UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 6.260
AS - Asia 5.744
EU - Europa 3.049
SA - Sud America 418
AF - Africa 74
OC - Oceania 5
Continente sconosciuto - Info sul continente non disponibili 4
Totale 15.554
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Nazione #
US - Stati Uniti d'America 6.154
HK - Hong Kong 3.306
IT - Italia 1.548
SG - Singapore 1.023
CN - Cina 623
VN - Vietnam 382
UA - Ucraina 362
BR - Brasile 311
RU - Federazione Russa 274
DE - Germania 195
FR - Francia 158
IE - Irlanda 118
FI - Finlandia 92
GB - Regno Unito 87
TR - Turchia 84
SE - Svezia 82
IN - India 67
KR - Corea 59
CA - Canada 51
AR - Argentina 40
MX - Messico 39
PL - Polonia 37
BD - Bangladesh 28
IQ - Iraq 28
JP - Giappone 25
NL - Olanda 24
ZA - Sudafrica 20
ES - Italia 17
EC - Ecuador 15
CO - Colombia 13
DZ - Algeria 13
MY - Malesia 13
SA - Arabia Saudita 13
ID - Indonesia 12
UZ - Uzbekistan 12
VE - Venezuela 12
CH - Svizzera 11
MA - Marocco 11
PK - Pakistan 9
AT - Austria 8
CL - Cile 8
PE - Perù 8
PH - Filippine 8
JO - Giordania 7
PT - Portogallo 6
PY - Paraguay 6
AU - Australia 5
HU - Ungheria 5
SN - Senegal 5
TN - Tunisia 5
UY - Uruguay 5
ET - Etiopia 4
IL - Israele 4
LB - Libano 4
LT - Lituania 4
PS - Palestinian Territory 4
AZ - Azerbaigian 3
CZ - Repubblica Ceca 3
DO - Repubblica Dominicana 3
EG - Egitto 3
EU - Europa 3
GE - Georgia 3
IR - Iran 3
KZ - Kazakistan 3
LU - Lussemburgo 3
OM - Oman 3
TW - Taiwan 3
AE - Emirati Arabi Uniti 2
BE - Belgio 2
BH - Bahrain 2
CR - Costa Rica 2
CY - Cipro 2
GD - Grenada 2
HR - Croazia 2
JM - Giamaica 2
KE - Kenya 2
KW - Kuwait 2
MR - Mauritania 2
NG - Nigeria 2
PA - Panama 2
RO - Romania 2
SY - Repubblica araba siriana 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
CG - Congo 1
DK - Danimarca 1
GA - Gabon 1
GL - Groenlandia 1
GM - Gambi 1
GP - Guadalupe 1
GR - Grecia 1
LA - Repubblica Popolare Democratica del Laos 1
LY - Libia 1
MD - Moldavia 1
MK - Macedonia 1
NE - Niger 1
NI - Nicaragua 1
NO - Norvegia 1
NP - Nepal 1
Totale 15.545
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Città #
Hong Kong 3.296
Ann Arbor 1.244
Singapore 566
Chandler 543
Jacksonville 442
Wilmington 423
San Jose 396
Houston 360
Princeton 337
Woodbridge 303
Ashburn 278
Salerno 251
Dallas 230
Dong Ket 141
Council Bluffs 129
Dublin 116
Beijing 111
Nanjing 95
The Dalles 92
Lauterbourg 88
Ho Chi Minh City 87
Andover 85
Caserta 78
Moscow 67
Rome 65
Izmir 57
Pellezzano 55
Hanoi 54
Boardman 46
Naples 45
São Paulo 44
Los Angeles 43
Milan 37
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Santa Clara 33
Changsha 32
New York 32
Bologna 30
Shenyang 30
Nanchang 25
Tokyo 25
Warsaw 25
Frankfurt am Main 21
Norwalk 21
Hebei 20
Jiaxing 19
London 19
Asnières 18
Columbus 18
Gragnano 18
Orem 18
Redwood City 18
Brooklyn 17
Munich 17
Paris 17
Baghdad 15
Boston 15
Chennai 15
Chicago 15
Düsseldorf 15
Mexico City 15
Haiphong 14
Seattle 14
Stockholm 14
Tianjin 14
Amsterdam 12
Pune 12
Da Nang 11
Tashkent 11
Helsinki 10
Montreal 10
Napoli 10
Nocera Inferiore 10
Rio de Janeiro 10
San Martino Valle Caudina 10
Ankara 9
Curitiba 9
Fisciano 9
Johannesburg 9
Ottawa 9
Poplar 9
Toronto 9
Brasília 8
Denver 8
Guangzhou 8
Messina 8
Phoenix 8
Shanghai 8
Turku 8
Washington 8
Amman 7
Bari 7
Campinas 7
Capaccio 7
Catania 7
City of London 7
Florence 7
Totale 11.242
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 917
Convexity, Productivity Change and the Economic Performance of Countries 831
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 594
Threshold Models for VaR Estimation 466
L'Analisi dei Flussi Turistici 270
Combining Value-at-Risk and Expected Shortfall measures 267
L'ANALISI DEI CONSUMI 264
LA MISURA DELLA CAPACITA' PRODUTTIVA 256
Group Structured Volatility 252
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 245
Forecasting comparison of long term component dynamic models for realized covariance matrices 219
Stastistical and methodological issues in short and medium term forecasting 212
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 201
A Procedure for Detecting Outliers in Frontier Estimation 194
Classification of Financial Assets on the Basis of their Risk Profile 194
Forecasting comparison of long term component dynamic models for realized covariance matrices 194
Group Structured Volatility 187
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 182
Analisi di alcune variabili critiche 180
Combining information at different frequencies in multivariate volatility prediction 176
Analisi Statistica dei Mercati Monetari e Finanziari 172
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 163
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 163
Computationally efficient inference procedures for vast dimensional realized covariance models 163
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 163
