UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.519
AS - Asia 5.094
EU - Europa 2.833
SA - Sud America 301
AF - Africa 40
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 13.795
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Nazione #
US - Stati Uniti d'America 5.433
HK - Hong Kong 3.287
IT - Italia 1.513
SG - Singapore 777
CN - Cina 562
UA - Ucraina 357
RU - Federazione Russa 268
BR - Brasile 248
VN - Vietnam 215
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 20
NL - Olanda 17
ES - Italia 15
JP - Giappone 13
IQ - Iraq 12
BD - Bangladesh 11
ZA - Sudafrica 11
CH - Svizzera 10
EC - Ecuador 10
MY - Malesia 9
AT - Austria 7
DZ - Algeria 7
ID - Indonesia 7
MA - Marocco 7
PE - Perù 6
UZ - Uzbekistan 6
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
CO - Colombia 4
IL - Israele 4
LT - Lituania 4
PT - Portogallo 4
SA - Arabia Saudita 4
CL - Cile 3
EU - Europa 3
HU - Ungheria 3
IR - Iran 3
LU - Lussemburgo 3
PK - Pakistan 3
PS - Palestinian Territory 3
UY - Uruguay 3
BE - Belgio 2
BH - Bahrain 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
EG - Egitto 2
GD - Grenada 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
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 13.795
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Città #
Hong Kong 3.278
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Singapore 419
Houston 359
Princeton 337
Woodbridge 303
Salerno 251
Dallas 230
Ashburn 211
Dong Ket 141
Dublin 114
Beijing 107
Nanjing 95
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 32
Bologna 30
Shenyang 30
New York 29
Ho Chi Minh City 27
The Dalles 27
Council Bluffs 25
Nanchang 25
Warsaw 24
Naples 23
Santa Clara 22
Norwalk 21
Hebei 20
Jiaxing 19
Asnières 18
Gragnano 18
Redwood City 18
Hanoi 17
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
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
San Jose 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 10.097
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 894
Convexity, Productivity Change and the Economic Performance of Countries 817
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 574
Threshold Models for VaR Estimation 448
L'Analisi dei Flussi Turistici 258
L'ANALISI DEI CONSUMI 251
LA MISURA DELLA CAPACITA' PRODUTTIVA 243
Group Structured Volatility 241
Combining Value-at-Risk and Expected Shortfall measures 240
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 194
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 183
Forecasting comparison of long term component dynamic models for realized covariance matrices 182
A Procedure for Detecting Outliers in Frontier Estimation 175
Classification of Financial Assets on the Basis of their Risk Profile 173
Group Structured Volatility 173
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 166
Analisi di alcune variabili critiche 159
Combining information at different frequencies in multivariate volatility prediction 156
Analisi Statistica dei Mercati Monetari e Finanziari 150
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 150
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 142
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 142
BL-GARCH Models and Asymmetries in Volatility 139
The International Comparisons of Productivity: A Variable-Parameter Approach 139
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 139
A GARCH–type model with cross-sectional volatility clusters 139
A Dynamic Generalized Linear Model for Precipitation Forecasting 138
Dynamic conditional correlation models for realized covariance matrices 138
A Threshold Model for the Rainfall-Flow Non-Linearity 137
A Fast Procedure for Calibrating VaR Models 137
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 132
Dynamic component models for forecasting trading volumes 132
Modelling vast dimensional realized covariance matrices 124
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 117
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 117
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 115
The CPV Model: a State Space Generalization of GARCH Processes 114
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
Multivariate bilinear GARCH models 111
Combination of multivariate volatility forecasts 110
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 110
A dynamic component model for forecasting high-dimensional realized covariance matrices 110
Fast Calibration Procedures for VaR Models 109
Combining Multivariate Volatility Models 108
A Model Confidence Set approach to the combination of multivariate volatility forecasts 107
Deep learning for volatility forecasting in asset management 105
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 103
Modelling leverage effects in financial time series by GARCH-BL models 100
Minimum distance estimation of GARCH models 99
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 99
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 94
Heterogeneous component multiplicative error models for forecasting trading volumes 93
Recent advances in value at risk estimation 91
Funzione di produzione ed efficienza 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 89
Le caratteristiche della rilevazione e della popolazione 88
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 86
Combining multiple frequencies in Realized GARCH models 86
Combination of multivariate volatility forecasts 84
Minimum Distance Estimation of GARCH(1,1) models 83
Multivariate modelling of asymmetries in volatility 82
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 82
Indagine Campionaria 81
Indagine Campionaria 80
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 79
Il profilo dei laureati dopo l’attuazione della riforma universitaria 78
Adaptive combinations of tail-risk forecasts 77
Robust estimation of production frontiers 76
Measuring cross-country technological catch-up through variable-parameter FDH 75
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 74
Non-linear Dynamics in the Industrial Production Index 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
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
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 68
Nonparametric expected shortfall forecasting incorporating weighted quantiles 67
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 65
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 65
A semi-parametric dynamic conditional correlation framework for risk forecasting 61
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 59
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 55
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 55
Forecasting Volatility and Tail Risk in Electricity Markets 44
Totale 13.979
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Categoria #
all - tutte 38.327
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 38.327
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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
2025/20264.906 883 1.750 1.262 291 563 157 0 0 0 0 0 0
Totale 14.046