UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.434
AS - Asia 4.723
EU - Europa 2.810
SA - Sud America 270
AF - Africa 35
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 13.280
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Nazione #
US - Stati Uniti d'America 5.354
HK - Hong Kong 3.286
IT - Italia 1.508
CN - Cina 531
SG - Singapore 497
UA - Ucraina 356
RU - Federazione Russa 268
BR - Brasile 228
VN - Vietnam 171
DE - Germania 169
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 79
TR - Turchia 75
GB - Regno Unito 66
FR - Francia 59
CA - Canada 43
KR - Corea 42
IN - India 40
PL - Polonia 34
MX - Messico 27
NL - Olanda 16
ES - Italia 13
AR - Argentina 12
BD - Bangladesh 10
CH - Svizzera 10
EC - Ecuador 10
JP - Giappone 10
ZA - Sudafrica 10
IQ - Iraq 9
MY - Malesia 9
AT - Austria 7
ID - Indonesia 7
DZ - Algeria 6
MA - Marocco 6
UZ - Uzbekistan 6
PE - Perù 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
PT - Portogallo 4
SA - Arabia Saudita 4
CO - Colombia 3
EU - Europa 3
HU - Ungheria 3
IL - Israele 3
IR - Iran 3
LT - Lituania 3
LU - Lussemburgo 3
UY - Uruguay 3
BE - Belgio 2
BH - Bahrain 2
CL - Cile 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
GD - Grenada 2
LB - Libano 2
MR - Mauritania 2
OM - Oman 2
PK - Pakistan 2
PS - Palestinian Territory 2
TW - Taiwan 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
BB - Barbados 1
CY - Cipro 1
DK - Danimarca 1
EG - Egitto 1
GE - Georgia 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 1
KE - Kenya 1
KW - Kuwait 1
KZ - Kazakistan 1
MD - Moldavia 1
MK - Macedonia 1
NE - Niger 1
NI - Nicaragua 1
NO - Norvegia 1
PH - Filippine 1
PR - Porto Rico 1
SC - Seychelles 1
SK - Slovacchia (Repubblica Slovacca) 1
TH - Thailandia 1
UG - Uganda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 13.280
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Città #
Hong Kong 3.277
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 359
Princeton 337
Woodbridge 303
Salerno 251
Dallas 229
Singapore 190
Ashburn 184
Dong Ket 141
Dublin 114
Beijing 105
Nanjing 94
Andover 85
Caserta 78
Moscow 65
Rome 60
Izmir 57
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Milan 34
Mestre 33
São Paulo 33
Los Angeles 32
Changsha 31
Shenyang 30
Bologna 29
Council Bluffs 25
Nanchang 25
New York 24
Warsaw 23
Naples 22
Norwalk 21
Hebei 20
Santa Clara 19
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Munich 17
Brooklyn 15
Columbus 15
London 15
Boston 14
Düsseldorf 14
Tianjin 14
Chicago 13
Mexico City 13
Seattle 13
The Dalles 13
Chennai 12
Pune 12
Stockholm 11
Napoli 10
Nocera Inferiore 10
Paris 10
Tokyo 10
Ankara 9
Fisciano 9
Hanoi 9
Orem 9
Ottawa 9
San Martino Valle Caudina 9
Curitiba 8
Ho Chi Minh City 8
Messina 8
Montreal 8
Rio de Janeiro 8
Shanghai 8
Turku 8
Washington 8
Bari 7
Capaccio 7
Catania 7
Florence 7
Guangzhou 7
Phoenix 7
Amsterdam 6
Brasília 6
Cambridge 6
Denver 6
Jinan 6
Johannesburg 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Ottaviano 6
Pietrastornina 6
Portici 6
Querétaro 6
Sarno 6
Scafati 6
Secaucus 6
Totale 9.752
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 884
Convexity, Productivity Change and the Economic Performance of Countries 812
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 570
Threshold Models for VaR Estimation 446
L'Analisi dei Flussi Turistici 251
L'ANALISI DEI CONSUMI 250
LA MISURA DELLA CAPACITA' PRODUTTIVA 242
Group Structured Volatility 237
Combining Value-at-Risk and Expected Shortfall measures 231
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 212
Forecasting comparison of long term component dynamic models for realized covariance matrices 195
Stastistical and methodological issues in short and medium term forecasting 191
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 180
Forecasting comparison of long term component dynamic models for realized covariance matrices 180
Group Structured Volatility 165
A Procedure for Detecting Outliers in Frontier Estimation 164
Classification of Financial Assets on the Basis of their Risk Profile 163
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 158
Analisi di alcune variabili critiche 154
Combining information at different frequencies in multivariate volatility prediction 151
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 145
Computationally efficient inference procedures for vast dimensional realized covariance models 143
Analisi Statistica dei Mercati Monetari e Finanziari 142
The International Comparisons of Productivity: A Variable-Parameter Approach 138
A GMM procedure for combining volatility forecasts 137
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 137
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 137
A LM Specification Test for GARCH-BL Models 135
