IRIS
DE LUCA, Giovanni
 Distribuzione geografica
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Continente #
NA - Nord America 8.902
EU - Europa 5.466
AS - Asia 2.580
SA - Sud America 459
AF - Africa 79
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 9
Totale 17.507
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Nazione #
US - Stati Uniti d'America 8.798
RU - Federazione Russa 1.684
IT - Italia 1.040
UA - Ucraina 887
CN - Cina 783
SG - Singapore 772
VN - Vietnam 634
SE - Svezia 433
DE - Germania 384
BR - Brasile 345
GB - Regno Unito 343
FR - Francia 210
FI - Finlandia 119
HK - Hong Kong 67
IN - India 64
ES - Italia 54
CA - Canada 51
CZ - Repubblica Ceca 50
AR - Argentina 46
TR - Turchia 45
NL - Olanda 37
PL - Polonia 35
BD - Bangladesh 31
MX - Messico 30
BE - Belgio 28
IE - Irlanda 27
AT - Austria 23
IQ - Iraq 21
CO - Colombia 20
PK - Pakistan 19
RO - Romania 18
LV - Lettonia 17
ZA - Sudafrica 17
JP - Giappone 15
MA - Marocco 15
EC - Ecuador 14
VE - Venezuela 14
ID - Indonesia 12
BG - Bulgaria 11
PH - Filippine 11
PT - Portogallo 11
SA - Arabia Saudita 11
IR - Iran 10
HU - Ungheria 8
JO - Giordania 8
KR - Corea 8
MY - Malesia 8
UZ - Uzbekistan 8
CR - Costa Rica 7
EE - Estonia 7
NZ - Nuova Zelanda 7
DZ - Algeria 6
EG - Egitto 6
EU - Europa 6
KE - Kenya 6
KG - Kirghizistan 6
PE - Perù 6
TN - Tunisia 6
AU - Australia 5
LB - Libano 5
LT - Lituania 5
PS - Palestinian Territory 5
AZ - Azerbaigian 4
BO - Bolivia 4
DK - Danimarca 4
GR - Grecia 4
HR - Croazia 4
IL - Israele 4
KZ - Kazakistan 4
LK - Sri Lanka 4
LU - Lussemburgo 4
UY - Uruguay 4
AE - Emirati Arabi Uniti 3
AM - Armenia 3
BY - Bielorussia 3
CL - Cile 3
ET - Etiopia 3
GE - Georgia 3
MD - Moldavia 3
MU - Mauritius 3
NP - Nepal 3
SK - Slovacchia (Repubblica Slovacca) 3
SN - Senegal 3
TT - Trinidad e Tobago 3
AL - Albania 2
BA - Bosnia-Erzegovina 2
CH - Svizzera 2
CI - Costa d'Avorio 2
HN - Honduras 2
JM - Giamaica 2
LA - Repubblica Popolare Democratica del Laos 2
NA - Namibia 2
NG - Nigeria 2
NO - Norvegia 2
OM - Oman 2
PA - Panama 2
PY - Paraguay 2
SV - El Salvador 2
XK - ???statistics.table.value.countryCode.XK??? 2
BB - Barbados 1
Totale 17.486
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Città #
Dallas 1.765
Woodbridge 718
Fairfield 669
Houston 560
Ashburn 526
San Jose 514
Chandler 479
Ann Arbor 454
Dong Ket 422
Singapore 336
Wilmington 308
Dearborn 286
Nyköping 268
Moscow 257
Seattle 253
Jacksonville 222
Cambridge 215
Boardman 168
Beijing 166
The Dalles 153
Naples 132
Southend 112
Princeton 88
Rome 83
Lawrence 82
Ho Chi Minh City 78
Salerno 77
New York 67
Munich 66
Ogden 64
Hong Kong 61
Milan 60
Shanghai 59
Yubileyny 54
Düsseldorf 49
Helsinki 49
Los Angeles 48
São Paulo 42
Hanoi 33
London 30
Santa Clara 30
San Diego 28
Madrid 27
Brussels 26
Chicago 26
Nanjing 25
Dublin 24
Norwalk 23
Frankfurt am Main 22
Brno 21
Jinan 21
Des Moines 20
Hefei 20
Amsterdam 18
Warsaw 18
Bologna 17
Riga 17
Columbus 16
Shenyang 16
Washington 16
Chennai 15
Vienna 15
Haiphong 14
Izmir 14
Olomouc 14
Stockholm 14
Da Nang 13
Tokyo 13
Winnipeg 13
Atlanta 12
Kunming 12
Redwood City 12
San Francisco 12
Bremen 11
Council Bluffs 11
Grafing 11
Mexico City 11
Padua 11
Rio de Janeiro 11
Sant'anastasia 11
Timisoara 11
Baghdad 10
Lauterbourg 10
Nanchang 10
Vallendar 10
Ankara 9
Guangzhou 9
Johannesburg 9
Montreal 9
Paris 9
Phoenix 9
Trento 9
Assago 8
Brasília 8
Hanover 8
Tashkent 8
Toronto 8
Amman 7
Auckland 7
Bari 7
Totale 10.929
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Nome #
Analyzing the Volatility of Sustainable Finance: an Investigation of Volatility, Risk Measures, and ESG Reputational Impact (A.V.S.F.) 348
null 330
Italian NEETs in 2005–2016: have the Recent Labour Market Reforms Produced Any Effect? 286
