UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 4.882
EU - Europa 2.709
AS - Asia 1.102
SA - Sud America 179
AF - Africa 16
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 8.896
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Nazione #
US - Stati Uniti d'America 4.844
IT - Italia 1.475
CN - Cina 403
UA - Ucraina 356
SG - Singapore 323
RU - Federazione Russa 268
DE - Germania 165
BR - Brasile 159
VN - Vietnam 148
IE - Irlanda 116
FI - Finlandia 85
SE - Svezia 72
HK - Hong Kong 64
TR - Turchia 63
FR - Francia 53
GB - Regno Unito 49
KR - Corea 39
CA - Canada 26
PL - Polonia 22
IN - India 19
NL - Olanda 11
CH - Svizzera 10
IQ - Iraq 8
MX - Messico 8
MY - Malesia 8
AR - Argentina 7
AT - Austria 6
UZ - Uzbekistan 6
DZ - Algeria 5
ES - Italia 5
AU - Australia 4
PE - Perù 4
SN - Senegal 4
BD - Bangladesh 3
EC - Ecuador 3
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
MA - Marocco 2
MR - Mauritania 2
OM - Oman 2
PS - Palestinian Territory 2
SA - Arabia Saudita 2
VE - Venezuela 2
ZA - Sudafrica 2
AE - Emirati Arabi Uniti 1
BB - Barbados 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GL - Groenlandia 1
HR - Croazia 1
JP - Giappone 1
KW - Kuwait 1
LT - Lituania 1
MK - Macedonia 1
NI - Nicaragua 1
NO - Norvegia 1
PY - Paraguay 1
SC - Seychelles 1
UY - Uruguay 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 8.896
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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
Singapore 138
Ashburn 132
Dublin 113
Nanjing 94
Andover 85
Beijing 81
Caserta 73
Moscow 65
Hong Kong 57
Izmir 57
Rome 57
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 31
Milan 31
Shenyang 30
Bologna 29
Nanchang 25
Naples 22
São Paulo 22
Norwalk 21
Hebei 20
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Munich 15
Düsseldorf 14
Tianjin 14
Dallas 12
Pune 12
Columbus 11
Santa Clara 11
Seattle 11
The Dalles 11
Warsaw 11
London 10
Napoli 10
Nocera Inferiore 10
Paris 10
Council Bluffs 9
Los Angeles 9
Ottawa 9
San Martino Valle Caudina 9
Shanghai 8
Turku 8
Washington 8
Capaccio 7
Catania 7
Guangzhou 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
Portici 6
Sarno 6
Scafati 6
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
Tashkent 5
Anzio 4
Baghdad 4
Belo Horizonte 4
Brasília 4
Caivano 4
Casoria 4
Cesena 4
Dakar 4
Totale 5.967
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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 188
Forecasting comparison of long term component dynamic models for realized covariance matrices 175
Convexity, Productivity Change and the Economic Performance of Countries 144
Combining information at different frequencies in multivariate volatility prediction 141
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 138
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
Dynamic conditional correlation models for realized covariance matrices 125
A GMM procedure for combining volatility forecasts 124
A Threshold Model for the Rainfall-Flow Non-Linearity 122
Analisi Statistica dei Mercati Monetari e Finanziari 120
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 120
BL-GARCH Models and Asymmetries in Volatility 118
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 116
A LM Specification Test for GARCH-BL Models 114
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 114
A Dynamic Generalized Linear Model for Precipitation Forecasting 113
Dynamic component models for forecasting trading volumes 112
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 110
Group Structured Volatility 109
A Fast Procedure for Calibrating VaR Models 108
A State Space Framework for Forecasting Non-Stationary Economic Time Series 107
Modelling vast dimensional realized covariance matrices 107
Flexible Realized GARCH models 107
The CPV Model: a State Space Generalization of GARCH Processes 106
Long term component dynamic models for realized covariance matrices 106
Threshold Models for VaR Estimation 105
Multivariate bilinear GARCH models 104
A Procedure for Detecting Outliers in Frontier Estimation 104
The International Comparisons of Productivity: A Variable-Parameter Approach 104
Least squares estimation for GARCH (1,1) model with heavy tailed errors 104
A Thick Modeling Approach to Multivariate Volatility Prediction 101
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 100
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 98
A component GARCH model with time varying weights 98
Classification of Financial Assets on the Basis of their Risk Profile 98
Fast Calibration Procedures for VaR Models 96
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 96
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
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 94
Stastistical and methodological issues in short and medium term forecasting 93
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 91
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 90
Modelling leverage effects in financial time series by GARCH-BL models 89
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 82
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
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
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 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
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 70
Robust estimation of production frontiers 69
Minimum Distance Estimation of GARCH(1,1) models 69
Il profilo dei laureati dopo l’attuazione della riforma universitaria 69
Measuring cross-country technological catch-up through variable-parameter FDH 68
Heterogeneous component multiplicative error models for forecasting trading volumes 68
A component GARCH model with time varying weights 67
Non-linear Dynamics in the Industrial Production Index 67
L'Analisi dei Flussi Turistici 65
Funzione di produzione ed efficienza 65
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 65
Combining multiple frequencies in Realized GARCH models 62
A GARCH–type model with cross-sectional volatility clusters 62
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 61
Il profilo dei laureati 61
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 59
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 58
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 54
Nonparametric expected shortfall forecasting incorporating weighted quantiles 53
Multiple Measures Realized GARCH Models 51
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 49
A Component Multiplicative Error Model for Realized Volatility Measures 49
Adaptive combinations of tail-risk forecasts 49
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 44
Deep learning for volatility forecasting in asset management 43
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 41
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 40
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 27
Forecasting Volatility and Tail Risk in Electricity Markets 27
Financial Time Series: Methods and Models 22
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 9
Totale 9.131
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Categoria #
all - tutte 27.452
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 27.452
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2024/20251.283 91 31 34 53 75 115 265 114 130 34 195 146
2025/20261 1 0 0 0 0 0 0 0 0 0 0 0
Totale 9.141