Lanka 2
QA - Qatar 2
SN - Senegal 2
SY - Repubblica araba siriana 2
AM - Armenia 1
AO - Angola 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
CR - Costa Rica 1
DM - Dominica 1
GE - Georgia 1
GT - Guatemala 1
HU - Ungheria 1
KW - Kuwait 1
LB - Libano 1
LV - Lettonia 1
MD - Moldavia 1
ML - Mali 1
MN - Mongolia 1
PA - Panama 1
PH - Filippine 1
PS - Palestinian Territory 1
RS - Serbia 1
SA - Arabia Saudita 1
Totale 7.907
Salva come PNG Salva come JPEG
Città #
Dallas 543
Dublin 498
Singapore 426
Ashburn 418
Chandler 386
Nyköping 311
Hong Kong 255
Jacksonville 232
Salerno 160
Beijing 153
Dearborn 101
Messina 99
Princeton 97
Medford 88
Cambridge 80
Des Moines 71
The Dalles 68
Ann Arbor 67
Los Angeles 63
Boardman 46
São Paulo 45
Buffalo 39
Woodbridge 31
Wilmington 27
Florence 26
New York 25
Council Bluffs 24
Redondo Beach 24
Ho Chi Minh City 23
Rome 23
Belo Horizonte 22
Catania 21
Brussels 19
Piazza Armerina 18
Tashkent 18
Rio de Janeiro 17
Moscow 15
Tianjin 13
Hanoi 12
Houston 12
Brasília 10
Brooklyn 10
Campinas 10
Guangzhou 10
Salvador 10
Curitiba 9
Guayaquil 9
Johannesburg 9
San Mateo 9
Santa Clara 9
Seattle 9
Warsaw 9
Goiânia 8
Helsinki 8
Ribeirão Preto 8
Xi'an 8
Amman 7
Amsterdam 7
Frankfurt am Main 7
Jinan 7
Nanjing 7
Santo André 7
Stockholm 7
Ankara 6
Baghdad 6
Bexley 6
Campo Grande 6
Denver 6
Fortaleza 6
Guido 6
Kuala Lumpur 6
London 6
Maceió 6
Montreal 6
Osasco 6
Porto Alegre 6
Pune 6
San Francisco 6
Shenyang 6
Toronto 6
Vienna 6
Araçatuba 5
Astana 5
Boston 5
Chennai 5
Duque de Caxias 5
Feira de Santana 5
Franca 5
Haikou 5
Hangzhou 5
Istanbul 5
Jakarta 5
Lima 5
Milan 5
Nairobi 5
Naples 5
Ningbo 5
Pelotas 5
Piracicaba 5
Quito 5
Totale 5.013
Salva come PNG Salva come JPEG
Nome #
Measuring the Effects of Unconventional Policies on Stock Market Volatility 269
Volatility jumps and the classification of monetary policy announcements 243
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 125
Assessing heterogeneity in a matching estimation of endogenous treatment effect 124
Forecasting Realized Volatility with Changing Average Levels 121
A Hidden Markov Model approach to classify and predict the sign of financial local trends 115
Spatial Effects in Dynamic Conditional Correlations 113
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 111
Forecasting the macro determinants of bank credit quality: a non-linear perspective 108
A Time Varying Hidden Markov Model with Latent Information 103
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 103
Analyzing the sign of financial local trends via Hidden Markov Models 101
Dataset for Petroleum Based Stock Markets and GAUSS Codes for SAMEM 96
A GARCH-Volatility dependent DCC model 94
A Realistic Model for Official Interest Rates Movements and Their Consequences 94
Capturing the Spillover Effect with Multiplicative Error Models 93
A Test for Model Choice in Seasonal Adjustment 92
Measuring the Effect of Unconventional Policies on Stock Market Volatility 92
A New Criterion for Time Interval Choice in Seasonal Adjustment 91
A New Approach to Study the Volatility Transmission Across Markets 91
Adding Flexibility to Markov Switching Models 91
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 90
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 89
Financial clustering in presence of dominant markets 89
Asset allocation using dynamic conditional correlation models with Markov Switching 88
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 87
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 85
Avversione al matrimonio? L'esperienza della popolazione irlandese dopo la grande carestia (1851:1911) 85
Does crime affect the economic growth? 84
Modeling the Dependence of Conditional Correlations on Market Volatility 84
Evaluating the risk of pension funds by statistical procedures 82
Dating the Italian Business Cycle: a Comparison of Procedures 82
Clustering Mutual Funds by Return and Risk Levels 82
Transition Economies: 21st Century Issues and Challenges. 82
Testing for equal predictability of stationary ARMA processes 82
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 82
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 81
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 80