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach 283
LIFE SATISFACTION AND FUTURE EXPECTATIONS AMONG YOUNG NEETS: A MIXED METHOD APPROACH 282
Unveiling the Complexity of Italian NEET Status through Latent Class Analysis: Examining NEET Profiles and their Engagement with Public Employment Services (PES) 278
A dynamic factor model for Italian and German recessions 274
A double clustering algorithm for financial time series based on extreme events 271
Value-at-Risk dynamics: a copula-VAR approach 263
Fiscal multipliers and unreported production: evidence for Italy 262
Redefining Work: Assessing Job Quality in EU Countries 260
A copula-based quantile model 251
Archimedean copulae for risk measurement 248
A tail dependence-based dissimilarity measure for financial time series clustering 246
Modelling multivariate skewness in financial returns: a SGARCH approach 240
Copula function approaches for the analysis of serial and cross dependence in stock returns 235
How did the COVID-19 pandemic affect the gender pay gap in EU countries? 231
Quantile dependence in tourism demand time series: Evidence in the Southern Italy market 230
A multivariate Skew-GARCH model 226
Book of Short Papers - 3rd Italian Conference on Economic Statistics (ICES 2025) "Sustainability, Innovation and Digitalization: Statistical Measurement for Economic Analysis" 223
Estimation of stochastic volatility models 223
Exploring The Copula Approach for The Analysis of Financial Durations 217
Dynamic tail dependence clustering of financial time series 214
Mixture processes for financial intradaily durations 211
Likelihood-based inference for asymmetric stochastic volatility models 206
Regime-switching Pareto distributions for ACD models 206
Maximum likelihood estimation of a latent variable time-series model 203
Going Behind the High Rates of NEETs in Italy and Spain: The Role of Early School Leavers 203
Time-varying mixing weights in mixture Autoregressive Conditional Duration models 202
Dynamic clustering of financial assets 199
A new flexible discrete distribution: theory and empirical evidence 199
Archimedean Copulae and Market Risk in Financial Crisi Perspective 196
A generalization for skewness of the basic stochastic volatility model 192
A Skew-in-Mean GARCH model 190
Predicting U.S. recessions through a combination of probability forecasts 184
Asymmetric multivariate tail dependence 181
A Copula-VAR approach for the analysis of serial dependence in stock returns 181
A general framework for fitting stochastic volatility models 180
Multivariate tail dependence coefficients for Archimedean Copulae 178
Evaluating combined forecasts for realized volatility using asymmetric loss functions 172
Forecasting volatility using high-frequency data 171
A Time-varying Mixture Memory Multiplicative Error Model 169
Young NEETs in Italy, Spain and Greece during the economic crisis 168
Multivariate tail dependence coefficients 166
A binary time series model with a long-memory structure 165
Regime dependent interconnectedness among fuzzy clusters of financial time series 165
Time series clustering on lower tail dependence for portfolio selection 160
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 156
Copula quantile dependence for the analysis of multiple time series 155
The analysis of multivariate returns via asymmetric archimedean copulae 154
Detecting features of different financial durations through the Pareto distribution 147
The effect of ICT usage on academic performance of Italian students 147
Exact maximum likelihood estimation for the asymmetric stochastic volatility model 145
The autocorrelation function for squared white noises 144
An alternative approach for the seasonal integration test 143
