IRIS
DE LUCA, Giovanni
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 5.736
EU - Europa 2.991
AS - Asia 961
SA - Sud America 17
OC - Oceania 11
AF - Africa 10
Continente sconosciuto - Info sul continente non disponibili 6
Totale 9.732
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 5.724
UA - Ucraina 879
IT - Italia 658
SE - Svezia 424
VN - Vietnam 424
GB - Regno Unito 290
DE - Germania 276
CN - Cina 274
SG - Singapore 199
FR - Francia 171
FI - Finlandia 89
CZ - Repubblica Ceca 50
BE - Belgio 26
IN - India 18
IE - Irlanda 16
RO - Romania 16
PL - Polonia 14
ES - Italia 12
NL - Olanda 12
AT - Austria 11
CA - Canada 9
IR - Iran 8
KR - Corea 7
TR - Turchia 7
CO - Colombia 6
EU - Europa 6
NZ - Nuova Zelanda 6
RU - Federazione Russa 6
AU - Australia 5
BG - Bulgaria 5
BR - Brasile 4
DK - Danimarca 4
EG - Egitto 4
GR - Grecia 4
HR - Croazia 4
LK - Sri Lanka 4
PE - Perù 4
PT - Portogallo 4
AM - Armenia 3
EE - Estonia 3
IL - Israele 3
KE - Kenya 3
MA - Marocco 3
SK - Slovacchia (Repubblica Slovacca) 3
AR - Argentina 2
HU - Ungheria 2
KG - Kirghizistan 2
LT - Lituania 2
LU - Lussemburgo 2
LV - Lettonia 2
MY - Malesia 2
NO - Norvegia 2
UZ - Uzbekistan 2
BS - Bahamas 1
BY - Bielorussia 1
CH - Svizzera 1
EC - Ecuador 1
GE - Georgia 1
GL - Groenlandia 1
HK - Hong Kong 1
JP - Giappone 1
KZ - Kazakistan 1
LA - Repubblica Popolare Democratica del Laos 1
MD - Moldavia 1
ME - Montenegro 1
MX - Messico 1
PH - Filippine 1
PK - Pakistan 1
SA - Arabia Saudita 1
Totale 9.732
Salva come PNG Salva come JPEG
Città #
Woodbridge 718
Fairfield 669
Houston 560
Chandler 479
Ann Arbor 454
Dong Ket 422
Ashburn 339
Wilmington 308
Dearborn 286
Nyköping 268
Seattle 252
Jacksonville 221
Cambridge 215
Boardman 167
Singapore 141
Southend 112
Beijing 93
Princeton 88
Lawrence 82
Salerno 70
Ogden 64
New York 48
Rome 40
Munich 36
Naples 31
Düsseldorf 30
Helsinki 29
San Diego 28
Los Angeles 26
Nanjing 25
Brussels 24
Norwalk 22
Brno 21
Jinan 21
Des Moines 20
Hefei 20
Milan 20
London 16
Shenyang 16
Washington 15
Dallas 14
Dublin 14
Olomouc 14
Kunming 12
Redwood City 12
Bremen 11
Grafing 11
Sant'anastasia 11
Timisoara 11
Nanchang 10
Vallendar 10
Vienna 10
Guangzhou 8
Hanover 8
Amsterdam 7
Napoli 7
Paris 7
Pomigliano d'Arco 7
Acton 6
Atlanta 6
Auburn Hills 6
Auckland 6
Edinburgh 6
Hebei 6
Klecany 6
Kraków 6
Stockholm 6
Aversa 5
Beckum 5
Bogotá 5
Bologna 5
Cicciano 5
Hangzhou 5
Kocaeli 5
Oxford 5
Phoenix 5
Pomigliano D'arco 5
Prague 5
Santa Clara 5
Sofia 5
Acerra 4
Cairo 4
Catania 4
Chicago 4
Colombo 4
Genoa 4
Iesi 4
Indiana 4
Jihlava 4
Lima 4
Madrid 4
Monza 4
Santa Lucia Di Piave 4
Shanghai 4
Sydney 4
Toronto 4
Valladolid 4
Zagreb 4
Agropoli 3
Bolzano 3
Totale 6.877
Salva come PNG Salva come JPEG
Nome #
Italian NEETs in 2005–2016: have the Recent Labour Market Reforms Produced Any Effect? 234
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach 203
Value-at-Risk dynamics: a copula-VAR approach 202
Fiscal multipliers and unreported production: evidence for Italy 199
Modelling multivariate skewness in financial returns: a SGARCH approach 193
A dynamic factor model for Italian and German recessions 189
A double clustering algorithm for financial time series based on extreme events 188
Copula function approaches for the analysis of serial and cross dependence in stock returns 174
A copula-based quantile model 169
Estimation of stochastic volatility models 166
Dynamic clustering of financial assets 166
Exploring The Copula Approach for The Analysis of Financial Durations 166
Regime-switching Pareto distributions for ACD models 164
Time-varying mixing weights in mixture Autoregressive Conditional Duration models 162
Quantile dependence in tourism demand time series: Evidence in the Southern Italy market 162
A tail dependence-based dissimilarity measure for financial time series clustering 161
Likelihood-based inference for asymmetric stochastic volatility models 160
Mixture processes for financial intradaily durations 155
Dynamic tail dependence clustering of financial time series 154
Archimedean copulae for risk measurement 153
Maximum likelihood estimation of a latent variable time-series model 148
A multivariate Skew-GARCH model 147
Predicting U.S. recessions through a combination of probability forecasts 142
Multivariate tail dependence coefficients for Archimedean Copulae 138
How did the COVID-19 pandemic affect the gender pay gap in EU countries? 137
A new flexible discrete distribution: theory and empirical evidence 133
Going Behind the High Rates of NEETs in Italy and Spain: The Role of Early School Leavers 131
Time series clustering on lower tail dependence for portfolio selection 125
Multivariate tail dependence coefficients 121
Asymmetric multivariate tail dependence 117
A Skew-in-Mean GARCH model 117
Forecasting volatility using high-frequency data 116
A general framework for fitting stochastic volatility models 115
A generalization for skewness of the basic stochastic volatility model 111
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 111
