IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
EU - Europa 4.353
NA - Nord America 3.725
AS - Asia 2.243
SA - Sud America 862
AF - Africa 77
OC - Oceania 6
Totale 11.266
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Nazione #
US - Stati Uniti d'America 3.664
RU - Federazione Russa 2.133
SG - Singapore 1.174
BR - Brasile 749
SE - Svezia 517
IE - Irlanda 498
IT - Italia 483
CN - Cina 462
HK - Hong Kong 271
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
MX - Messico 22
UZ - Uzbekistan 22
IQ - Iraq 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
AU - Australia 6
CL - Cile 6
IL - Israele 6
KE - Kenya 6
PH - Filippine 6
AL - Albania 5
ET - Etiopia 5
HN - Honduras 5
LT - Lituania 5
RO - Romania 5
UY - Uruguay 5
EG - Egitto 4
JM - Giamaica 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
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 11.266
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Città #
Moscow 650
Ashburn 619
Singapore 585
Dallas 548
Dublin 498
Chandler 386
Nyköping 311
Hong Kong 267
Jacksonville 232
San Jose 185
Salerno 160
Beijing 156
Dearborn 101
The Dalles 100
Messina 99
Princeton 97
Medford 88
Cambridge 80
Lauterbourg 80
Des Moines 74
Los Angeles 69
Ann Arbor 67
Boardman 46
São Paulo 45
Council Bluffs 41
Buffalo 39
Woodbridge 31
New York 28
Tianjin 28
Ho Chi Minh City 27
Wilmington 27
Florence 26
Rome 24
Redondo Beach 23
Santa Clara 23
Catania 22
Guangzhou 22
Belo Horizonte 21
Orem 20
Tashkent 20
Brussels 19
Piazza Armerina 18
Rio de Janeiro 17
Frankfurt am Main 16
Hanoi 16
Houston 16
Brooklyn 12
Campinas 11
Seattle 11
Warsaw 11
Baghdad 10
Brasília 10
Chennai 10
Guayaquil 10
Johannesburg 10
Salvador 10
San Francisco 10
Amsterdam 9
Curitiba 9
Goiânia 9
San Mateo 9
Tokyo 9
Caracas 8
Helsinki 8
Nanjing 8
Ribeirão Preto 8
Amman 7
Denver 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
Changsha 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
Atlanta 5
Bexley 5
Boston 5
Duque de Caxias 5
Totale 6.466
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Nome #
Measuring the Effects of Unconventional Policies on Stock Market Volatility 331
Volatility jumps and the classification of monetary policy announcements 305
Assessing heterogeneity in a matching estimation of endogenous treatment effect 185
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 176
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 173
A Hidden Markov Model approach to classify and predict the sign of financial local trends 171
Forecasting Realized Volatility with Changing Average Levels 161
Spatial Effects in Dynamic Conditional Correlations 160
Forecasting the macro determinants of bank credit quality: a non-linear perspective 153
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 151
Adding Flexibility to Markov Switching Models 149
A New Criterion for Time Interval Choice in Seasonal Adjustment 147
Analyzing the sign of financial local trends via Hidden Markov Models 147
A Time Varying Hidden Markov Model with Latent Information 146
A Realistic Model for Official Interest Rates Movements and Their Consequences 143
A New Approach to Study the Volatility Transmission Across Markets 143
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 142
A GARCH-Volatility dependent DCC model 141
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 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 138
Asset allocation using dynamic conditional correlation models with Markov Switching 137
Measuring the Effect of Unconventional Policies on Stock Market Volatility 137
A Test for Model Choice in Seasonal Adjustment 135
A vector multiplicative error model with spillover effects and co-movements 128
Unconventional policies effects on stock market volatility: The MAP approach 117
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) 115
Financial clustering in presence of dominant markets 115
On classifying the effects of policy announcements on volatility 115
Modeling the Dependence of Conditional Correlations on Market Volatility 112
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 112
Are monetary policy announcements related to volatility jumps? 111
Bias Reduction in a Matching Estimation of Treatment Effect 111
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 110
Transition Economies: 21st Century Issues and Challenges. 109
Capturing the Spillover Effect with Multiplicative Error Models 108
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 106
Testing for equal predictability of stationary ARMA processes 106
Evaluating the risk of pension funds by statistical procedures 105
Classifying Italian Pension Funds via GARCH Distance 105
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 104
Clustering Mutual Funds by Return and Risk Levels 103
Does crime affect the economic growth? 103
Turning Point Detection Using Markov Switching Models with Latent Information 103
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 103
Dating the Italian Business Cycle: a Comparison of Procedures 101
Testing for Equal Predictability of Volatility 101
The reconstruction of the number of Italian building permits in 1999 100
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 100
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 99
Testing for Equal Predictability of Stationary ARMA Processes 99
The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model 97
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 97
Volatility transmissions across currencies and commodities with US uncertainty measures 96
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 96
Modeling realized volatility subject to changes of regime 95
Modeling the Dependence of Conditional Correlations on Volatility 95
Indirect estimation of Markov Swithing models with endogenous switching 94
Model Stability and Model Based Seasonal Adjustment 93
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 93
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 93
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 93
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 93
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 92
Statistics for Spatio-Temporal Modelling 92
Classication of Volatility in Presence of TimeVarying Parameters 92
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 91
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 91
Clustering space-time series: FSTAR as a flexible STAR approach 91
Realized Volatility Forecasting: Robustness to Measurement Errors 91
Classifying the Markets Volatility with ARMA Distance Measures 90
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 88
Clustering Heteroskedastic Time Series by Model-Based Procedures 88
Advanced Analysis and Learning on Temporal Data 88
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 86
Models to Date the Business Cycle: the Italian Case 86
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 86
Indirect Estimation of Markov Switching Models with Endogenous Switching 85
Modeling and forecasting volatility subject to changes of regime 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 79
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 79
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 77
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 76
The Multi-Chain Markov Switching Model 76
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 76
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 75
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 75
The Markov Switching Asymmetric Multiplicative Error Model 72
Volatility clustering in the presence of time-varying model parameters 72
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 68
Realized Volatility and Change of Regimes 68
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 64
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 64
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 63
Totale 11.026
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Categoria #
all - tutte 36.481
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 36.481
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202150 0 0 0 0 0 0 0 0 0 0 0 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
2025/20265.322 227 372 551 296 397 1.161 729 585 633 193 106 72
Totale 11.450