IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
EU - Europa 4.348
NA - Nord America 3.548
AS - Asia 2.227
SA - Sud America 862
AF - Africa 77
OC - Oceania 4
Totale 11.066
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Nazione #
US - Stati Uniti d'America 3.490
RU - Federazione Russa 2.132
SG - Singapore 1.168
BR - Brasile 749
SE - Svezia 517
IE - Irlanda 498
IT - Italia 480
CN - Cina 453
HK - Hong Kong 270
FR - Francia 175
UA - Ucraina 131
DE - Germania 129
GB - Regno Unito 102
FI - Finlandia 89
VN - Vietnam 77
IN - India 48
AR - Argentina 35
CA - Canada 26
TR - Turchia 24
ZA - Sudafrica 24
UZ - Uzbekistan 22
IQ - Iraq 21
MX - Messico 21
BE - Belgio 20
EC - Ecuador 20
BD - Bangladesh 19
VE - Venezuela 19
ID - Indonesia 18
NL - Olanda 17
MA - Marocco 14
PK - Pakistan 13
PL - Polonia 13
CO - Colombia 11
PE - Perù 10
AE - Emirati Arabi Uniti 9
ES - Italia 9
JP - Giappone 9
SA - Arabia Saudita 8
TN - Tunisia 8
JO - Giordania 7
KZ - Kazakistan 7
MY - Malesia 7
TH - Thailandia 7
AT - Austria 6
CL - Cile 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
AU - Australia 4
EG - Egitto 4
HN - Honduras 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
JM - Giamaica 3
ME - Montenegro 3
NG - Nigeria 3
SN - Senegal 3
AO - Angola 2
BG - Bulgaria 2
BH - Bahrain 2
HU - Ungheria 2
IR - Iran 2
KG - Kirghizistan 2
LK - Sri Lanka 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
CR - Costa Rica 1
DM - Dominica 1
GA - Gabon 1
GE - Georgia 1
GT - Guatemala 1
KW - Kuwait 1
LB - Libano 1
LV - Lettonia 1
MD - Moldavia 1
ML - Mali 1
MN - Mongolia 1
OM - Oman 1
PA - Panama 1
RS - Serbia 1
Totale 11.066
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Città #
Moscow 650
Singapore 583
Ashburn 566
Dallas 541
Dublin 498
Chandler 386
Nyköping 311
Hong Kong 266
Jacksonville 232
Salerno 160
Beijing 154
San Jose 126
Dearborn 101
The Dalles 100
Messina 99
Princeton 97
Medford 88
Cambridge 80
Lauterbourg 80
Des Moines 73
Ann Arbor 67
Los Angeles 66
Boardman 46
São Paulo 45
Buffalo 39
Woodbridge 31
Tianjin 28
Ho Chi Minh City 27
New York 27
Wilmington 27
Council Bluffs 26
Florence 26
Rome 24
Redondo Beach 23
Catania 22
Guangzhou 22
Belo Horizonte 21
Santa Clara 21
Orem 20
Tashkent 20
Brussels 19
Piazza Armerina 18
Rio de Janeiro 17
Frankfurt am Main 16
Hanoi 16
Houston 14
Brooklyn 11
Campinas 11
Seattle 11
Warsaw 11
Baghdad 10
Brasília 10
Chennai 10
Guayaquil 10
Johannesburg 10
Salvador 10
Amsterdam 9
Curitiba 9
Goiânia 9
San Mateo 9
Tokyo 9
Caracas 8
Helsinki 8
Nanjing 8
Ribeirão Preto 8
San Francisco 8
Amman 7
Jinan 7
Lima 7
Pune 7
Santo André 7
Shanghai 7
Shenzhen 7
Stockholm 7
Ankara 6
Astana 6
Bangkok 6
Campo Grande 6
Chicago 6
Fortaleza 6
Guido 6
Hangzhou 6
Kuala Lumpur 6
London 6
Maceió 6
Manchester 6
Montreal 6
Osasco 6
Porto Alegre 6
Quito 6
Shenyang 6
Toronto 6
Addis Ababa 5
Araçatuba 5
Bexley 5
Boston 5
Changsha 5
Denver 5
Duque de Caxias 5
Franca 5
Totale 6.312
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Nome #
Measuring the Effects of Unconventional Policies on Stock Market Volatility 330
Volatility jumps and the classification of monetary policy announcements 301
Assessing heterogeneity in a matching estimation of endogenous treatment effect 183
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 171
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 169
A Hidden Markov Model approach to classify and predict the sign of financial local trends 168
Spatial Effects in Dynamic Conditional Correlations 159
Forecasting Realized Volatility with Changing Average Levels 157
Forecasting the macro determinants of bank credit quality: a non-linear perspective 152
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 151
Analyzing the sign of financial local trends via Hidden Markov Models 147
A Time Varying Hidden Markov Model with Latent Information 146
A New Criterion for Time Interval Choice in Seasonal Adjustment 146
A Realistic Model for Official Interest Rates Movements and Their Consequences 142
A New Approach to Study the Volatility Transmission Across Markets 142
A GARCH-Volatility dependent DCC model 141
Adding Flexibility to Markov Switching Models 141
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 140
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 140
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 140
Dataset for Petroleum Based Stock Markets and GAUSS Codes for SAMEM 137
Measuring the Effect of Unconventional Policies on Stock Market Volatility 135
A Test for Model Choice in Seasonal Adjustment 134
Asset allocation using dynamic conditional correlation models with Markov Switching 134
A vector multiplicative error model with spillover effects and co-movements 127
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 116
Avversione al matrimonio? L'esperienza della popolazione irlandese dopo la grande carestia (1851:1911) 113