CoVaR and backtesting: a comparison between a copula approach and parametric models 142
Time-varying mixture MEM for realized volatility 140
The direction of a price change and the persistence of intradaily durations 140
I modelli di tipo ARCH: la teoria consolidata e i nuovi sviluppi 140
The distributional assumptions for ACD models 139
An extremes-based double clustering procedure for financial returns 139
Finite and infinite mixtures for financial durations 138
Estimating the instantaneous volatility of the price process 137
Combining Random Forest and Copula Function: a heuristic approach for selecting assets in a financial crisis perspective 137
Three-stage estimation for a copula-based VAR model 137
A three-stage estimation of copula-based VAR model 137
Diagnostics for regime-switching distributed PACD model 136
Joint tail dependence in multivariate copulae 136
Modelli econometrici per il pricing del liquidity risk negli Hedge Fund 134
La tecnica di bootstrap per gli intervalli di previsione nei modelli AR(p)-ARCH(q) 133
L'impatto economico del festival lirico all'Arena di Verona 133
Asymmetries for multivariate returns: an empirical approach 132
Conditional Value-at-Risk: a comparison between quantile regression and copula functions 130
Time-varying mixing multiplicative error model for realized volatility 125
Agricultural Diversification, Productivity and Food Security across Time and Space. 124
The Skew-t GARCH model 123
Modelling Recession in Two European Countries: the Generalized Binomial Heterogeneous Autoregressive Model 122
Modelling financial durations via a parametric and semiparametric approach 119
Un disegno di campionamento sperimentale per la rilevazione dei prezzi al consumo nei comuni umbri 118
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 118
Combining forecasts to capture realized volatility dynamics 118
Assessing food security issues in Italy: a quantile copula approach. 118
Maximum likelihood estimation of a CAPM with time-varying beta 115
Empirical evidence for different financial durations 113
Statistical Analysis of Operational Risk Data 113
ESTIMATING LOWER TAIL DEPENDENCE BETWEEN PAIRS OF POVERTY DIMENSIONS IN EUROPE 112
Modelling financial durations between price movements 111
Italian NEETs: An Analysis of Determinants Based on the Territorial Districts 109
The Left Behind Generation: How the current Early School Leavers affect tomorrow’s NEETs? 108
Partial dependence with copula and financial applications 107
Non-Gaussian models for CoVaR estimation 101
La direzione dei prezzi di titoli azionari e i modelli ACD 98
Italian NEETs in 2012–2021: job search channels and labour market reforms 92
Time series clustering from road transport CO2 emission 90
Impact analysis of PES in assisting young people in transitioning out of NEET status in Spain 90
null 81
Google Trends data and transfer function models to predict tourism demand in Italy 80
Conditional quantile dependence approaches, Computational and Financial Econometrics 79
Computing impulse response functions from a copula-based vector autoregressive model: evidence from the italian agri-food value chain 79
How does the place of residence affect young people’s disengagement? 79
Totale 16.861
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Categoria #
all - tutte 67.407
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 67.407
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021581 0 0 0 0 0 0 0 0 0 0 61 520
2021/2022773 59 100 15 252 29 29 69 72 62 38 27 21
2022/20231.528 172 77 122 153 147 260 45 201 186 53 69 43
2023/2024678 64 30 31 66 45 97 11 36 120 28 28 122
2024/20253.285 119 210 30 111 52 252 785 962 190 199 182 193
2025/20265.015 273 1.059 1.122 342 211 106 492 470 429 381 130 0
Totale 17.731