UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 4.752
EU - Europa 2.653
AS - Asia 1.001
SA - Sud America 137
AF - Africa 16
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 8.567
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Nazione #
US - Stati Uniti d'America 4.723
IT - Italia 1.465
CN - Cina 390
UA - Ucraina 356
SG - Singapore 312
RU - Federazione Russa 267
DE - Germania 152
VN - Vietnam 146
BR - Brasile 120
IE - Irlanda 116
FI - Finlandia 77
SE - Svezia 68
TR - Turchia 60
FR - Francia 52
GB - Regno Unito 41
KR - Corea 30
CA - Canada 21
IN - India 16
PL - Polonia 16
HK - Hong Kong 15
NL - Olanda 11
CH - Svizzera 10
MY - Malesia 8
AR - Argentina 6
DZ - Algeria 5
IQ - Iraq 5
MX - Messico 5
AU - Australia 4
ES - Italia 4
PE - Perù 4
SN - Senegal 4
AT - Austria 3
EC - Ecuador 3
EU - Europa 3
IL - Israele 3
IR - Iran 3
LU - Lussemburgo 3
PT - Portogallo 3
UZ - Uzbekistan 3
BE - Belgio 2
CO - Colombia 2
HU - Ungheria 2
ID - Indonesia 2
MA - Marocco 2
MR - Mauritania 2
PS - Palestinian Territory 2
ZA - Sudafrica 2
AE - Emirati Arabi Uniti 1
BD - Bangladesh 1
CY - Cipro 1
CZ - Repubblica Ceca 1
DO - Repubblica Dominicana 1
GL - Groenlandia 1
HR - Croazia 1
KW - Kuwait 1
LT - Lituania 1
MK - Macedonia 1
NI - Nicaragua 1
NO - Norvegia 1
OM - Oman 1
SA - Arabia Saudita 1
SC - Seychelles 1
UY - Uruguay 1
VE - Venezuela 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 8.567
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Città #
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 356
Princeton 337
Woodbridge 303
Salerno 249
Dong Ket 141
Ashburn 129
Singapore 129
Dublin 113
Nanjing 94
Andover 85
Caserta 73
Beijing 70
Moscow 65
Izmir 57
Rome 56
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 31
Milan 30
Shenyang 30
Bologna 29
Nanchang 25
Norwalk 21
Hebei 20
Naples 20
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
São Paulo 17
Düsseldorf 14
Tianjin 14
Pune 12
Napoli 10
Nocera Inferiore 10
Paris 10
Dallas 9
Hong Kong 9
Ottawa 9
San Martino Valle Caudina 9
London 8
Seattle 8
Shanghai 8
Warsaw 8
Washington 8
Capaccio 7
Catania 7
Council Bluffs 7
Guangzhou 7
Santa Clara 7
Bari 6
Cambridge 6
Fisciano 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Messina 6
Ottaviano 6
Pietrastornina 6
Portici 6
Sarno 6
Scafati 6
Frattamaggiore 5
Legnago 5
Los Angeles 5
Magenta 5
Marseille 5
Pozzuoli 5
Rapolla 5
San Diego 5
Scandiano 5
Anzio 4
Caivano 4
Casoria 4
Cesena 4
Dakar 4
Falls Church 4
Florence 4
Grassano 4
Hangzhou 4
Hanoi 4
Helsinki 4
Indiana 4
Mountain View 4
Nerviano 4
Padova 4
Pavia 4
Rio de Janeiro 4
Sudbury 4
Trento 4
Totale 5.828
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Nome #
L'ANALISI DEI CONSUMI 245
LA MISURA DELLA CAPACITA' PRODUTTIVA 230
Group Structured Volatility 222
Forecasting comparison of long term component dynamic models for realized covariance matrices 186
Forecasting comparison of long term component dynamic models for realized covariance matrices 174
Combining information at different frequencies in multivariate volatility prediction 139
Convexity, Productivity Change and the Economic Performance of Countries 136
Computationally efficient inference procedures for vast dimensional realized covariance models 136
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 132
Analisi di alcune variabili critiche 132
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 127
Dynamic conditional correlation models for realized covariance matrices 124
A GMM procedure for combining volatility forecasts 123
A Threshold Model for the Rainfall-Flow Non-Linearity 118
BL-GARCH Models and Asymmetries in Volatility 115
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 114
Analisi Statistica dei Mercati Monetari e Finanziari 113
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 113
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 113
Dynamic component models for forecasting trading volumes 111
A LM Specification Test for GARCH-BL Models 110
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 108
A Dynamic Generalized Linear Model for Precipitation Forecasting 107
Flexible Realized GARCH models 106
A State Space Framework for Forecasting Non-Stationary Economic Time Series 105
The CPV Model: a State Space Generalization of GARCH Processes 104
Modelling vast dimensional realized covariance matrices 104
The International Comparisons of Productivity: A Variable-Parameter Approach 103