Financial clustering in presence of dominant markets 112
On classifying the effects of policy announcements on volatility 112
Are monetary policy announcements related to volatility jumps? 109
Bias Reduction in a Matching Estimation of Treatment Effect 109
Transition Economies: 21st Century Issues and Challenges. 109
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 109
Unconventional policies effects on stock market volatility: The MAP approach 108
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 108
Capturing the Spillover Effect with Multiplicative Error Models 108
Modeling the Dependence of Conditional Correlations on Market Volatility 108
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 106
Testing for equal predictability of stationary ARMA processes 105
Classifying Italian Pension Funds via GARCH Distance 104
Evaluating the risk of pension funds by statistical procedures 103
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 103
Does crime affect the economic growth? 101
Turning Point Detection Using Markov Switching Models with Latent Information 101
Dating the Italian Business Cycle: a Comparison of Procedures 100
Clustering Mutual Funds by Return and Risk Levels 100
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 100
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 99
Testing for Equal Predictability of Volatility 98
Testing for Equal Predictability of Stationary ARMA Processes 98
The reconstruction of the number of Italian building permits in 1999 98
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 98
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 97
Modeling the Dependence of Conditional Correlations on Volatility 95
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 95
Indirect estimation of Markov Swithing models with endogenous switching 93
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 93
Statistics for Spatio-Temporal Modelling 92
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 92
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 92
Modeling realized volatility subject to changes of regime 92
Classication of Volatility in Presence of TimeVarying Parameters 92
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 91
Model Stability and Model Based Seasonal Adjustment 91
Volatility transmissions across currencies and commodities with US uncertainty measures 91
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 90
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 90
Classifying the Markets Volatility with ARMA Distance Measures 89
Clustering space-time series: FSTAR as a flexible STAR approach 89
Realized Volatility Forecasting: Robustness to Measurement Errors 89
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 88
Clustering Heteroskedastic Time Series by Model-Based Procedures 88
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 87
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 87
Models with Time-Varying Parameters for Realized Covariance 87
Frontiers in Time Series Analysis: Introduction 85
Models to Date the Business Cycle: the Italian Case 85
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 85
Advanced Analysis and Learning on Temporal Data 85
Modeling and forecasting volatility subject to changes of regime 84
Indirect Estimation of Markov Switching Models with Endogenous Switching 84
REALIZED VOLATILITY AND CHANGES OF REGIME 84
The factorial asymmetric multiplicative error model: preliminary results 81
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 79
Classification of volatility in presence of changes in model parameters 77
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 77
The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model 76
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 75
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 75
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 73
The Multi-Chain Markov Switching Model 73
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 72
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 72
The Markov Switching Asymmetric Multiplicative Error Model 71
Realized Volatility and Change of Regimes 68
Volatility clustering in the presence of time-varying model parameters 68
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 64
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 63
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 62
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 61
Totale 10.837
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Categoria #
all - tutte 34.522
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 34.522
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021173 0 0 0 0 0 0 0 0 0 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
2024/20252.037 45 23 65 104 160 14 31 522 548 116 123 286
2025/20265.122 227 372 551 296 397 1.161 729 585 633 171 0 0
Totale 11.250