IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
NA - Nord America 6.495
EU - Europa 4.416
AS - Asia 2.274
SA - Sud America 866
Continente sconosciuto - Info sul continente non disponibili 187
AF - Africa 79
OC - Oceania 8
Totale 14.325
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Nazione #
US - Stati Uniti d'America 6.380
RU - Federazione Russa 2.136
SG - Singapore 1.179
BR - Brasile 752
IT - Italia 529
SE - Svezia 518
IE - Irlanda 498
CN - Cina 473
HK - Hong Kong 273
FR - Francia 175
UA - Ucraina 131
DE - Germania 130
GB - Regno Unito 110
FI - Finlandia 89
VN - Vietnam 78
CA - Canada 51
IN - India 48
AR - Argentina 35
TR - Turchia 25
MX - Messico 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
IL - Israele 10
JP - Giappone 10
PE - Perù 10
AE - Emirati Arabi Uniti 9
ES - Italia 9
JM - Giamaica 9
HN - Honduras 8
MY - Malesia 8
SA - Arabia Saudita 8
TN - Tunisia 8
AU - Australia 7
JO - Giordania 7
KZ - Kazakistan 7
TH - Thailandia 7
AT - Austria 6
CL - Cile 6
KE - Kenya 6
PH - Filippine 6
AL - Albania 5
CR - Costa Rica 5
ET - Etiopia 5
LT - Lituania 5
NI - Nicaragua 5
RO - Romania 5
UY - Uruguay 5
DZ - Algeria 4
EG - Egitto 4
NP - Nepal 4
PY - Paraguay 4
AZ - Azerbaigian 3
BO - Bolivia 3
CI - Costa d'Avorio 3
CW - ???statistics.table.value.countryCode.CW??? 3
CZ - Repubblica Ceca 3
HU - Ungheria 3
ME - Montenegro 3
NG - Nigeria 3
SN - Senegal 3
TT - Trinidad e Tobago 3
AO - Angola 2
BA - Bosnia-Erzegovina 2
BG - Bulgaria 2
BH - Bahrain 2
GP - Guadalupe 2
IR - Iran 2
KG - Kirghizistan 2
LK - Sri Lanka 2
MD - Moldavia 2
PS - Palestinian Territory 2
QA - Qatar 2
SY - Repubblica araba siriana 2
AM - Armenia 1
BB - Barbados 1
BN - Brunei Darussalam 1
BY - Bielorussia 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
MQ - Martinica 1
NZ - Nuova Zelanda 1
Totale 14.134
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Città #
Ashburn 762
Moscow 650
Singapore 588
Dallas 573
Dublin 498
Chandler 386
Nyköping 311
Hong Kong 269
San Jose 266
Jacksonville 235
Council Bluffs 198
Salerno 160
Beijing 158
Dearborn 102
Messina 100
The Dalles 100
Princeton 97
Medford 88
Los Angeles 81
Cambridge 80
Lauterbourg 80
Des Moines 74
Ann Arbor 67
Atlanta 62
Boardman 48
São Paulo 45
Buffalo 40
New York 35
Santa Clara 33
Woodbridge 31
Rome 29
Wilmington 29
Tianjin 28
Ho Chi Minh City 27
Florence 26
Redondo Beach 23
Catania 22
Guangzhou 22
Belo Horizonte 21
Orem 21
San Francisco 20
Tashkent 20
Brussels 19
Piazza Armerina 18
Hanoi 17
Rio de Janeiro 17
Frankfurt am Main 16
Houston 16
Chicago 15
Montreal 14
Brooklyn 13
Memphis 13
Denver 12
Seattle 12
Warsaw 12
Brasília 11
Campinas 11
Baghdad 10
Chennai 10
Guayaquil 10
Johannesburg 10
Phoenix 10
Salvador 10
Tokyo 10
Amsterdam 9
Curitiba 9
Goiânia 9
San Mateo 9
Boston 8
Caracas 8
Helsinki 8
Kingston 8
Milan 8
Nanjing 8
Ribeirão Preto 8
Shanghai 8
Stockholm 8
Amman 7
Columbus 7
Jinan 7
Kuala Lumpur 7
Lima 7
Miami 7
Pune 7
Queens 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
Istanbul 6
Lawrenceville 6
London 6
Maceió 6
Totale 7.048
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Nome #
Measuring the Effects of Unconventional Policies on Stock Market Volatility 352
Volatility jumps and the classification of monetary policy announcements 320
The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model 305
Assessing heterogeneity in a matching estimation of endogenous treatment effect 299
A Hidden Markov Model approach to classify and predict the sign of financial local trends 285
A Time Varying Hidden Markov Model with Latent Information 275
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 275
A GARCH-Volatility dependent DCC model 265
A New Criterion for Time Interval Choice in Seasonal Adjustment 262
Analyzing the sign of financial local trends via Hidden Markov Models 260
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 255
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 254
Asset allocation using dynamic conditional correlation models with Markov Switching 253
Adding Flexibility to Markov Switching Models 252
A Realistic Model for Official Interest Rates Movements and Their Consequences 248
A vector multiplicative error model with spillover effects and co-movements 242
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 239
A Test for Model Choice in Seasonal Adjustment 238
Are monetary policy announcements related to volatility jumps? 221
Advanced Analysis and Learning on Temporal Data 196
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 187
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 182
Forecasting Realized Volatility with Changing Average Levels 180
Spatial Effects in Dynamic Conditional Correlations 171
Forecasting the macro determinants of bank credit quality: a non-linear perspective 160
Dataset for Petroleum Based Stock Markets and GAUSS Codes for SAMEM 150
Measuring the Effect of Unconventional Policies on Stock Market Volatility 149
