IRIS
OTRANTO, Edoardo
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 2.568
AS - Asia 1.692
SA - Sud America 1.279
EU - Europa 1.006
AF - Africa 65
Continente sconosciuto - Info sul continente non disponibili 8
OC - Oceania 5
Totale 6.623
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 2.509
BR - Brasile 1.131
SG - Singapore 635
CN - Cina 579
UA - Ucraina 480
DE - Germania 163
HK - Hong Kong 161
VN - Vietnam 102
SE - Svezia 82
FI - Finlandia 75
IT - Italia 73
AR - Argentina 52
TR - Turchia 43
GB - Regno Unito 37
RU - Federazione Russa 28
BD - Bangladesh 24
MX - Messico 23
CA - Canada 21
EC - Ecuador 21
ZA - Sudafrica 20
PK - Pakistan 19
VE - Venezuela 19
CO - Colombia 17
IQ - Iraq 17
KR - Corea 16
MA - Marocco 16
UZ - Uzbekistan 16
IN - India 13
BE - Belgio 12
ID - Indonesia 12
KE - Kenya 11
ES - Italia 10
PL - Polonia 10
PY - Paraguay 10
UY - Uruguay 10
AZ - Azerbaigian 9
PE - Perù 9
CL - Cile 8
EU - Europa 8
FR - Francia 8
EG - Egitto 6
AE - Emirati Arabi Uniti 5
AL - Albania 4
AU - Australia 4
JP - Giappone 4
LT - Lituania 4
TN - Tunisia 4
CI - Costa d'Avorio 3
CR - Costa Rica 3
JO - Giordania 3
KZ - Kazakistan 3
NL - Olanda 3
NP - Nepal 3
OM - Oman 3
PA - Panama 3
QA - Qatar 3
RS - Serbia 3
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
GE - Georgia 2
HU - Ungheria 2
IR - Iran 2
KG - Kirghizistan 2
KW - Kuwait 2
LB - Libano 2
LV - Lettonia 2
NI - Nicaragua 2
PH - Filippine 2
PT - Portogallo 2
SN - Senegal 2
SY - Repubblica araba siriana 2
TH - Thailandia 2
TT - Trinidad e Tobago 2
AT - Austria 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BO - Bolivia 1
BY - Bielorussia 1
CG - Congo 1
CH - Svizzera 1
DK - Danimarca 1
DZ - Algeria 1
GR - Grecia 1
GT - Guatemala 1
GY - Guiana 1
HN - Honduras 1
IL - Israele 1
JM - Giamaica 1
LK - Sri Lanka 1
MY - Malesia 1
NG - Nigeria 1
NZ - Nuova Zelanda 1
PS - Palestinian Territory 1
SA - Arabia Saudita 1
Totale 6.623
Salva come PNG Salva come JPEG
Città #
Dallas 871
Chandler 301
Jacksonville 300
Singapore 289
Princeton 164
Hong Kong 158
Dearborn 148
Beijing 111
Nanjing 108
São Paulo 95
Ashburn 80
Wilmington 69
Ann Arbor 62
Shanghai 53
Ho Chi Minh City 40
Nanchang 38
Changsha 34
Hebei 33
Tianjin 32
Rio de Janeiro 30
Shenyang 26
Jiaxing 21
San Francisco 21
Sassari 21
Brasília 20
Hanoi 20
Belo Horizonte 19
Boardman 18
Porto Alegre 18
Jinan 17
New York 17
Mountain View 16
Seoul 16
Campinas 15
Curitiba 15
Goiânia 15
Tashkent 15
Izmir 14
Los Angeles 14
Woodbridge 13
Brussels 12
Osasco 11
Toronto 11
Fortaleza 10
Guangzhou 10
Nairobi 10
Santa Clara 10
Baku 9
Piracicaba 9
Salvador 9
Warsaw 9
Asunción 8
Guarulhos 8
Johannesburg 8
Kunming 8
Lima 8
Montevideo 8
Norwalk 8
Recife 8
Ribeirão Preto 8
Uberlândia 8
Zhengzhou 8
Baghdad 7
Contagem 7
Hangzhou 7
Joinville 7
Petrópolis 7
Silver Spring 7
Sorocaba 7
São José dos Campos 7
Bogotá 6
Brooklyn 6
Carapicuíba 6
Haiphong 6
Istanbul 6
João Pessoa 6
Juiz de Fora 6
Lahore 6
Manaus 6
Poplar 6
Praia Grande 6
Quito 6
Stockholm 6
Aracaju 5
Cabo Frio 5
Campo Grande 5
Campos dos Goytacazes 5
Caruaru 5
Chennai 5
Dhaka 5
Duque de Caxias 5
Governador Valadares 5
Guayaquil 5
Haikou 5
Medellín 5
Messina 5
Ningbo 5
Palmas 5
Pelotas 5
Phoenix 5
Totale 3.784
Salva come PNG Salva come JPEG
Nome #
Avversione al matrimonio? L’esperienza della popolazione irlandese dopo la Grande Carestia (1851-1911) 174
A Hidden Markov Model approach to classify and predict the sign of financial local trends 157
Evaluating the risk of pension funds by statistical procedures 148
Adding flexibility to Markov Switching Models 117
A GARCH-Volatility dependent DCC model 112
Does crime affect the economic growth? 111
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 110
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 110
Financial Clustering in Presence of Dominant Markets 109
A New Approach to Study the Volatility Transmission Across Markets 106
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 105
Volatility clustering in the presence of time-varying model parameters 102
A Time Varying Hidden Markov Model with Latent Information 102
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 100
Analyzing the sign of financial local trends via Hidden Markov Models 99
Classifying the Markets Volatility with ARMA Distance Measures 96
Classication of Volatility in Presence of Time Varying Parameters 96
A Time varying parameter approach to analyze the macroeconomic consequences of crime 96
The Multi-Chain Markov Switching Model 95
