UniSa - IRIS Institutional Research Information System

STORTI, Giuseppe
 Distribuzione geografica
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Continente #
NA - Nord America 5.332
AS - Asia 4.546
EU - Europa 2.793
SA - Sud America 261
AF - Africa 32
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 12.972
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Nazione #
US - Stati Uniti d'America 5.266
HK - Hong Kong 3.284
IT - Italia 1.506
CN - Cina 483
SG - Singapore 387
UA - Ucraina 356
RU - Federazione Russa 268
BR - Brasile 220
VN - Vietnam 171
DE - Germania 169
IE - Irlanda 116
FI - Finlandia 86
SE - Svezia 78
TR - Turchia 72
GB - Regno Unito 60
FR - Francia 59
KR - Corea 42
CA - Canada 37
IN - India 34
PL - Polonia 31
MX - Messico 19
ES - Italia 13
NL - Olanda 13
AR - Argentina 11
CH - Svizzera 10
EC - Ecuador 10
IQ - Iraq 9
MY - Malesia 9
AT - Austria 7
BD - Bangladesh 7
ID - Indonesia 7
ZA - Sudafrica 7
DZ - Algeria 6
MA - Marocco 6
UZ - Uzbekistan 6
JP - Giappone 5
PE - Perù 5
PY - Paraguay 5
SN - Senegal 5
AU - Australia 4
PT - Portogallo 4
SA - Arabia Saudita 4
CO - Colombia 3
EU - Europa 3
HU - Ungheria 3
IL - Israele 3
IR - Iran 3
LU - Lussemburgo 3
UY - Uruguay 3
BE - Belgio 2
BH - Bahrain 2
CL - Cile 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
GD - Grenada 2
LB - Libano 2
MR - Mauritania 2
OM - Oman 2
PK - Pakistan 2
PS - Palestinian Territory 2
TW - Taiwan 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
BB - Barbados 1
CY - Cipro 1
DK - Danimarca 1
EG - Egitto 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
LT - Lituania 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 12.972
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Città #
Hong Kong 3.275
Ann Arbor 1.244
Chandler 543
Jacksonville 442
Wilmington 423
Houston 357
Princeton 337
Woodbridge 303
Salerno 251
Dallas 229
Singapore 182
Ashburn 164
Dong Ket 141
Dublin 114
Nanjing 94
Beijing 86
Andover 85
Caserta 78
Moscow 65
Rome 60
Izmir 57
Pellezzano 55
Boardman 46
Ercolano 36
Dearborn 34
Fairfield 34
Milan 34
Mestre 33
Changsha 31
São Paulo 31
Shenyang 30
Bologna 29
Los Angeles 28
Council Bluffs 25
Nanchang 25
Naples 22
Norwalk 21
Hebei 20
Warsaw 20
Asnières 18
Gragnano 18
Jiaxing 18
New York 18
Redwood City 18
Munich 17
Santa Clara 16
Columbus 15
Düsseldorf 14
Tianjin 14
Brooklyn 13
London 13
Seattle 13
The Dalles 13
Boston 12
Pune 12
Chicago 10
Mexico City 10
Napoli 10
Nocera Inferiore 10
Paris 10
Stockholm 10
Fisciano 9
Hanoi 9
Ottawa 9
San Martino Valle Caudina 9
Chennai 8
Curitiba 8
Ho Chi Minh City 8
Rio de Janeiro 8
Shanghai 8
Turku 8
Washington 8
Bari 7
Capaccio 7
Catania 7
Florence 7
Guangzhou 7
Messina 7
Ankara 6
Brasília 6
Cambridge 6
Jinan 6
Kuala Lumpur 6
Kunming 6
Lucca 6
Marigliano 6
Ottaviano 6
Pietrastornina 6
Portici 6
Sarno 6
Scafati 6
Secaucus 6
Dakar 5
Frattamaggiore 5
Gdansk 5
Legnago 5
Magenta 5
Marseille 5
Orem 5
Phoenix 5
Totale 9.644
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Nome #
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 882
Convexity, Productivity Change and the Economic Performance of Countries 805
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data 568
Threshold Models for VaR Estimation 445
L'ANALISI DEI CONSUMI 249
L'Analisi dei Flussi Turistici 249
LA MISURA DELLA CAPACITA' PRODUTTIVA 241
Group Structured Volatility 234
Combining Value-at-Risk and Expected Shortfall measures 228
Assimilazione di dati multi-sensore per la previsione a breve termine delle precipitazioni 206
Forecasting comparison of long term component dynamic models for realized covariance matrices 194
Stastistical and methodological issues in short and medium term forecasting 190
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 179
Forecasting comparison of long term component dynamic models for realized covariance matrices 179
A Procedure for Detecting Outliers in Frontier Estimation 157
Group Structured Volatility 157
Classification of Financial Assets on the Basis of their Risk Profile 156
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 151
Combining information at different frequencies in multivariate volatility prediction 150
Analisi di alcune variabili critiche 148
Computationally efficient inference procedures for vast dimensional realized covariance models 142
Analisi Statistica dei Mercati Monetari e Finanziari 139
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 139
The International Comparisons of Productivity: A Variable-Parameter Approach 137
A GMM procedure for combining volatility forecasts 136
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 135
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 134
