UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.470
AS - Asia 5.022
EU - Europa 2.822
SA - Sud America 293
AF - Africa 39
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 13.654
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Nazione #
US - Stati Uniti d'America 5.388
HK - Hong Kong 3.286
IT - Italia 1.510
SG - Singapore 725
CN - Cina 554
UA - Ucraina 357
RU - Federazione Russa 268
BR - Brasile 242
VN - Vietnam 208
DE - Germania 171
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 79
TR - Turchia 75
GB - Regno Unito 70
FR - Francia 59
CA - Canada 43
IN - India 42
KR - Corea 42
PL - Polonia 34
MX - Messico 29
AR - Argentina 19
NL - Olanda 17
ES - Italia 14
IQ - Iraq 12
JP - Giappone 12
ZA - Sudafrica 11
BD - Bangladesh 10
CH - Svizzera 10
EC - Ecuador 10
MY - Malesia 9
AT - Austria 7
ID - Indonesia 7
MA - Marocco 7
DZ - Algeria 6
UZ - Uzbekistan 6
PE - Perù 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
CO - Colombia 4
IL - Israele 4
LT - Lituania 4
PT - Portogallo 4
SA - Arabia Saudita 4
CL - Cile 3
EU - Europa 3
HU - Ungheria 3
IR - Iran 3
LU - Lussemburgo 3
PK - Pakistan 3
PS - Palestinian Territory 3
UY - Uruguay 3
BE - Belgio 2
BH - Bahrain 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
EG - Egitto 2
GD - Grenada 2
LB - Libano 2
MR - Mauritania 2
OM - Oman 2
TW - Taiwan 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AZ - Azerbaigian 1
BB - Barbados 1
CY - Cipro 1
DK - Danimarca 1
GA - Gabon 1
GE - Georgia 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 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
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 13.654
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Città #
Hong Kong 3.277
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Singapore 367
Houston 359
Princeton 337
Woodbridge 303
Salerno 251
Dallas 230
Ashburn 198
Dong Ket 141
Dublin 114
Beijing 107
Nanjing 94
Andover 85
Caserta 78
Moscow 65
Rome 60
Izmir 57
Pellezzano 55
Boardman 46
Ercolano 36
São Paulo 36
Dearborn 34
Fairfield 34
Milan 34
Los Angeles 33
Mestre 33
Changsha 31
Bologna 30
Shenyang 30
New York 26
Council Bluffs 25
Nanchang 25
Ho Chi Minh City 24
Naples 23
Warsaw 23
Norwalk 21
Santa Clara 21
Hebei 20
Jiaxing 19
Asnières 18
Gragnano 18
Redwood City 18
Munich 17
Hanoi 16
London 16
Brooklyn 15
Columbus 15
Boston 14
Düsseldorf 14
Seattle 14
Tianjin 14
Chennai 13
Chicago 13
Mexico City 13
The Dalles 13
Pune 12
Tokyo 12
Stockholm 11
Napoli 10
Nocera Inferiore 10
Orem 10
Paris 10
Ankara 9
Fisciano 9
Ottawa 9
San Martino Valle Caudina 9
Curitiba 8
Messina 8
Montreal 8
Phoenix 8
Poplar 8
Rio de Janeiro 8
Shanghai 8
Turku 8
Washington 8
Amsterdam 7
Bari 7
Campinas 7
Capaccio 7
Catania 7
Denver 7
Florence 7
Guangzhou 7
Querétaro 7
Baghdad 6
Brasília 6
Cambridge 6
Jinan 6
Johannesburg 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Ottaviano 6
Pietrastornina 6
Portici 6
Totale 9.993
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 890
Convexity, Productivity Change and the Economic Performance of Countries 815
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 572
Threshold Models for VaR Estimation 448
L'Analisi dei Flussi Turistici 257
L'ANALISI DEI CONSUMI 251
LA MISURA DELLA CAPACITA' PRODUTTIVA 243
Group Structured Volatility 239
Combining Value-at-Risk and Expected Shortfall measures 239
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 218
Forecasting comparison of long term component dynamic models for realized covariance matrices 196
Stastistical and methodological issues in short and medium term forecasting 194
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 183
Forecasting comparison of long term component dynamic models for realized covariance matrices 182
A Procedure for Detecting Outliers in Frontier Estimation 173
Group Structured Volatility 171
Classification of Financial Assets on the Basis of their Risk Profile 169
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 163
Analisi di alcune variabili critiche 157
Combining information at different frequencies in multivariate volatility prediction 154
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 148
Analisi Statistica dei Mercati Monetari e Finanziari 147
Computationally efficient inference procedures for vast dimensional realized covariance models 145
A GMM procedure for combining volatility forecasts 144
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 141
A LM Specification Test for GARCH-BL Models 140
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 139
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 139
