IRIS
OTRANTO, Edoardo
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 3.178
AS - Asia 2.031
SA - Sud America 1.300
EU - Europa 1.127
AF - Africa 86
Continente sconosciuto - Info sul continente non disponibili 9
OC - Oceania 5
Totale 7.736
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 3.111
BR - Brasile 1.146
SG - Singapore 697
CN - Cina 665
UA - Ucraina 482
VN - Vietnam 203
HK - Hong Kong 178
DE - Germania 167
FR - Francia 97
SE - Svezia 83
IT - Italia 77
FI - Finlandia 75
AR - Argentina 53
GB - Regno Unito 45
TR - Turchia 45
BD - Bangladesh 35
RU - Federazione Russa 30
IQ - Iraq 29
MX - Messico 26
PK - Pakistan 25
IN - India 24
CA - Canada 22
ZA - Sudafrica 22
EC - Ecuador 21
MA - Marocco 20
CO - Colombia 19
VE - Venezuela 19
KR - Corea 17
KE - Kenya 16
UZ - Uzbekistan 16
ES - Italia 14
ID - Indonesia 14
BE - Belgio 12
AZ - Azerbaigian 11
UY - Uruguay 11
PE - Perù 10
PL - Polonia 10
PY - Paraguay 10
CL - Cile 9
EG - Egitto 9
EU - Europa 8
NP - Nepal 7
AE - Emirati Arabi Uniti 6
JO - Giordania 6
NL - Olanda 6
SA - Arabia Saudita 6
TN - Tunisia 6
JP - Giappone 5
OM - Oman 5
PA - Panama 5
AL - Albania 4
AU - Australia 4
LT - Lituania 4
BH - Bahrain 3
CI - Costa d'Avorio 3
CR - Costa Rica 3
GE - Georgia 3
HU - Ungheria 3
IR - Iran 3
JM - Giamaica 3
KW - Kuwait 3
KZ - Kazakistan 3
LB - Libano 3
LV - Lettonia 3
PH - Filippine 3
QA - Qatar 3
RS - Serbia 3
SY - Repubblica araba siriana 3
BY - Bielorussia 2
CG - Congo 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
DZ - Algeria 2
ET - Etiopia 2
IL - Israele 2
KG - Kirghizistan 2
NG - Nigeria 2
NI - Nicaragua 2
PS - Palestinian Territory 2
PT - Portogallo 2
SN - Senegal 2
TH - Thailandia 2
TT - Trinidad e Tobago 2
AT - Austria 1
BA - Bosnia-Erzegovina 1
BO - Bolivia 1
CH - Svizzera 1
DK - Danimarca 1
GR - Grecia 1
GT - Guatemala 1
GY - Guiana 1
HN - Honduras 1
LK - Sri Lanka 1
MD - Moldavia 1
MY - Malesia 1
NZ - Nuova Zelanda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 7.736
Salva come PNG Salva come JPEG
Città #
Dallas 872
San Jose 462
Singapore 317
Jacksonville 302
Chandler 301
Hong Kong 175
Princeton 164
Dearborn 148
Ashburn 142
Beijing 120
Nanjing 108
São Paulo 97
Ho Chi Minh City 72
Lauterbourg 70
Wilmington 70
Ann Arbor 62
Shanghai 55
Hanoi 51
Nanchang 38
Changsha 34
Tianjin 34
Hebei 33
Rio de Janeiro 31
Shenyang 26
San Francisco 22
Jiaxing 21
Sassari 21
Brasília 20
New York 20
Porto Alegre 20
Belo Horizonte 19
Santa Clara 19
Boardman 18
Los Angeles 18
Jinan 17
Mountain View 16
Seoul 16
Campinas 15
Curitiba 15
Goiânia 15
Tashkent 15
Izmir 14
Nairobi 13
Woodbridge 13
Baghdad 12
Brussels 12
Guangzhou 12
Baku 11
Haiphong 11
Osasco 11
Toronto 11
Fortaleza 10
Salvador 10
Johannesburg 9
Montevideo 9
Piracicaba 9
Warsaw 9
Asunción 8
Atlanta 8
Chicago 8
Guarulhos 8
Kunming 8
Lahore 8
Lima 8
Norwalk 8
Recife 8
Ribeirão Preto 8
Uberlândia 8
Zhengzhou 8
Biên Hòa 7
Bogotá 7
Contagem 7
Denver 7
Hangzhou 7
Joinville 7
Petrópolis 7
Silver Spring 7
Sorocaba 7
Stockholm 7
São José dos Campos 7
Brooklyn 6
Cairo 6
Carapicuíba 6
Chennai 6
Da Nang 6
Erbil 6
Istanbul 6
João Pessoa 6
Juiz de Fora 6
Manaus 6
Palmas 6
Pelotas 6
Phoenix 6
Poplar 6
Praia Grande 6
Quito 6
Amman 5
Aracaju 5
Cabo Frio 5
Campo Grande 5
Totale 4.556
Salva come PNG Salva come JPEG
Nome #
Avversione al matrimonio? L’esperienza della popolazione irlandese dopo la Grande Carestia (1851-1911) 191
A Hidden Markov Model approach to classify and predict the sign of financial local trends 178
Evaluating the risk of pension funds by statistical procedures 169
Adding flexibility to Markov Switching Models 137
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 133
A GARCH-Volatility dependent DCC model 128
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 122
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 121
Does crime affect the economic growth? 121
A Time Varying Hidden Markov Model with Latent Information 120
A New Approach to Study the Volatility Transmission Across Markets 120
Financial Clustering in Presence of Dominant Markets 119
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 117
Classication of Volatility in Presence of Time Varying Parameters 115
A Time varying parameter approach to analyze the macroeconomic consequences of crime 113
Volatility clustering in the presence of time-varying model parameters 111
Analyzing the sign of financial local trends via Hidden Markov Models 111
A Test for Model Choice in Seasonal Adjustment 110
