UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.601
AS - Asia 5.201
EU - Europa 2.837
SA - Sud America 312
AF - Africa 44
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 14.003
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Nazione #
US - Stati Uniti d'America 5.513
HK - Hong Kong 3.288
IT - Italia 1.515
SG - Singapore 839
CN - Cina 587
UA - Ucraina 357
RU - Federazione Russa 269
BR - Brasile 254
VN - Vietnam 232
DE - Germania 171
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 81
TR - Turchia 77
GB - Regno Unito 74
FR - Francia 59
CA - Canada 46
IN - India 42
KR - Corea 42
PL - Polonia 35
MX - Messico 31
AR - Argentina 22
NL - Olanda 17
ES - Italia 15
JP - Giappone 13
IQ - Iraq 12
BD - Bangladesh 11
ZA - Sudafrica 11
CH - Svizzera 10
EC - Ecuador 10
MA - Marocco 10
MY - Malesia 9
AT - Austria 7
DZ - Algeria 7
ID - Indonesia 7
PE - Perù 6
UZ - Uzbekistan 6
CO - Colombia 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
HU - Ungheria 4
IL - Israele 4
LT - Lituania 4
PT - Portogallo 4
SA - Arabia Saudita 4
UY - Uruguay 4
CL - Cile 3
EG - Egitto 3
EU - Europa 3
IR - Iran 3
LU - Lussemburgo 3
PK - Pakistan 3
PS - Palestinian Territory 3
VE - Venezuela 3
BE - Belgio 2
BH - Bahrain 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
GD - Grenada 2
GE - Georgia 2
LB - Libano 2
MR - Mauritania 2
OM - Oman 2
TW - Taiwan 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AZ - Azerbaigian 1
BB - Barbados 1
CY - Cipro 1
DK - Danimarca 1
GA - Gabon 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 1
JO - Giordania 1
KE - Kenya 1
KW - Kuwait 1
KZ - Kazakistan 1
MD - Moldavia 1
MK - Macedonia 1
NE - Niger 1
NI - Nicaragua 1
NO - Norvegia 1
PA - Panama 1
PH - Filippine 1
PR - Porto Rico 1
SC - Seychelles 1
SK - Slovacchia (Repubblica Slovacca) 1
TH - Thailandia 1
UG - Uganda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 14.003
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Città #
Hong Kong 3.279
Ann Arbor 1.244
Chandler 543
Singapore 467
Jacksonville 442
Wilmington 423
Houston 359
Princeton 337
Woodbridge 303
Salerno 251
Ashburn 230
Dallas 230
Dong Ket 141
Dublin 114
Beijing 107
Nanjing 95
Andover 85
Caserta 78
Moscow 65
Rome 62
San Jose 59
Izmir 57
Pellezzano 55
Boardman 46
São Paulo 37
Ercolano 36
The Dalles 36
Dearborn 34
Fairfield 34
Milan 34
Ho Chi Minh City 33
Los Angeles 33
Mestre 33
Changsha 32
Bologna 30
Shenyang 30
New York 29
Council Bluffs 25
Nanchang 25
Warsaw 24
Naples 23
Santa Clara 22
Norwalk 21
Hebei 20
Hanoi 19
Jiaxing 19
Asnières 18
Gragnano 18
Redwood City 18
Munich 17
London 16
Brooklyn 15
Columbus 15
Boston 14
Düsseldorf 14
Mexico City 14
Seattle 14
Tianjin 14
Chennai 13
Chicago 13
Stockholm 13
Tokyo 13
Pune 12
Orem 11
Napoli 10
Nocera Inferiore 10
Paris 10
Ankara 9
Curitiba 9
Fisciano 9
Montreal 9
Ottawa 9
Poplar 9
San Martino Valle Caudina 9
Denver 8
Guangzhou 8
Messina 8
Phoenix 8
Rio de Janeiro 8
Shanghai 8
Toronto 8
Turku 8
Washington 8
Amsterdam 7
Bari 7
Campinas 7
Capaccio 7
Catania 7
Florence 7
Querétaro 7
Baghdad 6
Brasília 6
Cambridge 6
Jinan 6
Johannesburg 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Ottaviano 6
Totale 10.237
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 898
Convexity, Productivity Change and the Economic Performance of Countries 820
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 578
Threshold Models for VaR Estimation 450
L'Analisi dei Flussi Turistici 259
L'ANALISI DEI CONSUMI 253
LA MISURA DELLA CAPACITA' PRODUTTIVA 246
Combining Value-at-Risk and Expected Shortfall measures 246
Group Structured Volatility 242
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 221
Forecasting comparison of long term component dynamic models for realized covariance matrices 199
Stastistical and methodological issues in short and medium term forecasting 195
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 187
Forecasting comparison of long term component dynamic models for realized covariance matrices 184
A Procedure for Detecting Outliers in Frontier Estimation 179
Classification of Financial Assets on the Basis of their Risk Profile 177
Group Structured Volatility 175
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 169
Analisi di alcune variabili critiche 163
Combining information at different frequencies in multivariate volatility prediction 158
Analisi Statistica dei Mercati Monetari e Finanziari 153
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 153
Computationally efficient inference procedures for vast dimensional realized covariance models 149
A GMM procedure for combining volatility forecasts 148
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 148
A LM Specification Test for GARCH-BL Models 145