The International Comparisons of Productivity: A Variable-Parameter Approach 138
Dynamic conditional correlation models for realized covariance matrices 138
BL-GARCH Models and Asymmetries in Volatility 137
A Threshold Model for the Rainfall-Flow Non-Linearity 136
A Dynamic Generalized Linear Model for Precipitation Forecasting 136
A GARCH–type model with cross-sectional volatility clusters 136
A Fast Procedure for Calibrating VaR Models 134
Dynamic component models for forecasting trading volumes 132
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 131
Modelling vast dimensional realized covariance matrices 124
Long term component dynamic models for realized covariance matrices 121
A Thick Modeling Approach to Multivariate Volatility Prediction 119
A State Space Framework for Forecasting Non-Stationary Economic Time Series 117
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 115
The CPV Model: a State Space Generalization of GARCH Processes 114
Flexible Realized GARCH models 114
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 112
A component GARCH model with time varying weights 112
Multivariate bilinear GARCH models 111
Least squares estimation for GARCH (1,1) model with heavy tailed errors 111
Fast Calibration Procedures for VaR Models 109
Combination of multivariate volatility forecasts 109
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 109
A dynamic component model for forecasting high-dimensional realized covariance matrices 109
Combining Multivariate Volatility Models 106
A Model Confidence Set approach to the combination of multivariate volatility forecasts 104
Deep learning for volatility forecasting in asset management 101
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 100
Modelling leverage effects in financial time series by GARCH-BL models 99
Minimum distance estimation of GARCH models 99
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 99
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 99
Computationally efficient inference procedures for vast dimensional realized covariance models 97
Extended Realized GARCH Models 95
Heterogeneous component multiplicative error models for forecasting trading volumes 93
A component GARCH model with time varying weights 91
Recent advances in value at risk estimation 90
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 89
Decision Making: Un approccio interdisciplinare 89
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 88
Le caratteristiche della rilevazione e della popolazione 87
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 86
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 85
Combining multiple frequencies in Realized GARCH models 85
Combination of multivariate volatility forecasts 84
Minimum Distance Estimation of GARCH(1,1) models 82
Funzione di produzione ed efficienza 82
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 82
Multivariate modelling of asymmetries in volatility 81
Indagine Campionaria 81
Indagine Campionaria 79
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 78
Il profilo dei laureati dopo l’attuazione della riforma universitaria 78
Adaptive combinations of tail-risk forecasts 76
Robust estimation of production frontiers 75
Measuring cross-country technological catch-up through variable-parameter FDH 74
Non-linear Dynamics in the Industrial Production Index 74
A Component Multiplicative Error Model for Realized Volatility Measures 73
Non-linear Dynamics in the Industrial Production Index 71
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 70
Il profilo dei laureati 69
Multiple Measures Realized GARCH Models 68
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 68
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 67
Nonparametric expected shortfall forecasting incorporating weighted quantiles 67
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 65
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 65
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 58
A semi-parametric dynamic conditional correlation framework for risk forecasting 56
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 55
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 54
Forecasting Volatility and Tail Risk in Electricity Markets 44
Totale 13.839
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Categoria #
all - tutte 37.908
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 37.908
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021632 0 0 0 0 0 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
2025/20264.765 883 1.750 1.262 291 563 16 0 0 0 0 0 0
Totale 13.905