UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.230
AS - Asia 4.460
EU - Europa 2.755
SA - Sud America 216
AF - Africa 25
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 12.694
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Nazione #
US - Stati Uniti d'America 5.171
HK - Hong Kong 3.272
IT - Italia 1.482
CN - Cina 470
SG - Singapore 365
UA - Ucraina 356
RU - Federazione Russa 268
BR - Brasile 187
DE - Germania 169
VN - Vietnam 158
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 78
TR - Turchia 71
FR - Francia 58
GB - Regno Unito 56
KR - Corea 39
CA - Canada 34
PL - Polonia 29
IN - India 28
MX - Messico 17
NL - Olanda 12
CH - Svizzera 10
ES - Italia 10
IQ - Iraq 9
AR - Argentina 8
MY - Malesia 8
AT - Austria 7
EC - Ecuador 6
UZ - Uzbekistan 6
BD - Bangladesh 5
DZ - Algeria 5
SN - Senegal 5
AU - Australia 4
MA - Marocco 4
PE - Perù 4
SA - Arabia Saudita 4
ZA - Sudafrica 4
CO - Colombia 3
EU - Europa 3
IL - Israele 3
IR - Iran 3
JP - Giappone 3
LU - Lussemburgo 3
PT - Portogallo 3
PY - Paraguay 3
BE - Belgio 2
CZ - Repubblica Ceca 2
GD - Grenada 2
HU - Ungheria 2
ID - Indonesia 2
MR - Mauritania 2
OM - Oman 2
PK - Pakistan 2
PS - Palestinian Territory 2
TW - Taiwan 2
UY - Uruguay 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
BB - Barbados 1
BH - Bahrain 1
CL - Cile 1
CY - Cipro 1
DK - Danimarca 1
DO - Repubblica Dominicana 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 1
KE - Kenya 1
KW - Kuwait 1
LB - Libano 1
LT - Lituania 1
MK - Macedonia 1
NE - Niger 1
NI - Nicaragua 1
NO - Norvegia 1
SC - Seychelles 1
SK - Slovacchia (Repubblica Slovacca) 1
UG - Uganda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 12.694
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Città #
Hong Kong 3.263
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 356
Princeton 337
Woodbridge 303
Salerno 251
Dallas 194
Singapore 177
Ashburn 149
Dong Ket 141
Dublin 114
Nanjing 94
Andover 85
Beijing 81
Caserta 73
Moscow 65
Rome 59
Izmir 57
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 31
Milan 31
Shenyang 30
Bologna 29
São Paulo 27
Council Bluffs 25
Nanchang 25
Naples 22
Norwalk 21
Hebei 20
Los Angeles 19
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Warsaw 18
Munich 17
Columbus 15
Santa Clara 15
Düsseldorf 14
Tianjin 14
London 13
Brooklyn 12
New York 12
Pune 12
Seattle 12
Boston 11
The Dalles 11
Mexico City 10
Napoli 10
Nocera Inferiore 10
Paris 10
Stockholm 10
Chicago 9
Fisciano 9
Ottawa 9
San Martino Valle Caudina 9
Shanghai 8
Turku 8
Washington 8
Capaccio 7
Catania 7
Guangzhou 7
Hanoi 7
Bari 6
Brasília 6
Cambridge 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Messina 6
Ottaviano 6
Pietrastornina 6
Portici 6
Sarno 6
Scafati 6
Secaucus 6
Ankara 5
Curitiba 5
Dakar 5
Florence 5
Frattamaggiore 5
Gdansk 5
Legnago 5
Magenta 5
Marseille 5
Phoenix 5
Pozzuoli 5
Rapolla 5
Rio de Janeiro 5
San Diego 5
Totale 9.515
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 879
Convexity, Productivity Change and the Economic Performance of Countries 800
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 565
Threshold Models for VaR Estimation 445
L'ANALISI DEI CONSUMI 249
L'Analisi dei Flussi Turistici 246
LA MISURA DELLA CAPACITA' PRODUTTIVA 241
Group Structured Volatility 234
Combining Value-at-Risk and Expected Shortfall measures 223
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 197
Forecasting comparison of long term component dynamic models for realized covariance matrices 193
Stastistical and methodological issues in short and medium term forecasting 190
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 178
Forecasting comparison of long term component dynamic models for realized covariance matrices 178
Group Structured Volatility 156
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 149
A Procedure for Detecting Outliers in Frontier Estimation 149
Combining information at different frequencies in multivariate volatility prediction 149
Classification of Financial Assets on the Basis of their Risk Profile 148
Analisi di alcune variabili critiche 145
Computationally efficient inference procedures for vast dimensional realized covariance models 142
The International Comparisons of Productivity: A Variable-Parameter Approach 137
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 135
Dynamic conditional correlation models for realized covariance matrices 133
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 133
A GMM procedure for combining volatility forecasts 130
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 130
