UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 4.847
EU - Europa 2.692
AS - Asia 1.103
SA - Sud America 191
AF - Africa 16
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 8.857
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Nazione #
US - Stati Uniti d'America 4.806
IT - Italia 1.465
CN - Cina 395
UA - Ucraina 352
SG - Singapore 330
RU - Federazione Russa 267
BR - Brasile 168
DE - Germania 168
VN - Vietnam 150
IE - Irlanda 115
FI - Finlandia 84
SE - Svezia 69
HK - Hong Kong 63
TR - Turchia 60
FR - Francia 53
GB - Regno Unito 46
KR - Corea 38
CA - Canada 26
PL - Polonia 22
IN - India 21
NL - Olanda 12
CH - Svizzera 10
MX - Messico 10
IQ - Iraq 9
AR - Argentina 8
MY - Malesia 8
ES - Italia 7
AT - Austria 6
UZ - Uzbekistan 6
DZ - Algeria 5
AU - Australia 4
BD - Bangladesh 4
EC - Ecuador 4
PE - Perù 4
SN - Senegal 4
EU - Europa 3
IL - Israele 3
IR - Iran 3
LU - Lussemburgo 3
PT - Portogallo 3
BE - Belgio 2
CO - Colombia 2
CZ - Repubblica Ceca 2
HU - Ungheria 2
ID - Indonesia 2
JP - Giappone 2
MA - Marocco 2
MR - Mauritania 2
OM - Oman 2
PS - Palestinian Territory 2
SA - Arabia Saudita 2
UY - Uruguay 2
VE - Venezuela 2
ZA - Sudafrica 2
AE - Emirati Arabi Uniti 1
BB - Barbados 1
DO - Repubblica Dominicana 1
GD - Grenada 1
GL - Groenlandia 1
HR - Croazia 1
KW - Kuwait 1
LT - Lituania 1
MK - Macedonia 1
NI - Nicaragua 1
NO - Norvegia 1
PK - Pakistan 1
PY - Paraguay 1
SC - Seychelles 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 8.857
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Città #
Ann Arbor 1.220
Chandler 538
Jacksonville 436
Wilmington 421
Houston 356
Princeton 334
Woodbridge 303
Salerno 248
Singapore 145
Dong Ket 141
Ashburn 133
Dublin 113
Nanjing 94
Andover 84
Beijing 78
Caserta 73
Moscow 64
Hong Kong 57
Rome 57
Izmir 55
Pellezzano 54
Boardman 45
Ercolano 36
Dearborn 33
Fairfield 33
Mestre 33
Milan 31
Changsha 30
Shenyang 30
Bologna 29
Nanchang 24
São Paulo 23
Naples 22
Norwalk 21
Hebei 20
Asnières 18
Gragnano 18
Jiaxing 17
Munich 17
Columbus 15
Redwood City 15
Düsseldorf 14
Tianjin 14
Dallas 12
Santa Clara 12
London 11
Pune 11
Seattle 11
The Dalles 11
Warsaw 11
Los Angeles 10
Napoli 10
Nocera Inferiore 10
Paris 10
Council Bluffs 9
Ottawa 9
San Martino Valle Caudina 9
Turku 8
Washington 8
Capaccio 7
Catania 7
Guangzhou 7
Shanghai 7
Bari 6
Boston 6
Brooklyn 6
Cambridge 6
Fisciano 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Messina 6
Ottaviano 6
Pietrastornina 6
Sarno 6
Scafati 6
Brasília 5
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
Caivano 4
Casoria 4
Cesena 4
Dakar 4
Totale 5.926
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Nome #
L'ANALISI DEI CONSUMI 246
LA MISURA DELLA CAPACITA' PRODUTTIVA 232
Group Structured Volatility 228
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 148
Combining information at different frequencies in multivariate volatility prediction 143
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 139
Analisi di alcune variabili critiche 137
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 122
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 116
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
Modelling vast dimensional realized covariance matrices 107
Flexible Realized GARCH models 107
A Procedure for Detecting Outliers in Frontier Estimation 106
The CPV Model: a State Space Generalization of GARCH Processes 106
Threshold Models for VaR Estimation 105
Multivariate bilinear GARCH models 104
The International Comparisons of Productivity: A Variable-Parameter Approach 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
A Thick Modeling Approach to Multivariate Volatility Prediction 102
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 100
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 99
A component GARCH model with time varying weights 99
Classification of Financial Assets on the Basis of their Risk Profile 99
Fast Calibration Procedures for VaR Models 98
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 96
Stastistical and methodological issues in short and medium term forecasting 95
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 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 87
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 83
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 79
Extended Realized GARCH Models 79
A Model Confidence Set approach to the combination of multivariate volatility forecasts 78
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
Le caratteristiche della rilevazione e della popolazione 74
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 74
Combination of multivariate volatility forecasts 73
Decision Making: Un approccio interdisciplinare 72
Indagine Campionaria 72
Combining Value-at-Risk and Expected Shortfall measures 72
Indagine Campionaria 71
Heterogeneous component multiplicative error models for forecasting trading volumes 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 67
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 67
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 62
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 60
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 55
Multiple Measures Realized GARCH Models 53
Nonparametric expected shortfall forecasting incorporating weighted quantiles 53
A Component Multiplicative Error Model for Realized Volatility Measures 52
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 49
Adaptive combinations of tail-risk forecasts 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 10
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 9
Totale 9.098
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Categoria #
all - tutte 27.573
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 27.573
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021952 24 86 81 22 122 39 85 36 151 19 115 172
2021/2022776 5 23 11 24 27 23 1 40 110 86 136 290
2022/20231.226 117 109 28 163 136 216 12 146 186 5 72 36
2023/2024466 62 59 27 21 32 85 27 36 3 13 18 83
2024/20251.271 91 30 34 52 75 114 265 112 129 33 192 144
2025/202666 66 0 0 0 0 0 0 0 0 0 0 0
Totale 9.100