UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 6.520
AS - Asia 5.772
EU - Europa 3.057
SA - Sud America 418
AF - Africa 74
OC - Oceania 5
Continente sconosciuto - Info sul continente non disponibili 4
Totale 15.850
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Nazione #
US - Stati Uniti d'America 6.410
HK - Hong Kong 3.310
IT - Italia 1.552
SG - Singapore 1.032
CN - Cina 631
VN - Vietnam 382
UA - Ucraina 362
BR - Brasile 311
RU - Federazione Russa 274
DE - Germania 196
FR - Francia 158
IE - Irlanda 118
FI - Finlandia 92
GB - Regno Unito 89
TR - Turchia 89
SE - Svezia 82
IN - India 67
KR - Corea 59
CA - Canada 53
AR - Argentina 40
MX - Messico 39
PL - Polonia 37
BD - Bangladesh 29
IQ - Iraq 28
JP - Giappone 26
NL - Olanda 25
ZA - Sudafrica 20
ES - Italia 17
EC - Ecuador 15
CO - Colombia 13
DZ - Algeria 13
MY - Malesia 13
SA - Arabia Saudita 13
ID - Indonesia 12
UZ - Uzbekistan 12
VE - Venezuela 12
CH - Svizzera 11
MA - Marocco 11
PK - Pakistan 9
AT - Austria 8
CL - Cile 8
PE - Perù 8
PH - Filippine 8
JO - Giordania 7
PT - Portogallo 6
PY - Paraguay 6
AU - Australia 5
HU - Ungheria 5
SN - Senegal 5
TN - Tunisia 5
UY - Uruguay 5
ET - Etiopia 4
IL - Israele 4
LB - Libano 4
LT - Lituania 4
PS - Palestinian Territory 4
AZ - Azerbaigian 3
CZ - Repubblica Ceca 3
DO - Repubblica Dominicana 3
EG - Egitto 3
EU - Europa 3
GE - Georgia 3
IR - Iran 3
JM - Giamaica 3
KZ - Kazakistan 3
LU - Lussemburgo 3
OM - Oman 3
TW - Taiwan 3
AE - Emirati Arabi Uniti 2
BE - Belgio 2
BH - Bahrain 2
CR - Costa Rica 2
CY - Cipro 2
GD - Grenada 2
HR - Croazia 2
KE - Kenya 2
KW - Kuwait 2
MR - Mauritania 2
NG - Nigeria 2
PA - Panama 2
RO - Romania 2
SY - Repubblica araba siriana 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
CG - Congo 1
DK - Danimarca 1
GA - Gabon 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
GR - Grecia 1
LA - Repubblica Popolare Democratica del Laos 1
LY - Libia 1
MD - Moldavia 1
MK - Macedonia 1
NE - Niger 1
NI - Nicaragua 1
NO - Norvegia 1
NP - Nepal 1
Totale 15.840
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Città #
Hong Kong 3.300
Ann Arbor 1.244
Singapore 568
Chandler 543
San Jose 469
Jacksonville 442
Wilmington 423
Houston 365
Princeton 337
Woodbridge 303
Ashburn 290
Salerno 251
Dallas 233
Dong Ket 141
Council Bluffs 129
Beijing 118
Dublin 116
Nanjing 95
The Dalles 92
Lauterbourg 88
Ho Chi Minh City 87
Andover 85
Caserta 78
Moscow 67
Rome 65
Izmir 57
Pellezzano 55
Hanoi 54
Boardman 48
Memphis 48
Naples 46
Los Angeles 45
São Paulo 44
New York 38
Santa Clara 38
Milan 37
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 32
Bologna 30
Shenyang 30
Tokyo 26
Nanchang 25
Warsaw 25
Frankfurt am Main 22
Norwalk 21
Hebei 20
Brooklyn 19
Jiaxing 19
London 19
Asnières 18
Columbus 18
Gragnano 18
Orem 18
Redwood City 18
Munich 17
Paris 17
Boston 16
Chicago 16
Baghdad 15
Chennai 15
Düsseldorf 15
Mexico City 15
Haiphong 14
Seattle 14
Stockholm 14
Tianjin 14
Amsterdam 12
Pune 12
Da Nang 11
Denver 11
Tashkent 11
Helsinki 10
Montreal 10
Napoli 10
Nocera Inferiore 10
Rio de Janeiro 10
San Martino Valle Caudina 10
Ankara 9
Curitiba 9
Fisciano 9
Johannesburg 9
Ottawa 9
Phoenix 9
Poplar 9
Toronto 9
Washington 9
Atlanta 8
Brasília 8
Guangzhou 8
Messina 8
Shanghai 8
Turku 8
Amman 7
Bari 7
Campinas 7
Capaccio 7
Catania 7
Totale 11.417
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 918
Convexity, Productivity Change and the Economic Performance of Countries 831
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 595
Threshold Models for VaR Estimation 468
Combining Value-at-Risk and Expected Shortfall measures 277
L'Analisi dei Flussi Turistici 270
L'ANALISI DEI CONSUMI 267
LA MISURA DELLA CAPACITA' PRODUTTIVA 261
Group Structured Volatility 256
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 247
Forecasting comparison of long term component dynamic models for realized covariance matrices 222
Stastistical and methodological issues in short and medium term forecasting 213
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 207
A Procedure for Detecting Outliers in Frontier Estimation 201
Forecasting comparison of long term component dynamic models for realized covariance matrices 197
Classification of Financial Assets on the Basis of their Risk Profile 195
Group Structured Volatility 188
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 183
Analisi di alcune variabili critiche 181
Combining information at different frequencies in multivariate volatility prediction 181
Analisi Statistica dei Mercati Monetari e Finanziari 175
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 168
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 166
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 165
Computationally efficient inference procedures for vast dimensional realized covariance models 165
