UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.545
AS - Asia 5.139
EU - Europa 2.836
SA - Sud America 308
AF - Africa 44
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 13.880
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Nazione #
US - Stati Uniti d'America 5.458
HK - Hong Kong 3.287
IT - Italia 1.515
SG - Singapore 797
CN - Cina 568
UA - Ucraina 357
RU - Federazione Russa 268
BR - Brasile 252
VN - Vietnam 232
DE - Germania 171
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 81
TR - Turchia 77
GB - Regno Unito 74
FR - Francia 59
CA - Canada 46
IN - India 42
KR - Corea 42
PL - Polonia 35
MX - Messico 30
AR - Argentina 21
NL - Olanda 17
ES - Italia 15
JP - Giappone 13
IQ - Iraq 12
BD - Bangladesh 11
ZA - Sudafrica 11
CH - Svizzera 10
EC - Ecuador 10
MA - Marocco 10
MY - Malesia 9
AT - Austria 7
DZ - Algeria 7
ID - Indonesia 7
PE - Perù 6
UZ - Uzbekistan 6
CO - Colombia 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
HU - Ungheria 4
IL - Israele 4
LT - Lituania 4
PT - Portogallo 4
SA - Arabia Saudita 4
UY - Uruguay 4
CL - Cile 3
EG - Egitto 3
EU - Europa 3
IR - Iran 3
LU - Lussemburgo 3
PK - Pakistan 3
PS - Palestinian Territory 3
BE - Belgio 2
BH - Bahrain 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
GD - Grenada 2
GE - Georgia 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
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
HR - Croazia 1
JM - Giamaica 1
JO - Giordania 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
PA - Panama 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 13.880
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Città #
Hong Kong 3.278
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Singapore 437
Wilmington 423
Houston 359
Princeton 337
Woodbridge 303
Salerno 251
Dallas 230
Ashburn 223
Dong Ket 141
Dublin 114
Beijing 107
Nanjing 95
Andover 85
Caserta 78
Moscow 65
Rome 62
Izmir 57
Pellezzano 55
Boardman 46
São Paulo 37
Ercolano 36
The Dalles 36
Dearborn 34
Fairfield 34
Milan 34
Ho Chi Minh City 33
Los Angeles 33
Mestre 33
Changsha 32
Bologna 30
Shenyang 30
New York 29
Council Bluffs 25
Nanchang 25
Warsaw 24
Naples 23
Santa Clara 22
Norwalk 21
Hebei 20
Hanoi 19
Jiaxing 19
Asnières 18
Gragnano 18
Redwood City 18
Munich 17
London 16
Brooklyn 15
Columbus 15
Boston 14
Düsseldorf 14
Mexico City 14
Seattle 14
Tianjin 14
Chennai 13
Chicago 13
Stockholm 13
Tokyo 13
Pune 12
San Jose 12
Orem 11
Napoli 10
Nocera Inferiore 10
Paris 10
Ankara 9
Fisciano 9
Montreal 9
Ottawa 9
Poplar 9
San Martino Valle Caudina 9
Curitiba 8
Denver 8
Guangzhou 8
Messina 8
Phoenix 8
Rio de Janeiro 8
Shanghai 8
Toronto 8
Turku 8
Washington 8
Amsterdam 7
Bari 7
Campinas 7
Capaccio 7
Catania 7
Florence 7
Querétaro 7
Baghdad 6
Brasília 6
Cambridge 6
Jinan 6
Johannesburg 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Ottaviano 6
Totale 10.151
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 896
Convexity, Productivity Change and the Economic Performance of Countries 818
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 577
Threshold Models for VaR Estimation 449
L'Analisi dei Flussi Turistici 258
L'ANALISI DEI CONSUMI 252
LA MISURA DELLA CAPACITA' PRODUTTIVA 243
Combining Value-at-Risk and Expected Shortfall measures 243
Group Structured Volatility 241
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 219
Forecasting comparison of long term component dynamic models for realized covariance matrices 197
Stastistical and methodological issues in short and medium term forecasting 195
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 184
Forecasting comparison of long term component dynamic models for realized covariance matrices 183
A Procedure for Detecting Outliers in Frontier Estimation 177
Classification of Financial Assets on the Basis of their Risk Profile 176
Group Structured Volatility 174
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 166
Analisi di alcune variabili critiche 161
Combining information at different frequencies in multivariate volatility prediction 158
Analisi Statistica dei Mercati Monetari e Finanziari 151
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 151
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 147
Computationally efficient inference procedures for vast dimensional realized covariance models 146
A GMM procedure for combining volatility forecasts 145
A LM Specification Test for GARCH-BL Models 143
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 142
A Dynamic Generalized Linear Model for Precipitation Forecasting 140
