UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 4.912
EU - Europa 2.721
AS - Asia 1.138
SA - Sud America 201
AF - Africa 18
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 8.998
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Nazione #
US - Stati Uniti d'America 4.871
IT - Italia 1.475
CN - Cina 403
UA - Ucraina 356
SG - Singapore 340
RU - Federazione Russa 268
BR - Brasile 176
DE - Germania 169
VN - Vietnam 152
IE - Irlanda 116
FI - Finlandia 85
SE - Svezia 72
TR - Turchia 66
HK - Hong Kong 64
FR - Francia 53
GB - Regno Unito 52
KR - Corea 39
CA - Canada 26
IN - India 23
PL - Polonia 23
NL - Olanda 12
CH - Svizzera 10
MX - Messico 10
IQ - Iraq 9
AR - Argentina 8
ES - Italia 8
MY - Malesia 8
AT - Austria 6
UZ - Uzbekistan 6
BD - Bangladesh 5
DZ - Algeria 5
EC - Ecuador 5
AU - Australia 4
PE - Perù 4
SN - Senegal 4
EU - Europa 3
IL - Israele 3
IR - Iran 3
LU - Lussemburgo 3
MA - Marocco 3
PT - Portogallo 3
SA - Arabia Saudita 3
BE - Belgio 2
CO - Colombia 2
CZ - Repubblica Ceca 2
HU - Ungheria 2
ID - Indonesia 2
JP - Giappone 2
MR - Mauritania 2
OM - Oman 2
PK - Pakistan 2
PS - Palestinian Territory 2
UY - Uruguay 2
VE - Venezuela 2
ZA - Sudafrica 2
AE - Emirati Arabi Uniti 1
BB - Barbados 1
BH - Bahrain 1
CL - Cile 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GD - Grenada 1
GL - Groenlandia 1
HR - Croazia 1
KE - Kenya 1
KW - Kuwait 1
LT - Lituania 1
MK - Macedonia 1
NI - Nicaragua 1
NO - Norvegia 1
PY - Paraguay 1
SC - Seychelles 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 8.998
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Città #
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 356
Princeton 337
Woodbridge 303
Salerno 249
Singapore 153
Dong Ket 141
Ashburn 135
Dublin 114
Nanjing 94
Andover 85
Beijing 81
Caserta 73
Moscow 65
Hong Kong 57
Izmir 57
Rome 57
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 31
Milan 31
Shenyang 30
Bologna 29
Nanchang 25
São Paulo 23
Naples 22
Norwalk 21
Hebei 20
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Munich 17
Columbus 15
Düsseldorf 14
Tianjin 14
Dallas 13
Santa Clara 13
Pune 12
Warsaw 12
London 11
Seattle 11
The Dalles 11
Los Angeles 10
Napoli 10
Nocera Inferiore 10
Paris 10
Council Bluffs 9
Ottawa 9
San Martino Valle Caudina 9
Shanghai 8
Turku 8
Washington 8
Capaccio 7
Catania 7
Guangzhou 7
Bari 6
Boston 6
Brasília 6
Brooklyn 6
Cambridge 6
Fisciano 6
Hanoi 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Messina 6
Ottaviano 6
Pietrastornina 6
Portici 6
Sarno 6
Scafati 6
Curitiba 5
Florence 5
Frattamaggiore 5
Gdansk 5
Legnago 5
Magenta 5
Marseille 5
Mexico City 5
Pozzuoli 5
Rapolla 5
Rio de Janeiro 5
San Diego 5
Scandiano 5
Secaucus 5
Tashkent 5
Anzio 4
Baghdad 4
Belo Horizonte 4
Caivano 4
Totale 6.005
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Nome #
L'ANALISI DEI CONSUMI 246
LA MISURA DELLA CAPACITA' PRODUTTIVA 232
Group Structured Volatility 229
Forecasting comparison of long term component dynamic models for realized covariance matrices 189
Forecasting comparison of long term component dynamic models for realized covariance matrices 176
Convexity, Productivity Change and the Economic Performance of Countries 149
Combining information at different frequencies in multivariate volatility prediction 144
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 139
Analisi di alcune variabili critiche 138
Computationally efficient inference procedures for vast dimensional realized covariance models 137
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 131
A GMM procedure for combining volatility forecasts 125
Dynamic conditional correlation models for realized covariance matrices 125
A Threshold Model for the Rainfall-Flow Non-Linearity 124
Analisi Statistica dei Mercati Monetari e Finanziari 121
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 121
BL-GARCH Models and Asymmetries in Volatility 120
A LM Specification Test for GARCH-BL Models 119
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 116
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 116
A Dynamic Generalized Linear Model for Precipitation Forecasting 114
Dynamic component models for forecasting trading volumes 113
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 111
Group Structured Volatility 110
A Fast Procedure for Calibrating VaR Models 109
A State Space Framework for Forecasting Non-Stationary Economic Time Series 108
A Procedure for Detecting Outliers in Frontier Estimation 107
Modelling vast dimensional realized covariance matrices 107