Dynamic conditional correlation models for realized covariance matrices 133
A LM Specification Test for GARCH-BL Models 129
A Threshold Model for the Rainfall-Flow Non-Linearity 129
BL-GARCH Models and Asymmetries in Volatility 128
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 128
A GARCH–type model with cross-sectional volatility clusters 127
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 124
A Dynamic Generalized Linear Model for Precipitation Forecasting 124
Modelling vast dimensional realized covariance matrices 122
A Fast Procedure for Calibrating VaR Models 122
Dynamic component models for forecasting trading volumes 119
Long term component dynamic models for realized covariance matrices 115
A State Space Framework for Forecasting Non-Stationary Economic Time Series 112
A Thick Modeling Approach to Multivariate Volatility Prediction 112
Flexible Realized GARCH models 111
The CPV Model: a State Space Generalization of GARCH Processes 110
Multivariate bilinear GARCH models 108
Least squares estimation for GARCH (1,1) model with heavy tailed errors 108
Fast Calibration Procedures for VaR Models 107
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 106
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 106
A component GARCH model with time varying weights 105
Combination of multivariate volatility forecasts 105
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 104
A dynamic component model for forecasting high-dimensional realized covariance matrices 100
Combining Multivariate Volatility Models 99
Minimum distance estimation of GARCH models 97
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 97
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 95
Modelling leverage effects in financial time series by GARCH-BL models 94
Computationally efficient inference procedures for vast dimensional realized covariance models 94
A Model Confidence Set approach to the combination of multivariate volatility forecasts 94
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 89
Extended Realized GARCH Models 88
Recent advances in value at risk estimation 87
Deep learning for volatility forecasting in asset management 86
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 85
Le caratteristiche della rilevazione e della popolazione 84
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 83
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 82
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 81
A component GARCH model with time varying weights 80
Decision Making: Un approccio interdisciplinare 80
Heterogeneous component multiplicative error models for forecasting trading volumes 80
Minimum Distance Estimation of GARCH(1,1) models 79
Multivariate modelling of asymmetries in volatility 78
Combination of multivariate volatility forecasts 78
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models 75
Indagine Campionaria 75
Indagine Campionaria 75
Il profilo dei laureati dopo l’attuazione della riforma universitaria 74
Non-linear Dynamics in the Industrial Production Index 73
Funzione di produzione ed efficienza 72
Measuring cross-country technological catch-up through variable-parameter FDH 71
Robust estimation of production frontiers 71
Combining multiple frequencies in Realized GARCH models 71
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 69
Adaptive combinations of tail-risk forecasts 66
Il profilo dei laureati 65
Non-linear Dynamics in the Industrial Production Index 64
LIKELIHOOD INFERENCE IN BL-GARCH MODELS 64
Nonparametric expected shortfall forecasting incorporating weighted quantiles 63
A Component Multiplicative Error Model for Realized Volatility Measures 63
Multiple Measures Realized GARCH Models 62
Statistical and methodological issues in short and medium term forecasting (relazione invitata) 62
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 59
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques 58
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 54
Modelli Autoregressivi con Coefficienti Stocastici ed Effetti Asimmetrici nella Volatilità dei Rendimenti Azionari 51
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 49
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 47
A semi-parametric dynamic conditional correlation framework for risk forecasting 42
Forecasting Volatility and Tail Risk in Electricity Markets 34
Totale 13.163
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Categoria #
all - tutte 36.450
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 36.450
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021779 0 0 0 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
2025/20264.083 883 1.750 1.262 188 0 0 0 0 0 0 0 0
Totale 13.223