A Fast Procedure for Calibrating VaR Models 103
Group Structured Volatility 102
Multivariate bilinear GARCH models 101
Threshold Models for VaR Estimation 101
Long term component dynamic models for realized covariance matrices 101
A Procedure for Detecting Outliers in Frontier Estimation 100
Least squares estimation for GARCH (1,1) model with heavy tailed errors 100
A Thick Modeling Approach to Multivariate Volatility Prediction 98
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 98
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 96
A component GARCH model with time varying weights 95
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 95
Minimum distance estimation of GARCH models 94
Combination of multivariate volatility forecasts 93
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 92
A dynamic component model for forecasting high-dimensional realized covariance matrices 92
Fast Calibration Procedures for VaR Models 91
Stastistical and methodological issues in short and medium term forecasting 90
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 90
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 89
Modelling leverage effects in financial time series by GARCH-BL models 88
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 88
Classification of Financial Assets on the Basis of their Risk Profile 88
Computationally efficient inference procedures for vast dimensional realized covariance models 84
Recent advances in value at risk estimation 83
Combining Multivariate Volatility Models 80
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 80
Extended Realized GARCH Models 78
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 76
Multivariate modelling of asymmetries in volatility 74
Combination of multivariate volatility forecasts 72
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 71
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 70
Decision Making: Un approccio interdisciplinare 70
Indagine Campionaria 70
A Model Confidence Set approach to the combination of multivariate volatility forecasts 69
Combining Value-at-Risk and Expected Shortfall measures 69
Robust estimation of production frontiers 68
Minimum Distance Estimation of GARCH(1,1) models 68
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 68
Measuring cross-country technological catch-up through variable-parameter FDH 67
Le caratteristiche della rilevazione e della popolazione 67
Il profilo dei laureati dopo l’attuazione della riforma universitaria 67
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 67
A component GARCH model with time varying weights 66
Non-linear Dynamics in the Industrial Production Index 66
Indagine Campionaria 66
Heterogeneous component multiplicative error models for forecasting trading volumes 65
L'Analisi dei Flussi Turistici 62
Funzione di produzione ed efficienza 62
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 61
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 59
Il profilo dei laureati 59
Combining multiple frequencies in Realized GARCH models 59
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 58
Non-linear Dynamics in the Industrial Production Index 56
A GARCH–type model with cross-sectional volatility clusters 55
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 53
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 51
Nonparametric expected shortfall forecasting incorporating weighted quantiles 49
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 48
A Component Multiplicative Error Model for Realized Volatility Measures 48
Multiple Measures Realized GARCH Models 47
Adaptive combinations of tail-risk forecasts 44
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 41
Deep learning for volatility forecasting in asset management 40
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 37
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 36
Forecasting Volatility and Tail Risk in Electricity Markets 25
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 23
Financial Time Series: Methods and Models 20
Totale 8.809
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Categoria #
all - tutte 26.069
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 26.069
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020141 0 0 0 0 0 0 0 0 0 0 121 20
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
2024/2025952 91 31 34 53 75 115 265 114 130 34 10 0
Totale 8.809