A Dynamic Generalized Linear Model for Precipitation Forecasting 143
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 143
The International Comparisons of Productivity: A Variable-Parameter Approach 142
A GARCH–type model with cross-sectional volatility clusters 141
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 140
BL-GARCH Models and Asymmetries in Volatility 139
Dynamic conditional correlation models for realized covariance matrices 139
A Threshold Model for the Rainfall-Flow Non-Linearity 137
A Fast Procedure for Calibrating VaR Models 137
Dynamic component models for forecasting trading volumes 135
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 133
Modelling vast dimensional realized covariance matrices 128
Long term component dynamic models for realized covariance matrices 123
A Thick Modeling Approach to Multivariate Volatility Prediction 120
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 119
A State Space Framework for Forecasting Non-Stationary Economic Time Series 119
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 117
A component GARCH model with time varying weights 117
The CPV Model: a State Space Generalization of GARCH Processes 116
Flexible Realized GARCH models 115
Fast Calibration Procedures for VaR Models 114
Least squares estimation for GARCH (1,1) model with heavy tailed errors 114
A Model Confidence Set approach to the combination of multivariate volatility forecasts 113
Combination of multivariate volatility forecasts 112
Deep learning for volatility forecasting in asset management 111
Multivariate bilinear GARCH models 111
A dynamic component model for forecasting high-dimensional realized covariance matrices 111
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 110
Combining Multivariate Volatility Models 108
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 103
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 103
Modelling leverage effects in financial time series by GARCH-BL models 102
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 101
Minimum distance estimation of GARCH models 100
Extended Realized GARCH Models 99
Computationally efficient inference procedures for vast dimensional realized covariance models 98
A component GARCH model with time varying weights 96
Heterogeneous component multiplicative error models for forecasting trading volumes 94
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 93
Recent advances in value at risk estimation 92
Funzione di produzione ed efficienza 92
Combining multiple frequencies in Realized GARCH models 92
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 91
Le caratteristiche della rilevazione e della popolazione 91
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 91
Decision Making: Un approccio interdisciplinare 90
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 87
Combination of multivariate volatility forecasts 86
Minimum Distance Estimation of GARCH(1,1) models 84
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 83
Multivariate modelling of asymmetries in volatility 82
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 82
Indagine Campionaria 82
Il profilo dei laureati dopo l’attuazione della riforma universitaria 81
Indagine Campionaria 80
Robust estimation of production frontiers 78
Non-linear Dynamics in the Industrial Production Index 78
Adaptive combinations of tail-risk forecasts 78
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 76
Measuring cross-country technological catch-up through variable-parameter FDH 76
A Component Multiplicative Error Model for Realized Volatility Measures 75
Il profilo dei laureati 74
Non-linear Dynamics in the Industrial Production Index 73
Multiple Measures Realized GARCH Models 71
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 69
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 69
Nonparametric expected shortfall forecasting incorporating weighted quantiles 69
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 69
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 66
A semi-parametric dynamic conditional correlation framework for risk forecasting 65
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 60
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 58
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 56
Forecasting Volatility and Tail Risk in Electricity Markets 45
Totale 14.182
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Categoria #
all - tutte 38.766
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 38.766
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021592 0 0 0 0 0 0 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
2025/20265.114 883 1.750 1.262 291 563 286 79 0 0 0 0 0
Totale 14.254