IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
NA - Nord America 1.927
EU - Europa 1.812
AS - Asia 226
OC - Oceania 4
AF - Africa 3
SA - Sud America 1
Totale 3.973
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Nazione #
US - Stati Uniti d'America 1.921
SE - Svezia 509
IE - Irlanda 492
IT - Italia 406
CN - Cina 170
UA - Ucraina 112
DE - Germania 103
FI - Finlandia 84
GB - Regno Unito 66
SG - Singapore 30
BE - Belgio 16
IN - India 9
FR - Francia 6
CA - Canada 5
MY - Malesia 5
AU - Australia 4
HK - Hong Kong 4
AL - Albania 3
ET - Etiopia 3
KZ - Kazakistan 3
ME - Montenegro 3
RO - Romania 3
RU - Federazione Russa 3
AT - Austria 2
CZ - Repubblica Ceca 2
JP - Giappone 2
DM - Dominica 1
EC - Ecuador 1
IL - Israele 1
IR - Iran 1
MD - Moldavia 1
NL - Olanda 1
TR - Turchia 1
Totale 3.973
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Città #
Dublin 492
Chandler 386
Nyköping 311
Jacksonville 232
Ashburn 199
Salerno 160
Dearborn 101
Princeton 97
Beijing 92
Medford 88
Cambridge 80
Messina 76
Des Moines 71
Ann Arbor 67
Boardman 46
Woodbridge 31
Wilmington 27
Florence 26
Rome 21
Piazza Armerina 18
Singapore 16
Brussels 15
Catania 13
Houston 10
San Mateo 9
Seattle 8
Jinan 7
Nanjing 7
Guangzhou 6
Guido 6
Helsinki 6
Pune 6
Shenyang 6
Haikou 5
Hangzhou 5
Kuala Lumpur 5
Los Angeles 5
Ningbo 5
Grammichele 4
Livorno 4
New York 4
Tianjin 4
Washington 4
Addis Ababa 3
Astana 3
Augusta 3
Foggia 3
Fuzhou 3
Jiaxing 3
Lappeenranta 3
Leawood 3
Nanchang 3
New Delhi 3
Norwalk 3
Piombino 3
Siracusa 3
Tirana 3
Zhengzhou 3
Aprilia 2
Auburn 2
Auburn Hills 2
Boca Raton 2
Bremen 2
Brno 2
Brooklyn 2
Budva 2
Changsha 2
Fairfield 2
Hanover 2
Hebei 2
Hefei 2
Lanzhou 2
Melbourne 2
Moscow 2
Mountain View 2
Ragusa 2
Saarbrücken 2
San Gregorio di Catania 2
Santa Maria Di Licodia 2
Taiyuan 2
Taizhou 2
Tokyo 2
Toronto 2
Vienna 2
Adelaide 1
Avellino 1
Benevento 1
Brisbane 1
Bucharest 1
Burlington 1
Capurso 1
Catanzaro 1
Chisinau 1
Edinburgh 1
Fort Morgan 1
Garland 1
Genova 1
Guayaquil 1
Lachine 1
Lawrenceville 1
Totale 2.894
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Nome #
Forecasting Realized Volatility with Changing Average Levels 78
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 76
Spatial Effects in Dynamic Conditional Correlations 69
Capturing the Spillover Effect with Multiplicative Error Models 66
A Hidden Markov Model approach to classify and predict the sign of financial local trends 64
Financial clustering in presence of dominant markets 63
Assessing heterogeneity in a matching estimation of endogenous treatment effect 63
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 62
A Realistic Model for Official Interest Rates Movements and Their Consequences 57
A Time Varying Hidden Markov Model with Latent Information 57
Does crime affect the economic growth? 56
Avversione al matrimonio? L'esperienza della popolazione irlandese dopo la grande carestia (1851:1911) 56
Forecasting the macro determinants of bank credit quality: a non-linear perspective 56
Modeling the Dependence of Conditional Correlations on Market Volatility 55
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 54
Adding Flexibility to Markov Switching Models 54
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 54
A New Approach to Study the Volatility Transmission Across Markets 53
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 52
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 52
A GARCH-Volatility dependent DCC model 51
Clustering Mutual Funds by Return and Risk Levels 51
A Test for Model Choice in Seasonal Adjustment 51
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 51
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 50
Testing for Equal Predictability of Volatility 49
A New Criterion for Time Interval Choice in Seasonal Adjustment 49
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 49
Classifying Italian Pension Funds via GARCH Distance 49
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 49
Testing for equal predictability of stationary ARMA processes 49
Dating the Italian Business Cycle: a Comparison of Procedures 48
Statistics for Spatio-Temporal Modelling 48
The reconstruction of the number of Italian building permits in 1999 48
Analyzing the sign of financial local trends via Hidden Markov Models 48
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 48
Modeling realized volatility subject to changes of regime 48
Turning Point Detection Using Markov Switching Models with Latent Information 47
Clustering space-time series: FSTAR as a flexible STAR approach 47
Dataset for Petroleum Based Stock Markets and GAUSS Codes for SAMEM 47
Modeling and forecasting volatility subject to changes of regime 46
Classifying the Markets Volatility with ARMA Distance Measures 46
Asset allocation using dynamic conditional correlation models with Markov Switching 46
Evaluating the risk of pension funds by statistical procedures 45
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 45
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 45
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 45
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 45
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 44
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 44
Indirect estimation of Markov Swithing models with endogenous switching 43
Model Stability and Model Based Seasonal Adjustment 42
Models to Date the Business Cycle: the Italian Case 42
Transition Economies: 21st Century Issues and Challenges. 42
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 42
Clustering Heteroskedastic Time Series by Model-Based Procedures 42
Frontiers in Time Series Analysis: Introduction 41
Measuring the Effects of Unconventional Policies on Stock Market Volatility 41
Measuring the Effect of Unconventional Policies on Stock Market Volatility 41
Testing for Equal Predictability of Stationary ARMA Processes 40
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 40
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 39
Classication of Volatility in Presence of TimeVarying Parameters 39
Modeling the Dependence of Conditional Correlations on Volatility 38
REALIZED VOLATILITY AND CHANGES OF REGIME 37
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 37
Volatility transmissions across currencies and commodities with US uncertainty measures 35
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 35
Indirect Estimation of Markov Switching Models with Endogenous Switching 34
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Realized Volatility Forecasting: Robustness to Measurement Errors 34
The Multi-Chain Markov Switching Model 33
The Markov Switching Asymmetric Multiplicative Error Model 33
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 32
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 31
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 29
Classification of volatility in presence of changes in model parameters 29
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 29
Models with Time-Varying Parameters for Realized Covariance 29
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 28
Reducing Bias of the Matching Estimator of Treatment Effect in a Nonexperimental Evaluation Procedure 27
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 27
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 27
The factorial asymmetric multiplicative error model: preliminary results 24
Realized Volatility and Change of Regimes 23
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 23
On classifying the effects of policy announcements on volatility 23
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 20
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Volatility clustering in the presence of time-varying model parameters 19
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 19
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 18
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 17
Are monetary policy announcements related to volatility jumps? 14
Unconventional policies effects on stock market volatility: The MAP approach 12
Proceedings of the 1st International Workshop on Advanced Analytics and Learning on Temporal Data 12
Bias Reduction in a Matching Estimation of Treatment Effect 11
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence 8
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 7
Totale 4.086
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Categoria #
all - tutte 15.408
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 15.408
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020557 113 3 0 6 2 99 85 74 4 80 88 3
2020/2021551 63 19 60 59 30 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
2024/202526 26 0 0 0 0 0 0 0 0 0 0 0
Totale 4.117