UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 4.670
EU - Europa 2.253
AS - Asia 579
AF - Africa 9
OC - Oceania 4
SA - Sud America 4
Continente sconosciuto - Info sul continente non disponibili 3
Totale 7.522
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Nazione #
US - Stati Uniti d'America 4.650
IT - Italia 1.367
UA - Ucraina 355
CN - Cina 341
DE - Germania 148
VN - Vietnam 146
IE - Irlanda 116
FI - Finlandia 74
SE - Svezia 67
TR - Turchia 60
FR - Francia 48
GB - Regno Unito 38
CA - Canada 17
IN - India 12
RU - Federazione Russa 9
PL - Polonia 8
MY - Malesia 6
HK - Hong Kong 5
AU - Australia 4
BR - Brasile 4
ES - Italia 4
SN - Senegal 4
AT - Austria 3
EU - Europa 3
IL - Israele 3
LU - Lussemburgo 3
NL - Olanda 3
BE - Belgio 2
CH - Svizzera 2
DZ - Algeria 2
HU - Ungheria 2
IR - Iran 2
MR - Mauritania 2
MX - Messico 2
CY - Cipro 1
GL - Groenlandia 1
HR - Croazia 1
ID - Indonesia 1
LT - Lituania 1
NO - Norvegia 1
PT - Portogallo 1
SA - Arabia Saudita 1
SC - Seychelles 1
SG - Singapore 1
Totale 7.522
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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
Dublin 113
Ashburn 105
Nanjing 94
Andover 85
Caserta 73
Beijing 66
Izmir 57
Pellezzano 55
Rome 46
Boardman 42
Ercolano 36
Dearborn 34
Fairfield 34
Mestre 33
Changsha 31
Shenyang 30
Bologna 25
Nanchang 25
Norwalk 21
Hebei 20
Milan 19
Asnières 18
Gragnano 18
Jiaxing 18
Redwood City 18
Düsseldorf 14
Tianjin 14
Pune 12
Naples 11
Napoli 10
Nocera Inferiore 9
Ottawa 9
San Martino Valle Caudina 9
London 8
Paris 8
Seattle 8
Washington 8
Cambridge 6
Guangzhou 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Messina 6
Ottaviano 6
Pietrastornina 6
Portici 6
Sarno 6
Scafati 6
Catania 5
Fisciano 5
Legnago 5
Los Angeles 5
Magenta 5
Marseille 5
Pozzuoli 5
Rapolla 5
San Diego 5
Scandiano 5
Anzio 4
Caivano 4
Capaccio 4
Casoria 4
Cesena 4
Dakar 4
Falls Church 4
Florence 4
Grassano 4
Hanoi 4
Indiana 4
Mountain View 4
Nerviano 4
Sudbury 4
Bari 3
Capua 3
Cicciano 3
Dallas 3
Des Moines 3
Dormagen 3
Genova 3
Giugliano In Campania 3
Hangzhou 3
Konstanz 3
Lappeenranta 3
Marigliano 3
Melbourne 3
Nardò 3
Ningbo 3
Palermo 3
Renton 3
Rozzano 3
Totale 5.506
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Nome #
L'ANALISI DEI CONSUMI 236
LA MISURA DELLA CAPACITA' PRODUTTIVA 217
Group Structured Volatility 211
Forecasting comparison of long term component dynamic models for realized covariance matrices 179
Forecasting comparison of long term component dynamic models for realized covariance matrices 169
Combining information at different frequencies in multivariate volatility prediction 125
Computationally efficient inference procedures for vast dimensional realized covariance models 124
Analisi di alcune variabili critiche 120
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 118
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 117
Dynamic conditional correlation models for realized covariance matrices 115
A Threshold Model for the Rainfall-Flow Non-Linearity 108
A GMM procedure for combining volatility forecasts 108
BL-GARCH Models and Asymmetries in Volatility 105
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 105
Flexible Realized GARCH models 101
The CPV Model: a State Space Generalization of GARCH Processes 100
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 100
The International Comparisons of Productivity: A Variable-Parameter Approach 98
Threshold Models for VaR Estimation 98
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 97
Multivariate bilinear GARCH models 97
A LM Specification Test for GARCH-BL Models 97
Convexity, Productivity Change and the Economic Performance of Countries 97
Modelling vast dimensional realized covariance matrices 97
A State Space Framework for Forecasting Non-Stationary Economic Time Series 96
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 94
Long term component dynamic models for realized covariance matrices 94
Group Structured Volatility 94
Analisi Statistica dei Mercati Monetari e Finanziari 93
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 93
A Dynamic Generalized Linear Model for Precipitation Forecasting 92
Dynamic component models for forecasting trading volumes 92
Minimum distance estimation of GARCH models 89
A Thick Modeling Approach to Multivariate Volatility Prediction 88
Least squares estimation for GARCH (1,1) model with heavy tailed errors 88
A Procedure for Detecting Outliers in Frontier Estimation 87
A Fast Procedure for Calibrating VaR Models 87
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 87
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 86
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 85
A component GARCH model with time varying weights 85
Combination of multivariate volatility forecasts 85
Stastistical and methodological issues in short and medium term forecasting 84
Fast Calibration Procedures for VaR Models 84
Modelling leverage effects in financial time series by GARCH-BL models 83
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 83
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 82
A dynamic component model for forecasting high-dimensional realized covariance matrices 80
Computationally efficient inference procedures for vast dimensional realized covariance models 77
Recent advances in value at risk estimation 75
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 73
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 72
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 72
Combining Multivariate Volatility Models 71
Multivariate modelling of asymmetries in volatility 70
Classification of Financial Assets on the Basis of their Risk Profile 70
Extended Realized GARCH Models 70
Measuring cross-country technological catch-up through variable-parameter FDH 66
Robust estimation of production frontiers 65
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 65
Minimum Distance Estimation of GARCH(1,1) models 64
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 64
Il profilo dei laureati dopo l’attuazione della riforma universitaria 63
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 61
Non-linear Dynamics in the Industrial Production Index 61
Combination of multivariate volatility forecasts 61
Indagine Campionaria 61
Decision Making: Un approccio interdisciplinare 60
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 59
Le caratteristiche della rilevazione e della popolazione 58
Indagine Campionaria 58
Heterogeneous component multiplicative error models for forecasting trading volumes 58
A Model Confidence Set approach to the combination of multivariate volatility forecasts 57
A component GARCH model with time varying weights 56
Funzione di produzione ed efficienza 56
L'Analisi dei Flussi Turistici 55
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 53
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 51
Non-linear Dynamics in the Industrial Production Index 49
Il profilo dei laureati 49
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 47
Combining multiple frequencies in Realized GARCH models 44
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 43
A GARCH–type model with cross-sectional volatility clusters 41
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 41
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 40
A Component Multiplicative Error Model for Realized Volatility Measures 35
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 34
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 33
Nonparametric expected shortfall forecasting incorporating weighted quantiles 28
Adaptive combinations of tail-risk forecasts 26
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 19
Deep learning for volatility forecasting in asset management 19
Financial Time Series: Methods and Models 17
Forecasting Volatility and Tail Risk in Electricity Markets 15
Multiple Measures Realized GARCH Models 12
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach 12
Totale 7.756
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Categoria #
all - tutte 17.499
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 17.499
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019104 0 0 0 0 0 0 0 0 0 0 90 14
2019/2020941 251 6 82 16 84 27 102 28 115 89 121 20
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
2023/2024372 62 62 27 21 32 89 27 36 3 13 0 0
Totale 7.756