A LM Specification Test for GARCH-BL Models 164
A Dynamic Generalized Linear Model for Precipitation Forecasting 164
A GMM procedure for combining volatility forecasts 164
BL-GARCH Models and Asymmetries in Volatility 162
The International Comparisons of Productivity: A Variable-Parameter Approach 162
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 159
A GARCH–type model with cross-sectional volatility clusters 159
A Threshold Model for the Rainfall-Flow Non-Linearity 157
Dynamic component models for forecasting trading volumes 157
Dynamic conditional correlation models for realized covariance matrices 152
A Fast Procedure for Calibrating VaR Models 150
Long term component dynamic models for realized covariance matrices 150
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 149
A Model Confidence Set approach to the combination of multivariate volatility forecasts 145
Modelling vast dimensional realized covariance matrices 142
Deep learning for volatility forecasting in asset management 141
A Thick Modeling Approach to Multivariate Volatility Prediction 139
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 136
A dynamic component model for forecasting high-dimensional realized covariance matrices 136
A State Space Framework for Forecasting Non-Stationary Economic Time Series 135
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 134
The CPV Model: a State Space Generalization of GARCH Processes 133
Combination of multivariate volatility forecasts 133
Least squares estimation for GARCH (1,1) model with heavy tailed errors 133
A component GARCH model with time varying weights 132
Fast Calibration Procedures for VaR Models 132
Combining Multivariate Volatility Models 128
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 128
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 127
Flexible Realized GARCH models 126
Multivariate bilinear GARCH models 122
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 121
Modelling leverage effects in financial time series by GARCH-BL models 119
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 115
Decision Making: Un approccio interdisciplinare 114
Minimum distance estimation of GARCH models 112
A component GARCH model with time varying weights 110
Computationally efficient inference procedures for vast dimensional realized covariance models 110
Extended Realized GARCH Models 110
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 109
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 108
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 108
Le caratteristiche della rilevazione e della popolazione 108
Combination of multivariate volatility forecasts 108
Funzione di produzione ed efficienza 108
Recent advances in value at risk estimation 107
Combining multiple frequencies in Realized GARCH models 107
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 106
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 105
Adaptive combinations of tail-risk forecasts 104
Heterogeneous component multiplicative error models for forecasting trading volumes 103
Non-linear Dynamics in the Industrial Production Index 100
Multivariate modelling of asymmetries in volatility 100
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 100
Il profilo dei laureati dopo l’attuazione della riforma universitaria 98
Indagine Campionaria 98
Multiple Measures Realized GARCH Models 96
Minimum Distance Estimation of GARCH(1,1) models 96
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 95
Measuring cross-country technological catch-up through variable-parameter FDH 93
Il profilo dei laureati 93
Indagine Campionaria 93
Robust estimation of production frontiers 91
Non-linear Dynamics in the Industrial Production Index 91
Nonparametric expected shortfall forecasting incorporating weighted quantiles 90
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 89
A Component Multiplicative Error Model for Realized Volatility Measures 89
A semi-parametric dynamic conditional correlation framework for risk forecasting 88
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 88
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 84
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 81
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 79
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 75
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 69
Forecasting Volatility and Tail Risk in Electricity Markets 63
Totale 15.979
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Categoria #
all - tutte 42.541
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 42.541
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021173 0 0 0 0 0 0 0 0 0 0 0 173
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
2025/20266.966 883 1.750 1.262 291 563 286 695 154 280 569 180 53
Totale 16.106