Flexible Realized GARCH models 107
The CPV Model: a State Space Generalization of GARCH Processes 106
Long term component dynamic models for realized covariance matrices 106
Threshold Models for VaR Estimation 105
Multivariate bilinear GARCH models 104
The International Comparisons of Productivity: A Variable-Parameter Approach 104
A Thick Modeling Approach to Multivariate Volatility Prediction 104
Least squares estimation for GARCH (1,1) model with heavy tailed errors 104
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 103
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 101
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 100
A component GARCH model with time varying weights 100
Classification of Financial Assets on the Basis of their Risk Profile 100
Fast Calibration Procedures for VaR Models 98
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 96
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 96
Stastistical and methodological issues in short and medium term forecasting 95
Minimum distance estimation of GARCH models 95
Combination of multivariate volatility forecasts 95
A dynamic component model for forecasting high-dimensional realized covariance matrices 95
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 91
Modelling leverage effects in financial time series by GARCH-BL models 90
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 90
Combining Multivariate Volatility Models 88
Computationally efficient inference procedures for vast dimensional realized covariance models 85
Recent advances in value at risk estimation 84
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 84
Extended Realized GARCH Models 81
A Model Confidence Set approach to the combination of multivariate volatility forecasts 80
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 79
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 76
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 75
Multivariate modelling of asymmetries in volatility 75
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 75
Le caratteristiche della rilevazione e della popolazione 74
Combination of multivariate volatility forecasts 74
Heterogeneous component multiplicative error models for forecasting trading volumes 73
Combining Value-at-Risk and Expected Shortfall measures 73
Decision Making: Un approccio interdisciplinare 72
Indagine Campionaria 72
Indagine Campionaria 71
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 70
Il profilo dei laureati dopo l’attuazione della riforma universitaria 70
Robust estimation of production frontiers 69
Minimum Distance Estimation of GARCH(1,1) models 69
Measuring cross-country technological catch-up through variable-parameter FDH 68
A component GARCH model with time varying weights 68
Non-linear Dynamics in the Industrial Production Index 68
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 68
L'Analisi dei Flussi Turistici 65
Funzione di produzione ed efficienza 65
Combining multiple frequencies in Realized GARCH models 64
A GARCH–type model with cross-sectional volatility clusters 63
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 61
Il profilo dei laureati 61
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 61
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 59
Non-linear Dynamics in the Industrial Production Index 57
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 56
Multiple Measures Realized GARCH Models 54
Nonparametric expected shortfall forecasting incorporating weighted quantiles 53
A Component Multiplicative Error Model for Realized Volatility Measures 52
Adaptive combinations of tail-risk forecasts 50
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 49
Deep learning for volatility forecasting in asset management 45
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 44
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 41
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 40
Forecasting Volatility and Tail Risk in Electricity Markets 29
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 27
Financial Time Series: Methods and Models 22
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 11
Totale 9.231
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Categoria #
all - tutte 27.984
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 27.984
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021973 25 87 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
2025/2026103 103 0 0 0 0 0 0 0 0 0 0 0
Totale 9.243