A Threshold Model for the Rainfall-Flow Non-Linearity 129
Analisi Statistica dei Mercati Monetari e Finanziari 129
BL-GARCH Models and Asymmetries in Volatility 126
A LM Specification Test for GARCH-BL Models 125
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 125
A GARCH–type model with cross-sectional volatility clusters 123
A Dynamic Generalized Linear Model for Precipitation Forecasting 121
Modelling vast dimensional realized covariance matrices 121
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 120
A Fast Procedure for Calibrating VaR Models 116
Dynamic component models for forecasting trading volumes 116
Long term component dynamic models for realized covariance matrices 114
A State Space Framework for Forecasting Non-Stationary Economic Time Series 112
The CPV Model: a State Space Generalization of GARCH Processes 110
Flexible Realized GARCH models 110
Multivariate bilinear GARCH models 108
A Thick Modeling Approach to Multivariate Volatility Prediction 108
Least squares estimation for GARCH (1,1) model with heavy tailed errors 108
Fast Calibration Procedures for VaR Models 107
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 106
A component GARCH model with time varying weights 105
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 104
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 104
Combination of multivariate volatility forecasts 100
A dynamic component model for forecasting high-dimensional realized covariance matrices 99
Minimum distance estimation of GARCH models 97
Combining Multivariate Volatility Models 97
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 96
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 94
Computationally efficient inference procedures for vast dimensional realized covariance models 94
Modelling leverage effects in financial time series by GARCH-BL models 93
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 88
Recent advances in value at risk estimation 87
Extended Realized GARCH Models 87
A Model Confidence Set approach to the combination of multivariate volatility forecasts 87
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 85
Le caratteristiche della rilevazione e della popolazione 84
Deep learning for volatility forecasting in asset management 83
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 83
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 81
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 79
Multivariate modelling of asymmetries in volatility 78
Decision Making: Un approccio interdisciplinare 78
Heterogeneous component multiplicative error models for forecasting trading volumes 78
Combination of multivariate volatility forecasts 77
A component GARCH model with time varying weights 76
Minimum Distance Estimation of GARCH(1,1) models 76
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 75
Indagine Campionaria 75
Indagine Campionaria 75
Il profilo dei laureati dopo l’attuazione della riforma universitaria 74
Non-linear Dynamics in the Industrial Production Index 72
Funzione di produzione ed efficienza 72
Measuring cross-country technological catch-up through variable-parameter FDH 71
Robust estimation of production frontiers 71
Combining multiple frequencies in Realized GARCH models 68
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 66
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 64
Il profilo dei laureati 64
Non-linear Dynamics in the Industrial Production Index 62
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 62
Adaptive combinations of tail-risk forecasts 60
Multiple Measures Realized GARCH Models 59
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 59
A Component Multiplicative Error Model for Realized Volatility Measures 57
Nonparametric expected shortfall forecasting incorporating weighted quantiles 56
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 51
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 51
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 45
Forecasting Volatility and Tail Risk in Electricity Markets 33
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 30
Financial Time Series: Methods and Models 29
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 28
Totale 12.907
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Categoria #
all - tutte 34.445
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 34.445
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021861 0 0 82 22 125 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
2025/20263.799 883 1.750 1.166 0 0 0 0 0 0 0 0 0
Totale 12.939