Classifying the Markets Volatility with ARMA Distance Measures 109
The Multi-Chain Markov Switching Model 108
Asset allocation using dynamic conditional correlation models with Markov Switching 108
A New Criterion for Time Interval Choice in Seasonal Adjustment 108
Capturing the Spillover Effect with Multiplicative Error Models 107
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 105
Asset allocation using flexible dynamic correlation models with regime switching 103
Financial clustering in presence of dominant markets 103
The Markov Switching Asymmetric Multiplicative Error Model 101
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 101
Statistics for Spatio-Temporal Modelling 101
A time varying Hidden Markov model with latent information 100
Dating the Italian Business Cycle: a Comparison of Procedures 100
Realized Volatility and Change of Regimes 98
Classification of volatility in presence of changes in model parameters 97
Indirect Estimation of Markov Switching Models with Endogenous Switching 97
Frontiers in Time Series Analysis: Introduction 95
Clustering Heteroskedastic Time Series by Model-Based Procedures 95
Volatility swings in the US financial markets 95
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 94
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION 94
The reconstruction of the number of Italian building permits in 1999 94
Volatility Dependent Conditional Correlation Models 93
Indirect estimation of Markov Swithing models with endogenous switching 93
Testing for Equal Predictability of Stationary ARMA Processes 92
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 92
Recognizing and forecasting the sign of financial local trends using hidden Markov models 91
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 90
Modeling the Dependence of Conditional Correlations on Market Volatility 87
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 86
Classifying Italian Pension Funds via GARCH Distance 85
Evaluating the risk of pension funds by statistical procedures 85
Transition Economies: 21st Century Issues and Challenges 82
Volatility transmissions across currencies and commodities with US uncertainty measures 81
Modeling realized volatility subject to changes of regime 80
Forecasting Realized Volatility with Changing Average Levels 80
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 80
Clustering heteroskedastic time series by model-based procedures 80
Cycles in crime and economy: leading, lagging and coincident behaviors 79
Modeling the Dependence of Conditional Correlations on Volatility 79
Spatial Effects in Dynamic Conditional Correlations 77
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 77
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 77
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 76
Clustering Mutual Funds by Return and Risk Levels 76
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 76
Testing for Equal Predictability of Volatility 74
Turning Point Detection Using Markov Switching Models with Latent Information 73
Modeling and forecasting volatility subject to changes of regime 73
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 73
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 72
The factorial asymmetric multiplicative error model: preliminary results 70
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 69
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 69
Model Stability and Model Based Seasonal Adjustment 69
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 68
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 65
Improving the forecasting of dynamic conditional correlation: a volatility dependent approach 65
REALIZED VOLATILITY AND CHANGES OF REGIME 65
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 65
Models to Date the Business Cycle: the Italian Case 62
Testing for equal predictability of stationary ARMA processes 58
Clustering mutual funds by return and risk levels 57
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS 51
Totale 7.741
Salva come PNG Salva come JPEG
Categoria #
all - tutte 32.213
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 32.213
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202118 0 0 0 0 0 0 0 0 0 0 0 18
2021/2022321 45 1 3 3 9 6 8 26 22 6 31 161
2022/2023578 84 14 23 81 59 105 0 61 114 6 22 9
2023/2024171 29 9 12 2 31 0 0 0 0 0 25 63
2024/20252.029 4 10 102 30 49 58 160 455 763 257 72 69
2025/20262.909 68 641 414 505 150 86 586 86 74 220 70 9
Totale 7.741