UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 6.710
AS - Asia 5.829
EU - Europa 3.475
SA - Sud America 424
Continente sconosciuto - Info sul continente non disponibili 260
AF - Africa 74
OC - Oceania 5
Totale 16.777
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Nazione #
US - Stati Uniti d'America 6.571
HK - Hong Kong 3.327
IT - Italia 1.959
SG - Singapore 1.046
CN - Cina 654
VN - Vietnam 382
UA - Ucraina 362
BR - Brasile 315
RU - Federazione Russa 275
DE - Germania 197
FR - Francia 161
IE - Irlanda 118
FI - Finlandia 92
GB - Regno Unito 89
TR - Turchia 89
SE - Svezia 83
IN - India 67
CA - Canada 63
KR - Corea 60
AR - Argentina 41
MX - Messico 41
PL - Polonia 39
BD - Bangladesh 29
IQ - Iraq 28
JP - Giappone 26
NL - Olanda 26
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
CL - Cile 9
PK - Pakistan 9
AT - Austria 8
PE - Perù 8
PH - Filippine 8
CR - Costa Rica 7
JO - Giordania 7
PT - Portogallo 6
PY - Paraguay 6
AU - Australia 5
HU - Ungheria 5
IR - Iran 5
JM - Giamaica 5
SN - Senegal 5
TN - Tunisia 5
UY - Uruguay 5
ET - Etiopia 4
HN - Honduras 4
IL - Israele 4
LB - Libano 4
LT - Lituania 4
PS - Palestinian Territory 4
AZ - Azerbaigian 3
BE - Belgio 3
CZ - Repubblica Ceca 3
DO - Repubblica Dominicana 3
EG - Egitto 3
EU - Europa 3
GE - Georgia 3
KZ - Kazakistan 3
LU - Lussemburgo 3
OM - Oman 3
TW - Taiwan 3
AE - Emirati Arabi Uniti 2
BH - Bahrain 2
BS - Bahamas 2
CY - Cipro 2
GD - Grenada 2
HR - Croazia 2
KE - Kenya 2
KW - Kuwait 2
MR - Mauritania 2
NG - Nigeria 2
NO - Norvegia 2
PA - Panama 2
RO - Romania 2
SY - Repubblica araba siriana 2
TT - Trinidad e Tobago 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
GT - Guatemala 1
LA - Repubblica Popolare Democratica del Laos 1
LY - Libia 1
MD - Moldavia 1
Totale 16.506
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Città #
Hong Kong 3.316
Ann Arbor 1.244
Singapore 580
Chandler 543
San Jose 476
Jacksonville 442
Wilmington 423
Houston 365
Princeton 337
Milan 318
Ashburn 306
Woodbridge 303
Salerno 251
Dallas 233
Dong Ket 141
Beijing 139
Council Bluffs 136
Rome 131
Dublin 116
Nanjing 95
The Dalles 92
Lauterbourg 88
Ho Chi Minh City 87
Andover 85
Caserta 80
Moscow 67
Izmir 57
Santa Clara 57
Pellezzano 55
Hanoi 54
Naples 49
Boardman 48
Memphis 48
São Paulo 46
Los Angeles 45
New York 41
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Bologna 32
Changsha 32
Shenyang 30
Tokyo 26
Warsaw 26
Nanchang 25
Frankfurt am Main 23
Norwalk 21
Hebei 20
Brooklyn 19
Jiaxing 19
London 19
Asnières 18
Chicago 18
Columbus 18
Gragnano 18
Orem 18
Redwood City 18
Boston 17
Mexico City 17
Munich 17
Paris 17
Baghdad 15
Chennai 15
Düsseldorf 15
Stockholm 15
Haiphong 14
Seattle 14
Tianjin 14
Toronto 14
Amsterdam 12
Pune 12
Da Nang 11
Denver 11
Tashkent 11
Figino 10
Helsinki 10
Montreal 10
Napoli 10
Nocera Inferiore 10
Rio de Janeiro 10
San Martino Valle Caudina 10
Washington 10
Ankara 9
Atlanta 9
Curitiba 9
Fisciano 9
Johannesburg 9
Ottawa 9
Phoenix 9
Poplar 9
Shanghai 9
Turin 9
Bari 8
Brasília 8
Catania 8
Florence 8
Guangzhou 8
Messina 8
Turku 8
Totale 11.898
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 931
Convexity, Productivity Change and the Economic Performance of Countries 842
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 607
Threshold Models for VaR Estimation 476
Combining Value-at-Risk and Expected Shortfall measures 283
L'ANALISI DEI CONSUMI 275
L'Analisi dei Flussi Turistici 272
LA MISURA DELLA CAPACITA' PRODUTTIVA 271
Group Structured Volatility 265
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 255
Forecasting comparison of long term component dynamic models for realized covariance matrices 227
Stastistical and methodological issues in short and medium term forecasting 217
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 209
Forecasting comparison of long term component dynamic models for realized covariance matrices 209
A Procedure for Detecting Outliers in Frontier Estimation 205
Classification of Financial Assets on the Basis of their Risk Profile 197
Group Structured Volatility 195
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 191
Combining information at different frequencies in multivariate volatility prediction 189
Analisi di alcune variabili critiche 185
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 182
Analisi Statistica dei Mercati Monetari e Finanziari 178
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 173
Computationally efficient inference procedures for vast dimensional realized covariance models 173
The International Comparisons of Productivity: A Variable-Parameter Approach 171
A Threshold Model for the Rainfall-Flow Non-Linearity 171
A Dynamic Generalized Linear Model for Precipitation Forecasting 171
