IRIS
DE LUCA, Giovanni
 Distribuzione geografica
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Continente #
NA - Nord America 6.041
EU - Europa 4.979
AS - Asia 1.277
SA - Sud America 180
AF - Africa 25
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 6
Totale 12.520
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Nazione #
US - Stati Uniti d'America 6.019
RU - Federazione Russa 1.674
UA - Ucraina 883
IT - Italia 794
SE - Svezia 428
VN - Vietnam 425
SG - Singapore 366
DE - Germania 350
CN - Cina 338
GB - Regno Unito 309
FR - Francia 197
BR - Brasile 155
FI - Finlandia 96
CZ - Repubblica Ceca 50
HK - Hong Kong 29
BE - Belgio 27
IN - India 26
PL - Polonia 23
TR - Turchia 23
NL - Olanda 21
IE - Irlanda 19
ES - Italia 18
AT - Austria 17
RO - Romania 16
CA - Canada 13
BG - Bulgaria 11
IR - Iran 9
AR - Argentina 7
CO - Colombia 7
EE - Estonia 7
KR - Corea 7
MA - Marocco 7
NZ - Nuova Zelanda 7
BD - Bangladesh 6
EU - Europa 6
IQ - Iraq 6
ZA - Sudafrica 6
AU - Australia 5
JP - Giappone 5
MX - Messico 5
DK - Danimarca 4
EG - Egitto 4
GR - Grecia 4
HR - Croazia 4
HU - Ungheria 4
KE - Kenya 4
LK - Sri Lanka 4
PE - Perù 4
PT - Portogallo 4
UZ - Uzbekistan 4
AM - Armenia 3
EC - Ecuador 3
IL - Israele 3
KG - Kirghizistan 3
LU - Lussemburgo 3
SK - Slovacchia (Repubblica Slovacca) 3
AL - Albania 2
DZ - Algeria 2
JO - Giordania 2
KZ - Kazakistan 2
LA - Repubblica Popolare Democratica del Laos 2
LT - Lituania 2
LV - Lettonia 2
MY - Malesia 2
NG - Nigeria 2
NO - Norvegia 2
PK - Pakistan 2
SA - Arabia Saudita 2
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BN - Brunei Darussalam 1
BO - Bolivia 1
BS - Bahamas 1
BY - Bielorussia 1
CH - Svizzera 1
CL - Cile 1
DO - Repubblica Dominicana 1
GE - Georgia 1
GL - Groenlandia 1
GY - Guiana 1
HN - Honduras 1
LB - Libano 1
MD - Moldavia 1
ME - Montenegro 1
NP - Nepal 1
PH - Filippine 1
PS - Palestinian Territory 1
SY - Repubblica araba siriana 1
VE - Venezuela 1
Totale 12.520
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Città #
Woodbridge 718
Fairfield 669
Houston 560
Chandler 479
Ann Arbor 454
Dong Ket 422
Ashburn 350
Wilmington 308
Dearborn 286
Nyköping 268
Moscow 257
Seattle 252
Jacksonville 221
Cambridge 215
Singapore 177
Boardman 167
The Dalles 135
Southend 112
Beijing 93
Princeton 88
Lawrence 82
Salerno 72
Rome 69
Ogden 64
Munich 58
Shanghai 58
New York 56
Naples 55
Yubileyny 54
Düsseldorf 49
Milan 37
Los Angeles 33
Helsinki 30
Hong Kong 28
San Diego 28
Brussels 25
Nanjing 25
London 23
Norwalk 22
Brno 21
Jinan 21
Des Moines 20
Hefei 20
São Paulo 18
Dallas 17
Dublin 17
Shenyang 16
Washington 15
Olomouc 14
Kunming 12
Redwood City 12
Santa Clara 12
Vienna 12
Bologna 11
Bremen 11
Grafing 11
Padua 11
Sant'anastasia 11
Timisoara 11
Columbus 10
Lauterbourg 10
Nanchang 10
Stockholm 10
Vallendar 10
Amsterdam 9
Atlanta 9
Frankfurt am Main 9
Trento 9
Assago 8
Chicago 8
Guangzhou 8
Hanover 8
Paris 8
Auckland 7
Napoli 7
Nuremberg 7
Pomigliano d'Arco 7
Warsaw 7
Acton 6
Auburn Hills 6
Blagoevgrad 6
Edinburgh 6
Hebei 6
Izmir 6
Klecany 6
Kraków 6
Phoenix 6
Rio de Janeiro 6
Turku 6
Ankara 5
Aversa 5
Beckum 5
Belo Horizonte 5
Bexley 5
Bogotá 5
Cicciano 5
Hangzhou 5
Johannesburg 5
Kocaeli 5
Oxford 5
Totale 7.674
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Nome #
Italian NEETs in 2005–2016: have the Recent Labour Market Reforms Produced Any Effect? 255
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach 243
Value-at-Risk dynamics: a copula-VAR approach 227
A double clustering algorithm for financial time series based on extreme events 226
A dynamic factor model for Italian and German recessions 225
Fiscal multipliers and unreported production: evidence for Italy 221
Modelling multivariate skewness in financial returns: a SGARCH approach 213
A copula-based quantile model 212
Copula function approaches for the analysis of serial and cross dependence in stock returns 205
Estimation of stochastic volatility models 203
A tail dependence-based dissimilarity measure for financial time series clustering 197
Quantile dependence in tourism demand time series: Evidence in the Southern Italy market 193
Archimedean copulae for risk measurement 192
Exploring The Copula Approach for The Analysis of Financial Durations 189
Dynamic clustering of financial assets 185
Mixture processes for financial intradaily durations 184
Regime-switching Pareto distributions for ACD models 184
Likelihood-based inference for asymmetric stochastic volatility models 183
A multivariate Skew-GARCH model 180
Time-varying mixing weights in mixture Autoregressive Conditional Duration models 180
How did the COVID-19 pandemic affect the gender pay gap in EU countries? 179
Dynamic tail dependence clustering of financial time series 178
Maximum likelihood estimation of a latent variable time-series model 169
A new flexible discrete distribution: theory and empirical evidence 164
Predicting U.S. recessions through a combination of probability forecasts 163
Going Behind the High Rates of NEETs in Italy and Spain: The Role of Early School Leavers 161
Multivariate tail dependence coefficients for Archimedean Copulae 157
A Skew-in-Mean GARCH model 153
Asymmetric multivariate tail dependence 150
Archimedean Copulae and Market Risk in Financial Crisi Perspective 149
A general framework for fitting stochastic volatility models 148
A generalization for skewness of the basic stochastic volatility model 146
