IRIS
OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
NA - Nord America 3.073
AS - Asia 2.007
SA - Sud America 1.300
EU - Europa 1.124
AF - Africa 86
Continente sconosciuto - Info sul continente non disponibili 9
OC - Oceania 5
Totale 7.604
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Nazione #
US - Stati Uniti d'America 3.008
BR - Brasile 1.146
SG - Singapore 688
CN - Cina 656
UA - Ucraina 482
VN - Vietnam 203
HK - Hong Kong 174
DE - Germania 167
FR - Francia 97
SE - Svezia 83
IT - Italia 76
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 23
ZA - Sudafrica 22
CA - Canada 21
EC - Ecuador 21
MA - Marocco 20
CO - Colombia 19
VE - Venezuela 19
KE - Kenya 16
KR - Corea 16
UZ - Uzbekistan 16
ID - Indonesia 14
BE - Belgio 12
ES - Italia 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
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
JM - Giamaica 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 7.604
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Città #
Dallas 871
San Jose 393
Singapore 314
Chandler 301
Jacksonville 300
Hong Kong 171
Princeton 164
Dearborn 148
Ashburn 139
Beijing 116
Nanjing 108
São Paulo 97
Ho Chi Minh City 72
Lauterbourg 70
Wilmington 69
Ann Arbor 62
Shanghai 54
Hanoi 51
Nanchang 38
Changsha 34
Tianjin 34
Hebei 33
Rio de Janeiro 31
Shenyang 26
Jiaxing 21
San Francisco 21
Sassari 21
Brasília 20
Porto Alegre 20
Belo Horizonte 19
Boardman 18
New York 18
Jinan 17
Los Angeles 17
Mountain View 16
Seoul 16
Campinas 15
Curitiba 15
Goiânia 15
Tashkent 15
Izmir 14
Santa Clara 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
Guarulhos 8
Kunming 8
Lahore 8
Lima 8
Norwalk 8
Recife 8
Ribeirão Preto 8
Uberlândia 8
Zhengzhou 8
Biên Hòa 7
Bogotá 7
Chicago 7
Contagem 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
Denver 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 4.457
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Nome #
Avversione al matrimonio? L’esperienza della popolazione irlandese dopo la Grande Carestia (1851-1911) 190
A Hidden Markov Model approach to classify and predict the sign of financial local trends 176
Evaluating the risk of pension funds by statistical procedures 168
Adding flexibility to Markov Switching Models 136
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 132
A GARCH-Volatility dependent DCC model 127
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 122
Does crime affect the economic growth? 120
A Time Varying Hidden Markov Model with Latent Information 120
A New Approach to Study the Volatility Transmission Across Markets 119
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 118
Financial Clustering in Presence of Dominant Markets 118
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 117
Classication of Volatility in Presence of Time Varying Parameters 114
Analyzing the sign of financial local trends via Hidden Markov Models 111
A Time varying parameter approach to analyze the macroeconomic consequences of crime 110
A Test for Model Choice in Seasonal Adjustment 110
Volatility clustering in the presence of time-varying model parameters 108
Classifying the Markets Volatility with ARMA Distance Measures 108
The Multi-Chain Markov Switching Model 107
A New Criterion for Time Interval Choice in Seasonal Adjustment 107
Capturing the Spillover Effect with Multiplicative Error Models 106
Asset allocation using dynamic conditional correlation models with Markov Switching 106
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
Statistics for Spatio-Temporal Modelling 101
Dating the Italian Business Cycle: a Comparison of Procedures 100
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 99
A time varying Hidden Markov model with latent information 99
Realized Volatility and Change of Regimes 98
Classification of volatility in presence of changes in model parameters 96
Indirect Estimation of Markov Switching Models with Endogenous Switching 95
Clustering Heteroskedastic Time Series by Model-Based Procedures 94
Frontiers in Time Series Analysis: Introduction 93
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION 93
Volatility swings in the US financial markets 93
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 92
The reconstruction of the number of Italian building permits in 1999 92
Indirect estimation of Markov Swithing models with endogenous switching 92
Testing for Equal Predictability of Stationary ARMA Processes 91
Volatility Dependent Conditional Correlation Models 91
Recognizing and forecasting the sign of financial local trends using hidden Markov models 91
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 90
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 88
Modeling the Dependence of Conditional Correlations on Market Volatility 85
Classifying Italian Pension Funds via GARCH Distance 84
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 84
Evaluating the risk of pension funds by statistical procedures 81
Transition Economies: 21st Century Issues and Challenges 80
Modeling realized volatility subject to changes of regime 78
Forecasting Realized Volatility with Changing Average Levels 78
Volatility transmissions across currencies and commodities with US uncertainty measures 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
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 76
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 76
Clustering heteroskedastic time series by model-based procedures 75
Cycles in crime and economy: leading, lagging and coincident behaviors 75
Modeling the Dependence of Conditional Correlations on Volatility 75
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 74
Testing for Equal Predictability of Volatility 74
Spatial Effects in Dynamic Conditional Correlations 73
Clustering Mutual Funds by Return and Risk Levels 73
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 72
Turning Point Detection Using Markov Switching Models with Latent Information 71
Modeling and forecasting volatility subject to changes of regime 71
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 71
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 69
Model Stability and Model Based Seasonal Adjustment 68
The factorial asymmetric multiplicative error model: preliminary results 68
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 67
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 66
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 63
REALIZED VOLATILITY AND CHANGES OF REGIME 62
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 62
Improving the forecasting of dynamic conditional correlation: a volatility dependent approach 60
Models to Date the Business Cycle: the Italian Case 59
Testing for equal predictability of stationary ARMA processes 56
Clustering mutual funds by return and risk levels 54
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS 49
Totale 7.609
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Categoria #
all - tutte 30.119
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 30.119
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021121 0 0 0 0 0 0 0 0 0 89 14 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
2025/20262.777 68 641 414 505 150 86 586 86 74 167 0 0
Totale 7.609