A Model Confidence Set approach to the combination of multivariate volatility forecasts 168
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 167
BL-GARCH Models and Asymmetries in Volatility 166
A GMM procedure for combining volatility forecasts 166
A LM Specification Test for GARCH-BL Models 165
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 165
Dynamic component models for forecasting trading volumes 164
A GARCH–type model with cross-sectional volatility clusters 164
Long term component dynamic models for realized covariance matrices 159
Dynamic conditional correlation models for realized covariance matrices 158
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 155
A Fast Procedure for Calibrating VaR Models 153
Deep learning for volatility forecasting in asset management 150
A Thick Modeling Approach to Multivariate Volatility Prediction 149
Modelling vast dimensional realized covariance matrices 145
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 142
A dynamic component model for forecasting high-dimensional realized covariance matrices 142
Combining Multivariate Volatility Models 140
The CPV Model: a State Space Generalization of GARCH Processes 139
Combination of multivariate volatility forecasts 139
A State Space Framework for Forecasting Non-Stationary Economic Time Series 138
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 137
Fast Calibration Procedures for VaR Models 137
Least squares estimation for GARCH (1,1) model with heavy tailed errors 137
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 137
A component GARCH model with time varying weights 133
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 130
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 128
Multivariate bilinear GARCH models 127
Flexible Realized GARCH models 127
Modelling leverage effects in financial time series by GARCH-BL models 126
Minimum distance estimation of GARCH models 126
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 122
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 122
A component GARCH model with time varying weights 119
Computationally efficient inference procedures for vast dimensional realized covariance models 119
Decision Making: Un approccio interdisciplinare 118
Combining multiple frequencies in Realized GARCH models 118
Le caratteristiche della rilevazione e della popolazione 116
Recent advances in value at risk estimation 115
Extended Realized GARCH Models 114
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 113
Adaptive combinations of tail-risk forecasts 113
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 111
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 111
Heterogeneous component multiplicative error models for forecasting trading volumes 110
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 109
Combination of multivariate volatility forecasts 109
Funzione di produzione ed efficienza 109
Il profilo dei laureati dopo l’attuazione della riforma universitaria 107
Multiple Measures Realized GARCH Models 106
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 106
Indagine Campionaria 105
Non-linear Dynamics in the Industrial Production Index 103
Robust estimation of production frontiers 102
Multivariate modelling of asymmetries in volatility 102
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 101
Indagine Campionaria 101
Measuring cross-country technological catch-up through variable-parameter FDH 99
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 98
Minimum Distance Estimation of GARCH(1,1) models 98
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 98
Nonparametric expected shortfall forecasting incorporating weighted quantiles 96
Il profilo dei laureati 94
A Component Multiplicative Error Model for Realized Volatility Measures 94
Non-linear Dynamics in the Industrial Production Index 92
A semi-parametric dynamic conditional correlation framework for risk forecasting 91
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 89
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 86
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 86
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 82
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 74
Forecasting Volatility and Tail Risk in Electricity Markets 66
Totale 16.623
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Categoria #
all - tutte 44.957
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 44.957
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022776 0 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
2025/20267.400 883 1.750 1.262 291 563 286 695 154 280 569 180 487
2026/2027237 154 83 0 0 0 0 0 0 0 0 0 0
Totale 16.777