Financial clustering in presence of dominant markets 95
Capturing the Spillover Effect with Multiplicative Error Models 93
A New Criterion for Time Interval Choice in Seasonal Adjustment 93
Asset allocation using dynamic conditional correlation models with Markov Switching 92
A Test for Model Choice in Seasonal Adjustment 92
The Markov Switching Asymmetric Multiplicative Error Model 90
Dating the Italian Business Cycle: a Comparison of Procedures 89
Realized Volatility and Change of Regimes 88
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 86
Classification of volatility in presence of changes in model parameters 86
Statistics for Spatio-Temporal Modelling 86
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 85
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION 84
Volatility swings in the US financial markets 84
Frontiers in Time Series Analysis: Introduction 83
Testing for Equal Predictability of Stationary ARMA Processes 83
Indirect estimation of Markov Swithing models with endogenous switching 83
Indirect Estimation of Markov Switching Models with Endogenous Switching 82
A time varying Hidden Markov model with latent information 82
Clustering Heteroskedastic Time Series by Model-Based Procedures 81
Continuous Time Models to Extract a Signal in Presence of irregular Surveys 81
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 79
Volatility Dependent Conditional Correlation Models 79
The reconstruction of the number of Italian building permits in 1999 78
Asset allocation using flexible dynamic correlation models with regime switching 77
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 77
Recognizing and forecasting the sign of financial local trends using hidden Markov models 76
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 76
Classifying Italian Pension Funds via GARCH Distance 74
Modeling the Dependence of Conditional Correlations on Market Volatility 74
Transition Economies: 21st Century Issues and Challenges 72
Evaluating the risk of pension funds by statistical procedures 72
Modeling realized volatility subject to changes of regime 70
Volatility transmissions across currencies and commodities with US uncertainty measures 68
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits 68
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 67
Cycles in crime and economy: leading, lagging and coincident behaviors 67
Model-Based Methods to Evaluate the Discrepancy between Direct an Indirect Seasonal Adjustment 66
The Stock and Watson Model with Markov Switching Dynamics: an Application to the Italian Business Cycle 65
Turning Point Detection Using Markov Switching Models with Latent Information 64
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets 64
Tecniche di Simulazione e Modelli Dinamici per la Stima e l’Analisi dell’Efficienza Tecnica Aziendale 64
Modeling the Dependence of Conditional Correlations on Volatility 64
Spatial Effects in Dynamic Conditional Correlations 63
Forecasting Realized Volatility with Changing Average Levels 63
Clustering Mutual Funds by Return and Risk Levels 63
Testing for Equal Predictability of Volatility 63
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 61
Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models 60
Clustering heteroskedastic time series by model-based procedures 60
Modeling and forecasting volatility subject to changes of regime 59
Model Stability and Model Based Seasonal Adjustment 58
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets 57
The factorial asymmetric multiplicative error model: preliminary results 57
Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models 55
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 54
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 52
REALIZED VOLATILITY AND CHANGES OF REGIME 51
Models to Date the Business Cycle: the Italian Case 50
Testing for equal predictability of stationary ARMA processes 50
Improving the forecasting of dynamic conditional correlation: a volatility dependent approach 47
Clustering mutual funds by return and risk levels 41
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS 40
Totale 6.628
Salva come PNG Salva come JPEG
Categoria #
all - tutte 28.014
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 28.014
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021289 0 0 0 0 0 17 78 1 72 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
2025/20261.796 68 641 414 505 150 18 0 0 0 0 0 0
Totale 6.628