Dynamic conditional correlation models for realized covariance matrices 134
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 134
A GARCH–type model with cross-sectional volatility clusters 132
A Threshold Model for the Rainfall-Flow Non-Linearity 131
BL-GARCH Models and Asymmetries in Volatility 130
A Dynamic Generalized Linear Model for Precipitation Forecasting 130
A Fast Procedure for Calibrating VaR Models 128
Dynamic component models for forecasting trading volumes 126
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 125
Modelling vast dimensional realized covariance matrices 123
Long term component dynamic models for realized covariance matrices 116
A State Space Framework for Forecasting Non-Stationary Economic Time Series 114
A Thick Modeling Approach to Multivariate Volatility Prediction 114
The CPV Model: a State Space Generalization of GARCH Processes 112
Flexible Realized GARCH models 112
Multivariate bilinear GARCH models 109
Least squares estimation for GARCH (1,1) model with heavy tailed errors 109
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 108
Fast Calibration Procedures for VaR Models 108
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 107
A component GARCH model with time varying weights 107
Combination of multivariate volatility forecasts 107
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 106
A dynamic component model for forecasting high-dimensional realized covariance matrices 102
Combining Multivariate Volatility Models 101
A Model Confidence Set approach to the combination of multivariate volatility forecasts 100
Minimum distance estimation of GARCH models 98
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 98
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 97
Modelling leverage effects in financial time series by GARCH-BL models 96
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 96
Deep learning for volatility forecasting in asset management 95
Computationally efficient inference procedures for vast dimensional realized covariance models 95
Extended Realized GARCH Models 90
Recent advances in value at risk estimation 88
Heterogeneous component multiplicative error models for forecasting trading volumes 88
A component GARCH model with time varying weights 87
Decision Making: Un approccio interdisciplinare 87
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 86
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 85
Le caratteristiche della rilevazione e della popolazione 85
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 83
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 83
Minimum Distance Estimation of GARCH(1,1) models 80
Combination of multivariate volatility forecasts 80
Multivariate modelling of asymmetries in volatility 79
Combining multiple frequencies in Realized GARCH models 79
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 79
Indagine Campionaria 78
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 76
Indagine Campionaria 76
Il profilo dei laureati dopo l’attuazione della riforma universitaria 75
Funzione di produzione ed efficienza 75
Non-linear Dynamics in the Industrial Production Index 74
Measuring cross-country technological catch-up through variable-parameter FDH 72
Robust estimation of production frontiers 72
A Component Multiplicative Error Model for Realized Volatility Measures 69
Adaptive combinations of tail-risk forecasts 68
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 66
Il profilo dei laureati 66
Non-linear Dynamics in the Industrial Production Index 65
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 65
Multiple Measures Realized GARCH Models 64
Nonparametric expected shortfall forecasting incorporating weighted quantiles 64
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 63
Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin 61
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 60
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 56
A semi-parametric dynamic conditional correlation framework for risk forecasting 52
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 52
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 50
Forecasting Volatility and Tail Risk in Electricity Markets 40
Totale 13.468
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Categoria #
all - tutte 37.119
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 37.119
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021757 0 0 0 0 125 40 90 36 157 19 117 173
2021/2022781 5 23 11 24 27 23 1 40 111 87 137 292
2022/20231.238 118 109 28 164 140 218 12 148 187 5 73 36
2023/2024473 62 62 27 21 32 89 27 36 3 13 18 83
2024/20251.283 91 31 34 53 75 115 265 114 130 34 195 146
2025/20264.391 883 1.750 1.262 291 205 0 0 0 0 0 0 0
Totale 13.531