The reconstruction of the number of Italian building permits in 1999 79
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 78
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 75
Statistics for Spatio-Temporal Modelling 75
Classifying Italian Pension Funds via GARCH Distance 75
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 75
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 75
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 74
Testing for Equal Predictability of Volatility 74
Turning Point Detection Using Markov Switching Models with Latent Information 74
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 74
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 74
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 73
Testing for Equal Predictability of Stationary ARMA Processes 72
Volatility transmissions across currencies and commodities with US uncertainty measures 72
Classifying the Markets Volatility with ARMA Distance Measures 70
Modeling realized volatility subject to changes of regime 70
Clustering space-time series: FSTAR as a flexible STAR approach 70
Indirect estimation of Markov Swithing models with endogenous switching 69
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 69
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 69
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 69
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 68
Modeling and forecasting volatility subject to changes of regime 68
Frontiers in Time Series Analysis: Introduction 68
REALIZED VOLATILITY AND CHANGES OF REGIME 68
Clustering Heteroskedastic Time Series by Model-Based Procedures 68
On classifying the effects of policy announcements on volatility 67
Model Stability and Model Based Seasonal Adjustment 66
Classication of Volatility in Presence of TimeVarying Parameters 66
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 65
Models to Date the Business Cycle: the Italian Case 65
Bias Reduction in a Matching Estimation of Treatment Effect 64
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 64
The factorial asymmetric multiplicative error model: preliminary results 64
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 64
Indirect Estimation of Markov Switching Models with Endogenous Switching 63
Realized Volatility Forecasting: Robustness to Measurement Errors 62
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 61
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 60
Models with Time-Varying Parameters for Realized Covariance 60
A vector multiplicative error model with spillover effects and co-movements 59
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 59
Modeling the Dependence of Conditional Correlations on Volatility 59
Unconventional policies effects on stock market volatility: The MAP approach 58
The Multi-Chain Markov Switching Model 57
Classification of volatility in presence of changes in model parameters 57
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 57
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 56
Realized Volatility and Change of Regimes 54
The Markov Switching Asymmetric Multiplicative Error Model 53
Are monetary policy announcements related to volatility jumps? 52
null 51
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 48
Advanced Analysis and Learning on Temporal Data 47
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 46
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 45
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 45
Reducing Bias of the Matching Estimator of Treatment Effect in a Nonexperimental Evaluation Procedure 42
Volatility clustering in the presence of time-varying model parameters 42
Proceedings of the 1st International Workshop on Advanced Analytics and Learning on Temporal Data 36
null 34
Totale 7.797
Salva come PNG Salva come JPEG
Categoria #
all - tutte 29.758
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 29.758
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021320 0 0 0 0 0 61 38 21 27 63 60 50
2021/2022512 3 12 8 11 7 2 21 30 16 19 148 235
2022/20231.514 125 109 69 139 113 159 24 84 633 3 39 17
2023/2024419 37 52 31 106 45 77 12 20 7 8 3 21
2024/20252.073 45 23 65 104 160 14 31 522 554 117 149 289
2025/20261.934 231 377 556 304 403 63 0 0 0 0 0 0
Totale 8.098