A GMM procedure for combining volatility forecasts 162
A LM Specification Test for GARCH-BL Models 160
A Dynamic Generalized Linear Model for Precipitation Forecasting 159
BL-GARCH Models and Asymmetries in Volatility 158
The International Comparisons of Productivity: A Variable-Parameter Approach 158
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 157
Dynamic component models for forecasting trading volumes 155
A GARCH–type model with cross-sectional volatility clusters 155
A Threshold Model for the Rainfall-Flow Non-Linearity 154
Dynamic conditional correlation models for realized covariance matrices 150
A Fast Procedure for Calibrating VaR Models 150
Long term component dynamic models for realized covariance matrices 149
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 146
Modelling vast dimensional realized covariance matrices 141
Deep learning for volatility forecasting in asset management 137
A Thick Modeling Approach to Multivariate Volatility Prediction 137
A Model Confidence Set approach to the combination of multivariate volatility forecasts 137
A dynamic component model for forecasting high-dimensional realized covariance matrices 135
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 133
A State Space Framework for Forecasting Non-Stationary Economic Time Series 133
Least squares estimation for GARCH (1,1) model with heavy tailed errors 132
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 131
Fast Calibration Procedures for VaR Models 130
The CPV Model: a State Space Generalization of GARCH Processes 129
A component GARCH model with time varying weights 129
Combination of multivariate volatility forecasts 129
Combining Multivariate Volatility Models 127
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 124
Flexible Realized GARCH models 124
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 122
Multivariate bilinear GARCH models 119
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 119
Modelling leverage effects in financial time series by GARCH-BL models 116
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 115
Minimum distance estimation of GARCH models 111
Computationally efficient inference procedures for vast dimensional realized covariance models 108
Extended Realized GARCH Models 108
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 108
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 107
Funzione di produzione ed efficienza 107
A component GARCH model with time varying weights 106
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 105
Combination of multivariate volatility forecasts 105
Combining multiple frequencies in Realized GARCH models 105
Recent advances in value at risk estimation 104
Decision Making: Un approccio interdisciplinare 102
Heterogeneous component multiplicative error models for forecasting trading volumes 102
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 101
Le caratteristiche della rilevazione e della popolazione 101
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 101
Adaptive combinations of tail-risk forecasts 100
Multivariate modelling of asymmetries in volatility 97
Non-linear Dynamics in the Industrial Production Index 96
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 96
Il profilo dei laureati dopo l’attuazione della riforma universitaria 95
Indagine Campionaria 95
Multiple Measures Realized GARCH Models 94
Minimum Distance Estimation of GARCH(1,1) models 94
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 92
Indagine Campionaria 91
Measuring cross-country technological catch-up through variable-parameter FDH 90
Non-linear Dynamics in the Industrial Production Index 90
Il profilo dei laureati 90
Robust estimation of production frontiers 88
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 87
Nonparametric expected shortfall forecasting incorporating weighted quantiles 86
A semi-parametric dynamic conditional correlation framework for risk forecasting 84
A Component Multiplicative Error Model for Realized Volatility Measures 84
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 83
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 81
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 79
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 78
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 72
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 68
Forecasting Volatility and Tail Risk in Electricity Markets 60
Totale 15.688
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Categoria #
all - tutte 41.049
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 41.049
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021309 0 0 0 0 0 0 0 0 0 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
2025/20266.668 883 1.750 1.262 291 563 286 695 154 280 504 0 0
Totale 15.808