Evaluating combined forecasts for realized volatility using asymmetric loss functions 146
Multivariate tail dependence coefficients 145
Young NEETs in Italy, Spain and Greece during the economic crisis 144
A Copula-VAR approach for the analysis of serial dependence in stock returns 141
Regime dependent interconnectedness among fuzzy clusters of financial time series 139
Time series clustering on lower tail dependence for portfolio selection 137
A Time-varying Mixture Memory Multiplicative Error Model 136
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 135
Forecasting volatility using high-frequency data 134
The analysis of multivariate returns via asymmetric archimedean copulae 128
Copula quantile dependence for the analysis of multiple time series 126
A binary time series model with a long-memory structure 123
Detecting features of different financial durations through the Pareto distribution 122
The effect of ICT usage on academic performance of Italian students 122
Exact maximum likelihood estimation for the asymmetric stochastic volatility model 121
CoVaR and backtesting: a comparison between a copula approach and parametric models 120
Three-stage estimation for a copula-based VAR model 118
Finite and infinite mixtures for financial durations 117
Diagnostics for regime-switching distributed PACD model 117
The direction of a price change and the persistence of intradaily durations 117
The autocorrelation function for squared white noises 116
I modelli di tipo ARCH: la teoria consolidata e i nuovi sviluppi 116
Joint tail dependence in multivariate copulae 115
Asymmetries for multivariate returns: an empirical approach 114
La tecnica di bootstrap per gli intervalli di previsione nei modelli AR(p)-ARCH(q) 113
Conditional Value-at-Risk: a comparison between quantile regression and copula functions 113
Combining Random Forest and Copula Function: a heuristic approach for selecting assets in a financial crisis perspective 112
An alternative approach for the seasonal integration test 111
Time-varying mixture MEM for realized volatility 111
Estimating the instantaneous volatility of the price process 111
The distributional assumptions for ACD models 111
L'impatto economico del festival lirico all'Arena di Verona 110
Time-varying mixing multiplicative error model for realized volatility 106
Modelling Recession in Two European Countries: the Generalized Binomial Heterogeneous Autoregressive Model 105
An extremes-based double clustering procedure for financial returns 104
Un disegno di campionamento sperimentale per la rilevazione dei prezzi al consumo nei comuni umbri 101
Modelli econometrici per il pricing del liquidity risk negli Hedge Fund 101
The Skew-t GARCH model 98
Modeling The Conditional Dependence between Stock Market Returns with a Copula-GARCH Approach 97
Empirical evidence for different financial durations 96
A three-stage estimation of copula-based VAR model 95
Maximum likelihood estimation of a CAPM with time-varying beta 93
Statistical Analysis of Operational Risk Data 92
Modelling financial durations via a parametric and semiparametric approach 91
Modelling financial durations between price movements 90
Combining forecasts to capture realized volatility dynamics 88
Partial dependence with copula and financial applications 83
Agricultural Diversification, Productivity and Food Security across Time and Space. 82
Italian NEETs: An Analysis of Determinants Based on the Territorial Districts 81
The Left Behind Generation: How the current Early School Leavers affect tomorrow’s NEETs? 75
Assessing food security issues in Italy: a quantile copula approach. 75
ESTIMATING LOWER TAIL DEPENDENCE BETWEEN PAIRS OF POVERTY DIMENSIONS IN EUROPE 75
La direzione dei prezzi di titoli azionari e i modelli ACD 74
Non-Gaussian models for CoVaR estimation 66
Computing impulse response functions from a copula-based vector autoregressive model: evidence from the italian agri-food value chain 60
Impact analysis of PES in assisting young people in transitioning out of NEET status in Spain 59
Conditional quantile dependence approaches, Computational and Financial Econometrics 56
Book of Short Papers - 3rd Italian Conference on Economic Statistics (ICES 2025) "Sustainability, Innovation and Digitalization: Statistical Measurement for Economic Analysis" 54
Territorial innovation systems: a study of the factors connected to local competitiveness 54
Time series clustering from road transport CO2 emission 54
How does the place of residence affect young people’s disengagement? 53
Detecting leaders country from road transport emission time-series 50
Google Trends data and transfer function models to predict tourism demand in Italy 48
Conditional copula: a financial application 44
Impact of digitalisation on labour productivity in the EU 39
Modeling and Simulating Rainfall and Temperature Using Rotated Bivariate Copulas 39
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach 30
Tail dependence-based fuzzy clustering of financial time series 28
Totale 12.591
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Categoria #
all - tutte 51.752
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 51.752
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2024/20253.285 119 210 30 111 52 252 785 962 190 199 182 193
2025/202611 11 0 0 0 0 0 0 0 0 0 0 0
Totale 12.727