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 140
A GARCH–type model with cross-sectional volatility clusters 140
BL-GARCH Models and Asymmetries in Volatility 139
The International Comparisons of Productivity: A Variable-Parameter Approach 139
Dynamic conditional correlation models for realized covariance matrices 139
A Threshold Model for the Rainfall-Flow Non-Linearity 137
A Fast Procedure for Calibrating VaR Models 137
Dynamic component models for forecasting trading volumes 133
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 132
Modelling vast dimensional realized covariance matrices 127
Long term component dynamic models for realized covariance matrices 123
A Thick Modeling Approach to Multivariate Volatility Prediction 120
A State Space Framework for Forecasting Non-Stationary Economic Time Series 118
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 117
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 117
The CPV Model: a State Space Generalization of GARCH Processes 115
A component GARCH model with time varying weights 114
Least squares estimation for GARCH (1,1) model with heavy tailed errors 114
Flexible Realized GARCH models 114
Combination of multivariate volatility forecasts 112
Multivariate bilinear GARCH models 111
Fast Calibration Procedures for VaR Models 111
A dynamic component model for forecasting high-dimensional realized covariance matrices 111
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 110
Deep learning for volatility forecasting in asset management 109
A Model Confidence Set approach to the combination of multivariate volatility forecasts 109
Combining Multivariate Volatility Models 108
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 103
Modelling leverage effects in financial time series by GARCH-BL models 102
Minimum distance estimation of GARCH models 100
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 100
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 99
Computationally efficient inference procedures for vast dimensional realized covariance models 98
Extended Realized GARCH Models 98
A component GARCH model with time varying weights 95
Heterogeneous component multiplicative error models for forecasting trading volumes 93
Funzione di produzione ed efficienza 92
Recent advances in value at risk estimation 91
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 90
Decision Making: Un approccio interdisciplinare 90
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 90
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 90
Combining multiple frequencies in Realized GARCH models 89
Le caratteristiche della rilevazione e della popolazione 88
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 86
Combination of multivariate volatility forecasts 85
Minimum Distance Estimation of GARCH(1,1) models 84
Multivariate modelling of asymmetries in volatility 82
Indagine Campionaria 82
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 82
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 81
Il profilo dei laureati dopo l’attuazione della riforma universitaria 81
Indagine Campionaria 80
Robust estimation of production frontiers 78
Adaptive combinations of tail-risk forecasts 77
Measuring cross-country technological catch-up through variable-parameter FDH 76
Non-linear Dynamics in the Industrial Production Index 76
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 74
A Component Multiplicative Error Model for Realized Volatility Measures 74
Il profilo dei laureati 72
Non-linear Dynamics in the Industrial Production Index 71
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 69
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 69
Multiple Measures Realized GARCH Models 68
Nonparametric expected shortfall forecasting incorporating weighted quantiles 68
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 67
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 66
A semi-parametric dynamic conditional correlation framework for risk forecasting 63
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 59
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 56
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 56
Forecasting Volatility and Tail Risk in Electricity Markets 44
Totale 14.062
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Categoria #
all - tutte 38.547
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 38.547
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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
2025/20264.991 883 1.750 1.262 291 563 242 0 0 0 0 0 0
Totale 14.131