Young NEETs in Italy, Spain and Greece during the economic crisis 110
Evaluating combined forecasts for realized volatility using asymmetric loss functions 110
Archimedean Copulae and Market Risk in Financial Crisi Perspective 108
The analysis of multivariate returns via asymmetric archimedean copulae 107
Copula quantile dependence for the analysis of multiple time series 107
A Copula-VAR approach for the analysis of serial dependence in stock returns 106
Regime dependent interconnectedness among fuzzy clusters of financial time series 106
The autocorrelation function for squared white noises 102
Exact maximum likelihood estimation for the asymmetric stochastic volatility model 101
Asymmetries for multivariate returns: an empirical approach 99
A Time-varying Mixture Memory Multiplicative Error Model 99
Finite and infinite mixtures for financial durations 98
Detecting features of different financial durations through the Pareto distribution 98
Joint tail dependence in multivariate copulae 97
Time-varying mixture MEM for realized volatility 96
Diagnostics for regime-switching distributed PACD model 96
The effect of ICT usage on academic performance of Italian students 96
The direction of a price change and the persistence of intradaily durations 95
Three-stage estimation for a copula-based VAR model 95
Estimating the instantaneous volatility of the price process 94
I modelli di tipo ARCH: la teoria consolidata e i nuovi sviluppi 93
CoVaR and backtesting: a comparison between a copula approach and parametric models 93
La tecnica di bootstrap per gli intervalli di previsione nei modelli AR(p)-ARCH(q) 92
The distributional assumptions for ACD models 91
Conditional Value-at-Risk: a comparison between quantile regression and copula functions 91
Modelling Recession in Two European Countries: the Generalized Binomial Heterogeneous Autoregressive Model 90
Combining Random Forest and Copula Function: a heuristic approach for selecting assets in a financial crisis perspective 90
Time-varying mixing multiplicative error model for realized volatility 89
L'impatto economico del festival lirico all'Arena di Verona 89
Un disegno di campionamento sperimentale per la rilevazione dei prezzi al consumo nei comuni umbri 81
An alternative approach for the seasonal integration test 81
A binary time series model with a long-memory structure 81
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 81
The Skew-t GARCH model 79
Empirical evidence for different financial durations 78
Modelli econometrici per il pricing del liquidity risk negli Hedge Fund 75
An extremes-based double clustering procedure for financial returns 75
Modelling financial durations via a parametric and semiparametric approach 74
Maximum likelihood estimation of a CAPM with time-varying beta 69
Modelling financial durations between price movements 69
Statistical Analysis of Operational Risk Data 64
Partial dependence with copula and financial applications 63
Combining forecasts to capture realized volatility dynamics 61
A three-stage estimation of copula-based VAR model 57
La direzione dei prezzi di titoli azionari e i modelli ACD 56
Italian NEETs: An Analysis of Determinants Based on the Territorial Districts 56
The Left Behind Generation: How the current Early School Leavers affect tomorrow’s NEETs? 51
Agricultural Diversification, Productivity and Food Security across Time and Space. 44
Assessing food security issues in Italy: a quantile copula approach. 41
ESTIMATING LOWER TAIL DEPENDENCE BETWEEN PAIRS OF POVERTY DIMENSIONS IN EUROPE 41
Non-Gaussian models for CoVaR estimation 34
Territorial innovation systems: a study of the factors connected to local competitiveness 32
Conditional copula: a financial application 25
Detecting leaders country from road transport emission time-series 25
How does the place of residence affect young people’s disengagement? 24
Conditional quantile dependence approaches, Computational and Financial Econometrics 20
Computing impulse response functions from a copula-based vector autoregressive model: evidence from the italian agri-food value chain 19
Impact analysis of PES in assisting young people in transitioning out of NEET status in Spain 18
Time series clustering from road transport CO2 emission 17
Impact of digitalisation on labour productivity in the EU 16
Google Trends data and transfer function models to predict tourism demand in Italy 15
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach 14
Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithm 9
Modeling and Simulating Rainfall and Temperature Using Rotated Bivariate Copulas 8
Sentiment analysis and NFT transaction dynamics 6
Totale 9.926
Salva come PNG Salva come JPEG
Categoria #
all - tutte 39.957
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 39.957
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.347 0 0 0 0 240 232 312 156 156 71 127 53
2020/20211.908 125 54 143 125 193 146 241 63 66 171 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
2024/2025500 119 210 30 111 30 0 0 0 0 0 0 0
Totale 9.931