IRIS
DE LUCA, Giovanni
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 5080
EU - Europa 2583
AS - Asia 704
Continente sconosciuto - Info sul continente non disponibili 6
SA - Sud America 1
Totale 8374
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 5073
UA - Ucraina 877
IT - Italia 552
VN - Vietnam 422
SE - Svezia 420
CN - Cina 254
GB - Regno Unito 227
DE - Germania 202
FR - Francia 167
FI - Finlandia 68
BE - Belgio 22
IN - India 15
RO - Romania 14
EU - Europa 6
KR - Corea 6
PL - Polonia 6
NL - Olanda 5
TR - Turchia 5
CA - Canada 4
ES - Italia 4
DK - Danimarca 3
RU - Federazione Russa 3
AT - Austria 2
HR - Croazia 2
IE - Irlanda 2
LU - Lussemburgo 2
SG - Singapore 2
BG - Bulgaria 1
BS - Bahamas 1
CH - Svizzera 1
CO - Colombia 1
CZ - Repubblica Ceca 1
EE - Estonia 1
GL - Groenlandia 1
LT - Lituania 1
MX - Messico 1
Totale 8374
Salva come PNG Salva come JPEG
Città #
Woodbridge 718
Fairfield 669
Houston 560
Chandler 479
Ann Arbor 454
Dong Ket 422
Wilmington 308
Dearborn 286
Nyköping 268
Ashburn 264
Seattle 252
Jacksonville 221
Cambridge 215
Southend 112
Beijing 92
Princeton 88
Lawrence 82
Salerno 69
Boardman 43
Düsseldorf 30
San Diego 28
Nanjing 25
Norwalk 22
Rome 22
Brussels 21
Jinan 21
Des Moines 20
Hefei 20
Naples 16
Shenyang 16
Kunming 12
Los Angeles 12
Redwood City 12
Bremen 11
Grafing 11
Sant'anastasia 11
Timisoara 11
Helsinki 10
Nanchang 10
Guangzhou 7
Napoli 7
Paris 7
Auburn Hills 6
Hebei 6
Kraków 6
Milan 6
Aversa 5
Hanover 5
Kocaeli 5
Pomigliano D'arco 5
Acerra 4
Catania 4
Iesi 4
Indiana 4
London 4
Monza 4
Santa Lucia Di Piave 4
Shanghai 4
Agropoli 3
Atlanta 3
Bologna 3
Boydton 3
Chengdu 3
Haikou 3
Hangzhou 3
Madrid 3
Marano Di Napoli 3
Ningbo 3
Pavullo Nel Frignano 3
Quartu Sant'elena 3
Quzhou 3
Redmond 3
Reggio Emilia 3
Roccarainola 3
Seoul 3
Taiyuan 3
Toronto 3
Trento 3
Wuhan 3
Amsterdam 2
Andover 2
Bisignano 2
Caivano 2
Cercola 2
Chicago 2
Conco 2
Florence 2
Forio 2
Gunzenhausen 2
Matawan 2
Messina 2
Misterbianco 2
Mountain View 2
Munich 2
New York 2
Nottingham 2
Nürnberg 2
Padova 2
Pagani 2
Pescantina 2
Totale 6145
Salva come PNG Salva come JPEG
Nome #
Italian NEETs in 2005–2016: have the Recent Labour Market Reforms Produced Any Effect? 216
Value-at-Risk dynamics: a copula-VAR approach 191
Fiscal multipliers and unreported production: evidence for Italy 185
Modelling multivariate skewness in financial returns: a SGARCH approach 182
A dynamic factor model for Italian and German recessions 178
A double clustering algorithm for financial time series based on extreme events 177
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach 176
Copula function approaches for the analysis of serial and cross dependence in stock returns 165
Estimation of stochastic volatility models 160
Dynamic clustering of financial assets 160
Exploring The Copula Approach for The Analysis of Financial Durations 155
Regime-switching Pareto distributions for ACD models 154
Time-varying mixing weights in mixture Autoregressive Conditional Duration models 153
Likelihood-based inference for asymmetric stochastic volatility models 151
Quantile dependence in tourism demand time series: Evidence in the Southern Italy market 148
Mixture processes for financial intradaily durations 146
Dynamic tail dependence clustering of financial time series 146
A copula-based quantile model 146
A tail dependence-based dissimilarity measure for financial time series clustering 143
Maximum likelihood estimation of a latent variable time-series model 140
A multivariate Skew-GARCH model 138
Predicting U.S. recessions through a combination of probability forecasts 137
Archimedean copulae for risk measurement 129
Multivariate tail dependence coefficients for Archimedean Copulae 127
Time series clustering on lower tail dependence for portfolio selection 119
A new flexible discrete distribution: theory and empirical evidence 117
Going Behind the High Rates of NEETs in Italy and Spain: The Role of Early School Leavers 105
A Skew-in-Mean GARCH model 101
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 101
Multivariate tail dependence coefficients 99
A general framework for fitting stochastic volatility models 98
Regime dependent interconnectedness among fuzzy clusters of financial time series 98
Evaluating combined forecasts for realized volatility using asymmetric loss functions 97
Asymmetric multivariate tail dependence 96
The autocorrelation function for squared white noises 95