A New Approach to Study the Volatility Transmission Across Markets 148
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 148
Unconventional policies effects on stock market volatility: The MAP approach 138
Financial clustering in presence of dominant markets 124
On classifying the effects of policy announcements on volatility 124
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 123
Modeling the Dependence of Conditional Correlations on Market Volatility 120
Avversione al matrimonio? L'esperienza della popolazione irlandese dopo la grande carestia (1851:1911) 119
Capturing the Spillover Effect with Multiplicative Error Models 119
Bias Reduction in a Matching Estimation of Treatment Effect 116
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 116
Clustering Mutual Funds by Return and Risk Levels 115
Does crime affect the economic growth? 115
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 114
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 114
Evaluating the risk of pension funds by statistical procedures 113
Testing for Equal Predictability of Volatility 113
Transition Economies: 21st Century Issues and Challenges. 113
Testing for equal predictability of stationary ARMA processes 113
Classifying Italian Pension Funds via GARCH Distance 111
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 110
Turning Point Detection Using Markov Switching Models with Latent Information 109
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 109
Dating the Italian Business Cycle: a Comparison of Procedures 106
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 106
The reconstruction of the number of Italian building permits in 1999 106
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 106
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 104
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 104
Testing for Equal Predictability of Stationary ARMA Processes 103
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 102
Model Stability and Model Based Seasonal Adjustment 101
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 101
Volatility transmissions across currencies and commodities with US uncertainty measures 101
Clustering space-time series: FSTAR as a flexible STAR approach 101
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 100
Modeling realized volatility subject to changes of regime 100
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 99
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 99
Modeling the Dependence of Conditional Correlations on Volatility 99
Realized Volatility Forecasting: Robustness to Measurement Errors 99
Statistics for Spatio-Temporal Modelling 98
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 98
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 98
Clustering Heteroskedastic Time Series by Model-Based Procedures 98
Indirect estimation of Markov Swithing models with endogenous switching 96
Models to Date the Business Cycle: the Italian Case 96
Classication of Volatility in Presence of TimeVarying Parameters 96
Classifying the Markets Volatility with ARMA Distance Measures 95
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 95
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 94
Frontiers in Time Series Analysis: Introduction 93
The factorial asymmetric multiplicative error model: preliminary results 93
Models with Time-Varying Parameters for Realized Covariance 93
Indirect Estimation of Markov Switching Models with Endogenous Switching 92
REALIZED VOLATILITY AND CHANGES OF REGIME 90
Modeling and forecasting volatility subject to changes of regime 88
The Multi-Chain Markov Switching Model 88
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 86
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 84
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 84
Classification of volatility in presence of changes in model parameters 84
The Markov Switching Asymmetric Multiplicative Error Model 84
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 82
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 82
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 80
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 78
Spatial Dependence in the Dynamics of the 2020 Presidential Election Polls Trackers 78
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 76
Volatility clustering in the presence of time-varying model parameters 76
Realized Volatility and Change of Regimes 71
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 70
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 69
Totale 13.841
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Categoria #
all - tutte 42.586
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 42.586
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022478 0 0 0 0 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
2026/20272.864 372 1.902 240 349 1 0 0 0 0 0 0 0
Totale 14.325