IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
NA - Nord America 5.955
EU - Europa 4.366
AS - Asia 2.267
SA - Sud America 864
Continente sconosciuto - Info sul continente non disponibili 185
AF - Africa 77
OC - Oceania 6
Totale 13.720
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Nazione #
US - Stati Uniti d'America 5.873
RU - Federazione Russa 2.133
SG - Singapore 1.178
BR - Brasile 750
SE - Svezia 518
IE - Irlanda 498
IT - Italia 491
CN - Cina 472
HK - Hong Kong 273
FR - Francia 175
UA - Ucraina 131
DE - Germania 129
GB - Regno Unito 103
FI - Finlandia 89
VN - Vietnam 78
IN - India 48
CA - Canada 36
AR - Argentina 35
MX - Messico 24
TR - Turchia 24
ZA - Sudafrica 24
BD - Bangladesh 22
UZ - Uzbekistan 22
IQ - Iraq 21
BE - Belgio 20
EC - Ecuador 20
ID - Indonesia 20
VE - Venezuela 20
NL - Olanda 17
MA - Marocco 14
PL - Polonia 14
PK - Pakistan 13
CO - Colombia 11
JP - Giappone 10
PE - Perù 10
AE - Emirati Arabi Uniti 9
ES - Italia 9
JM - Giamaica 8
MY - Malesia 8
SA - Arabia Saudita 8
TN - Tunisia 8
JO - Giordania 7
KZ - Kazakistan 7
TH - Thailandia 7
AT - Austria 6
AU - Australia 6
CL - Cile 6
HN - Honduras 6
IL - Israele 6
KE - Kenya 6
PH - Filippine 6
AL - Albania 5
ET - Etiopia 5
LT - Lituania 5
RO - Romania 5
UY - Uruguay 5
EG - Egitto 4
NP - Nepal 4
PY - Paraguay 4
AZ - Azerbaigian 3
BO - Bolivia 3
CI - Costa d'Avorio 3
CZ - Repubblica Ceca 3
DZ - Algeria 3
HU - Ungheria 3
ME - Montenegro 3
NG - Nigeria 3
SN - Senegal 3
AO - Angola 2
BG - Bulgaria 2
BH - Bahrain 2
CR - Costa Rica 2
IR - Iran 2
KG - Kirghizistan 2
LK - Sri Lanka 2
MD - Moldavia 2
NI - Nicaragua 2
PS - Palestinian Territory 2
QA - Qatar 2
SY - Repubblica araba siriana 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BN - Brunei Darussalam 1
BY - Bielorussia 1
CW - ???statistics.table.value.countryCode.CW??? 1
DM - Dominica 1
GA - Gabon 1
GE - Georgia 1
GT - Guatemala 1
JE - Jersey 1
KW - Kuwait 1
LB - Libano 1
LV - Lettonia 1
ML - Mali 1
MN - Mongolia 1
OM - Oman 1
PA - Panama 1
RS - Serbia 1
SV - El Salvador 1
Totale 13.536
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Città #
Moscow 650
Ashburn 649
Singapore 588
Dallas 569
Dublin 498
Chandler 386
Nyköping 311
Hong Kong 269
Jacksonville 232
San Jose 207
Council Bluffs 166
Salerno 160
Beijing 158
Dearborn 102
The Dalles 100
Messina 99
Princeton 97
Medford 88
Cambridge 80
Lauterbourg 80
Los Angeles 75
Des Moines 74
Ann Arbor 67
Atlanta 61
Boardman 46
São Paulo 45
Buffalo 39
New York 32
Woodbridge 31
Santa Clara 30
Tianjin 28
Wilmington 28
Ho Chi Minh City 27
Florence 26
Rome 24
Redondo Beach 23
Catania 22
Guangzhou 22
Belo Horizonte 21
Orem 21
Tashkent 20
Brussels 19
Piazza Armerina 18
Hanoi 17
Rio de Janeiro 17
Frankfurt am Main 16
Houston 16
San Francisco 16
Brooklyn 13
Memphis 13
Seattle 12
Warsaw 12
Campinas 11
Baghdad 10
Brasília 10
Chennai 10
Guayaquil 10
Johannesburg 10
Salvador 10
Tokyo 10
Amsterdam 9
Chicago 9
Curitiba 9
Goiânia 9
San Mateo 9
Caracas 8
Denver 8
Helsinki 8
Kingston 8
Montreal 8
Nanjing 8
Ribeirão Preto 8
Shanghai 8
Stockholm 8
Amman 7
Boston 7
Columbus 7
Jinan 7
Kuala Lumpur 7
Lima 7
Pune 7
Santo André 7
Shenzhen 7
Toronto 7
Ankara 6
Astana 6
Bangkok 6
Campo Grande 6
Changsha 6
Fortaleza 6
Guido 6
Hangzhou 6
London 6
Maceió 6
Manchester 6
Osasco 6
Phoenix 6
Porto Alegre 6
Quito 6
Shenyang 6
Totale 6.784
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Nome #
Measuring the Effects of Unconventional Policies on Stock Market Volatility 336
Volatility jumps and the classification of monetary policy announcements 310
Assessing heterogeneity in a matching estimation of endogenous treatment effect 295
The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model 285
A Hidden Markov Model approach to classify and predict the sign of financial local trends 277
A Time Varying Hidden Markov Model with Latent Information 269
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 269
A New Criterion for Time Interval Choice in Seasonal Adjustment 258
A GARCH-Volatility dependent DCC model 256
Analyzing the sign of financial local trends via Hidden Markov Models 256
Asset allocation using dynamic conditional correlation models with Markov Switching 249
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 249
Adding Flexibility to Markov Switching Models 249
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 242
A Realistic Model for Official Interest Rates Movements and Their Consequences 242
A vector multiplicative error model with spillover effects and co-movements 238
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 236
A Test for Model Choice in Seasonal Adjustment 235
Are monetary policy announcements related to volatility jumps? 213
Advanced Analysis and Learning on Temporal Data 192
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 182
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 177
Forecasting Realized Volatility with Changing Average Levels 172
Spatial Effects in Dynamic Conditional Correlations 165
Forecasting the macro determinants of bank credit quality: a non-linear perspective 156
A New Approach to Study the Volatility Transmission Across Markets 145
