UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.165
AS - Asia 3.579
EU - Europa 2.751
SA - Sud America 212
AF - Africa 22
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 11.737
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Nazione #
US - Stati Uniti d'America 5.111
HK - Hong Kong 2.401
IT - Italia 1.479
CN - Cina 469
SG - Singapore 363
UA - Ucraina 356
RU - Federazione Russa 268
BR - Brasile 184
DE - Germania 169
VN - Vietnam 156
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 78
TR - Turchia 69
FR - Francia 58
GB - Regno Unito 56
KR - Corea 39
CA - Canada 31
PL - Polonia 28
IN - India 26
MX - Messico 15
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
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
MA - Marocco 3
PT - Portogallo 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
PY - Paraguay 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
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 1
KE - Kenya 1
KW - Kuwait 1
LT - Lituania 1
MK - Macedonia 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 11.737
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Città #
Hong Kong 2.392
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 356
Princeton 337
Woodbridge 303
Salerno 249
Singapore 175
Dallas 152
Ashburn 148
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 26
Council Bluffs 25
Nanchang 25
Naples 22
Norwalk 21
Hebei 20
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Los Angeles 17
Munich 17
Warsaw 17
Columbus 15
Santa Clara 15
Düsseldorf 14
Tianjin 14
London 13
Brooklyn 12
Pune 12
Seattle 12
Boston 11
The Dalles 11
Napoli 10
Nocera Inferiore 10
Paris 10
Stockholm 10
Chicago 9
Mexico City 9
New York 9
Ottawa 9
San Martino Valle Caudina 9
Fisciano 8
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
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
Scandiano 5
Totale 8.588
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 877
Convexity, Productivity Change and the Economic Performance of Countries 629
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 413
Threshold Models for VaR Estimation 317
L'ANALISI DEI CONSUMI 249
LA MISURA DELLA CAPACITA' PRODUTTIVA 239
Group Structured Volatility 232
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 193
Forecasting comparison of long term component dynamic models for realized covariance matrices 192
L'Analisi dei Flussi Turistici 178
Forecasting comparison of long term component dynamic models for realized covariance matrices 177
Combining Value-at-Risk and Expected Shortfall measures 153
Combining information at different frequencies in multivariate volatility prediction 148
Classification of Financial Assets on the Basis of their Risk Profile 146
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 145
Stastistical and methodological issues in short and medium term forecasting 143
Computationally efficient inference procedures for vast dimensional realized covariance models 141
Analisi di alcune variabili critiche 140
Group Structured Volatility 137
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 134
A GMM procedure for combining volatility forecasts 130
A Threshold Model for the Rainfall-Flow Non-Linearity 129
Dynamic conditional correlation models for realized covariance matrices 129
A Procedure for Detecting Outliers in Frontier Estimation 128
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 128
A LM Specification Test for GARCH-BL Models 124
BL-GARCH Models and Asymmetries in Volatility 123
The International Comparisons of Productivity: A Variable-Parameter Approach 122
Analisi Statistica dei Mercati Monetari e Finanziari 122
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 122
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 120
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 119
A Dynamic Generalized Linear Model for Precipitation Forecasting 117
Dynamic component models for forecasting trading volumes 116
Modelling vast dimensional realized covariance matrices 114
A Fast Procedure for Calibrating VaR Models 113
Long term component dynamic models for realized covariance matrices 112
A State Space Framework for Forecasting Non-Stationary Economic Time Series 111
The CPV Model: a State Space Generalization of GARCH Processes 110
Flexible Realized GARCH models 110
Multivariate bilinear GARCH models 108
Least squares estimation for GARCH (1,1) model with heavy tailed errors 107
A Thick Modeling Approach to Multivariate Volatility Prediction 106
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 105
A component GARCH model with time varying weights 105
Fast Calibration Procedures for VaR Models 104
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 104
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 102
Combination of multivariate volatility forecasts 99
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 99
Minimum distance estimation of GARCH models 97
A dynamic component model for forecasting high-dimensional realized covariance matrices 97
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 96
Modelling leverage effects in financial time series by GARCH-BL models 93
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 93
Combining Multivariate Volatility Models 93
A GARCH–type model with cross-sectional volatility clusters 91
Recent advances in value at risk estimation 87
Computationally efficient inference procedures for vast dimensional realized covariance models 87
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 87
Extended Realized GARCH Models 86
A Model Confidence Set approach to the combination of multivariate volatility forecasts 84
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
Le caratteristiche della rilevazione e della popolazione 81
Deep learning for volatility forecasting in asset management 80
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 80
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 79
Multivariate modelling of asymmetries in volatility 78
Combination of multivariate volatility forecasts 77
Heterogeneous component multiplicative error models for forecasting trading volumes 77
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
A component GARCH model with time varying weights 74
Decision Making: Un approccio interdisciplinare 74
Il profilo dei laureati dopo l’attuazione della riforma universitaria 74
Non-linear Dynamics in the Industrial Production Index 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
Funzione di produzione ed efficienza 67
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 65
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 64
Il profilo dei laureati 63
Non-linear Dynamics in the Industrial Production Index 62
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 62
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 58
Adaptive combinations of tail-risk forecasts 58
A Component Multiplicative Error Model for Realized Volatility Measures 56
Nonparametric expected shortfall forecasting incorporating weighted quantiles 55
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 50
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 45
Forecasting Volatility and Tail Risk in Electricity Markets 32
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 29
Financial Time Series: Methods and Models 24
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 21
Totale 11.954
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Categoria #
all - tutte 32.813
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 32.813
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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
2025/20262.842 883 1.750 209 0 0 0 0 0 0 0 0 0
Totale 11.982