UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.455
AS - Asia 4.894
EU - Europa 2.816
SA - Sud America 287
AF - Africa 37
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 13.497
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Nazione #
US - Stati Uniti d'America 5.375
HK - Hong Kong 3.286
IT - Italia 1.508
SG - Singapore 622
CN - Cina 534
UA - Ucraina 357
RU - Federazione Russa 268
BR - Brasile 239
VN - Vietnam 208
DE - Germania 170
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 79
TR - Turchia 75
GB - Regno Unito 68
FR - Francia 59
CA - Canada 43
IN - India 42
KR - Corea 42
PL - Polonia 34
MX - Messico 27
AR - Argentina 17
NL - Olanda 16
ES - Italia 14
JP - Giappone 12
IQ - Iraq 11
BD - Bangladesh 10
CH - Svizzera 10
EC - Ecuador 10
ZA - Sudafrica 10
MY - Malesia 9
AT - Austria 7
ID - Indonesia 7
DZ - Algeria 6
MA - Marocco 6
UZ - Uzbekistan 6
PE - Perù 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
CO - Colombia 4
LT - Lituania 4
PT - Portogallo 4
SA - Arabia Saudita 4
EU - Europa 3
HU - Ungheria 3
IL - Israele 3
IR - Iran 3
LU - Lussemburgo 3
UY - Uruguay 3
BE - Belgio 2
BH - Bahrain 2
CL - Cile 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
EG - Egitto 2
GD - Grenada 2
LB - Libano 2
MR - Mauritania 2
OM - Oman 2
PK - Pakistan 2
PS - Palestinian Territory 2
TW - Taiwan 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AM - Armenia 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 13.497
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Città #
Hong Kong 3.277
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 359
Princeton 337
Woodbridge 303
Singapore 265
Salerno 251
Dallas 230
Ashburn 190
Dong Ket 141
Dublin 114
Beijing 105
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
Shenyang 30
Bologna 29
New York 26
Council Bluffs 25
Nanchang 25
Ho Chi Minh City 24
Warsaw 23
Naples 22
Norwalk 21
Santa Clara 21
Hebei 20
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Munich 17
Hanoi 16
Brooklyn 15
Columbus 15
London 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
Rio de Janeiro 8
Shanghai 8
Turku 8
Washington 8
Bari 7
Capaccio 7
Catania 7
Denver 7
Florence 7
Guangzhou 7
Phoenix 7
Poplar 7
Amsterdam 6
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
Querétaro 6
Sarno 6
Totale 9.872
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 889
Convexity, Productivity Change and the Economic Performance of Countries 813
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 572
Threshold Models for VaR Estimation 446
L'Analisi dei Flussi Turistici 256
L'ANALISI DEI CONSUMI 250
LA MISURA DELLA CAPACITA' PRODUTTIVA 242
Group Structured Volatility 239
Combining Value-at-Risk and Expected Shortfall measures 236
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 215
Forecasting comparison of long term component dynamic models for realized covariance matrices 196
Stastistical and methodological issues in short and medium term forecasting 192
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 182
Forecasting comparison of long term component dynamic models for realized covariance matrices 182
A Procedure for Detecting Outliers in Frontier Estimation 169
Group Structured Volatility 169
Classification of Financial Assets on the Basis of their Risk Profile 167
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 161
Analisi di alcune variabili critiche 157
Combining information at different frequencies in multivariate volatility prediction 152
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 148
Analisi Statistica dei Mercati Monetari e Finanziari 145
Computationally efficient inference procedures for vast dimensional realized covariance models 144
A GMM procedure for combining volatility forecasts 141
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 140
The International Comparisons of Productivity: A Variable-Parameter Approach 138
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 138
A LM Specification Test for GARCH-BL Models 137
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 137
Dynamic conditional correlation models for realized covariance matrices 136
A GARCH–type model with cross-sectional volatility clusters 136
BL-GARCH Models and Asymmetries in Volatility 134
A Threshold Model for the Rainfall-Flow Non-Linearity 134
A Dynamic Generalized Linear Model for Precipitation Forecasting 134
A Fast Procedure for Calibrating VaR Models 132
Dynamic component models for forecasting trading volumes 129
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 128
Modelling vast dimensional realized covariance matrices 124
Long term component dynamic models for realized covariance matrices 118
A State Space Framework for Forecasting Non-Stationary Economic Time Series 115
A Thick Modeling Approach to Multivariate Volatility Prediction 115
The CPV Model: a State Space Generalization of GARCH Processes 113
Flexible Realized GARCH models 113
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 112
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 111
Least squares estimation for GARCH (1,1) model with heavy tailed errors 110
Multivariate bilinear GARCH models 109
A component GARCH model with time varying weights 109
Fast Calibration Procedures for VaR Models 108
Combination of multivariate volatility forecasts 108
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 108
A dynamic component model for forecasting high-dimensional realized covariance matrices 106
Combining Multivariate Volatility Models 104
A Model Confidence Set approach to the combination of multivariate volatility forecasts 103
Deep learning for volatility forecasting in asset management 100
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 99
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 99
Modelling leverage effects in financial time series by GARCH-BL models 98
Minimum distance estimation of GARCH models 98
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 97
Computationally efficient inference procedures for vast dimensional realized covariance models 96
Extended Realized GARCH Models 95
Heterogeneous component multiplicative error models for forecasting trading volumes 92
A component GARCH model with time varying weights 90
Decision Making: Un approccio interdisciplinare 89
Recent advances in value at risk estimation 88
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 88
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 87
Le caratteristiche della rilevazione e della popolazione 86
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 85
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 84
Combination of multivariate volatility forecasts 82
Combining multiple frequencies in Realized GARCH models 82
Minimum Distance Estimation of GARCH(1,1) models 81
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 81
Funzione di produzione ed efficienza 80
Multivariate modelling of asymmetries in volatility 79
Indagine Campionaria 79
Indagine Campionaria 78
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 77
Il profilo dei laureati dopo l’attuazione della riforma universitaria 76
Non-linear Dynamics in the Industrial Production Index 74
Adaptive combinations of tail-risk forecasts 74
Measuring cross-country technological catch-up through variable-parameter FDH 73
Robust estimation of production frontiers 72
A Component Multiplicative Error Model for Realized Volatility Measures 72
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 69
Multiple Measures Realized GARCH Models 67
Il profilo dei laureati 67
Non-linear Dynamics in the Industrial Production Index 66
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 66
Nonparametric expected shortfall forecasting incorporating weighted quantiles 65
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 64
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 64
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 62
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 57
A semi-parametric dynamic conditional correlation framework for risk forecasting 56
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 53
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 52
Forecasting Volatility and Tail Risk in Electricity Markets 43
Totale 13.684
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Categoria #
all - tutte 37.555
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 37.555
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021757 0 0 0 0 125 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
2024/20251.283 91 31 34 53 75 115 265 114 130 34 195 146
2025/20264.608 883 1.750 1.262 291 422 0 0 0 0 0 0 0
Totale 13.748