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 144
Dataset for Petroleum Based Stock Markets and GAUSS Codes for SAMEM 139
Measuring the Effect of Unconventional Policies on Stock Market Volatility 139
Unconventional policies effects on stock market volatility: The MAP approach 122
On classifying the effects of policy announcements on volatility 118
Financial clustering in presence of dominant markets 117
Avversione al matrimonio? L'esperienza della popolazione irlandese dopo la grande carestia (1851:1911) 116
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 116
Modeling the Dependence of Conditional Correlations on Market Volatility 114
Bias Reduction in a Matching Estimation of Treatment Effect 113
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 112
Transition Economies: 21st Century Issues and Challenges. 110
Capturing the Spillover Effect with Multiplicative Error Models 109
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 108
Testing for equal predictability of stationary ARMA processes 108
Evaluating the risk of pension funds by statistical procedures 107
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 107
Clustering Mutual Funds by Return and Risk Levels 106
Does crime affect the economic growth? 106
Classifying Italian Pension Funds via GARCH Distance 106
Testing for Equal Predictability of Volatility 105
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 105
Turning Point Detection Using Markov Switching Models with Latent Information 104
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 103
Dating the Italian Business Cycle: a Comparison of Procedures 103
The reconstruction of the number of Italian building permits in 1999 102
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 102
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 101
Testing for Equal Predictability of Stationary ARMA Processes 100
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 98
Volatility transmissions across currencies and commodities with US uncertainty measures 98
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 97
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 97
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 96
Modeling realized volatility subject to changes of regime 96
Modeling the Dependence of Conditional Correlations on Volatility 96
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 95
Model Stability and Model Based Seasonal Adjustment 95
Statistics for Spatio-Temporal Modelling 95
Indirect estimation of Markov Swithing models with endogenous switching 95
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 95
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 94
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 94
Clustering space-time series: FSTAR as a flexible STAR approach 94
Classication of Volatility in Presence of TimeVarying Parameters 93
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 93
Realized Volatility Forecasting: Robustness to Measurement Errors 93
Clustering Heteroskedastic Time Series by Model-Based Procedures 92
Classifying the Markets Volatility with ARMA Distance Measures 91
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 91
Models with Time-Varying Parameters for Realized Covariance 90
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 89
Frontiers in Time Series Analysis: Introduction 88
Indirect Estimation of Markov Switching Models with Endogenous Switching 88
Models to Date the Business Cycle: the Italian Case 87
REALIZED VOLATILITY AND CHANGES OF REGIME 86
Modeling and forecasting volatility subject to changes of regime 85
The factorial asymmetric multiplicative error model: preliminary results 83
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 83
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 80
Classification of volatility in presence of changes in model parameters 80
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 79
The Multi-Chain Markov Switching Model 78
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 78
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 78
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 77
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 76
Volatility clustering in the presence of time-varying model parameters 74
The Markov Switching Asymmetric Multiplicative Error Model 73
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 72
Realized Volatility and Change of Regimes 69
Spatial Dependence in the Dynamics of the 2020 Presidential Election Polls Trackers 68
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 66
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 66
Totale 13.276
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Categoria #
all - tutte 40.080
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 40.080
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022509 0 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
2024/20252.037 45 23 65 104 160 14 31 522 548 116 123 286
2025/20265.333 227 372 551 296 397 1.161 729 585 633 193 106 83
2026/20272.259 372 1.887 0 0 0 0 0 0 0 0 0 0
Totale 13.720