A generalization for skewness of the basic stochastic volatility model 94
Finite and infinite mixtures for financial durations 91
Forecasting volatility using high-frequency data 91
Exact maximum likelihood estimation for the asymmetric stochastic volatility model 91
The analysis of multivariate returns via asymmetric archimedean copulae 91
A Copula-VAR approach for the analysis of serial dependence in stock returns 91
Copula quantile dependence for the analysis of multiple time series 90
Diagnostics for regime-switching distributed PACD model 89
Young NEETs in Italy, Spain and Greece during the economic crisis 89
Detecting features of different financial durations through the Pareto distribution 88
Joint tail dependence in multivariate copulae 88
Three-stage estimation for a copula-based VAR model 88
Time-varying mixture MEM for realized volatility 87
Estimating the instantaneous volatility of the price process 87
The direction of a price change and the persistence of intradaily durations 87
Asymmetries for multivariate returns: an empirical approach 86
A Time-varying Mixture Memory Multiplicative Error Model 86
Archimedean Copulae and Market Risk in Financial Crisi Perspective 85
Conditional Value-at-Risk: a comparison between quantile regression and copula functions 84
Time-varying mixing multiplicative error model for realized volatility 83
Modelling Recession in Two European Countries: the Generalized Binomial Heterogeneous Autoregressive Model 83
L'impatto economico del festival lirico all'Arena di Verona 82
The effect of ICT usage on academic performance of Italian students 82
La tecnica di bootstrap per gli intervalli di previsione nei modelli AR(p)-ARCH(q) 81
The distributional assumptions for ACD models 81
I modelli di tipo ARCH: la teoria consolidata e i nuovi sviluppi 81
Combining Random Forest and Copula Function: a heuristic approach for selecting assets in a financial crisis perspective 78
The Skew-t GARCH model 73
An alternative approach for the seasonal integration test 72
Empirical evidence for different financial durations 71
Modelli econometrici per il pricing del liquidity risk negli Hedge Fund 69
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 69
CoVaR and backtesting: a comparison between a copula approach and parametric models 69
Un disegno di campionamento sperimentale per la rilevazione dei prezzi al consumo nei comuni umbri 64
A binary time series model with a long-memory structure 64
Modelling financial durations via a parametric and semiparametric approach 62
Modelling financial durations between price movements 61
Maximum likelihood estimation of a CAPM with time-varying beta 60
An extremes-based double clustering procedure for financial returns 57
Partial dependence with copula and financial applications 57
Statistical Analysis of Operational Risk Data 57
Combining forecasts to capture realized volatility dynamics 54
La direzione dei prezzi di titoli azionari e i modelli ACD 50
The Left Behind Generation: How the current Early School Leavers affect tomorrow’s NEETs? 41
Italian NEETs: An Analysis of Determinants Based on the Territorial Districts 38
A three-stage estimation of copula-based VAR model 37
ESTIMATING LOWER TAIL DEPENDENCE BETWEEN PAIRS OF POVERTY DIMENSIONS IN EUROPE 33
Assessing food security issues in Italy: a quantile copula approach. 26
How did the COVID-19 pandemic affect the gender pay gap in EU countries? 23
Agricultural Diversification, Productivity and Food Security across Time and Space. 20
Territorial innovation systems: a study of the factors connected to local competitiveness 20
Conditional copula: a financial application 17
Detecting leaders country from road transport emission time-series 12
Non-Gaussian models for CoVaR estimation 9
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach 7
Conditional quantile dependence approaches, Computational and Financial Econometrics 5
Sentiment analysis and NFT transaction dynamics 2
Totale 8562
Salva come PNG Salva come JPEG
Categoria #
all - tutte 17498
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 17498
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2017/2018113 0000 00 00 2741270
2018/2019578 7101910 7238 4313 4681126113
2019/20202191 153175174342 240232 312156 1567112753
2020/20211908 12554143125 193146 24163 6617161520
2021/2022773 5910015252 2929 6972 62382721
2022/20231337 17277122153 147260 50201 155000
Totale 8562