Catalogo dei prodotti della ricerca

OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
AS - Asia 3.120
NA - Nord America 1.768
SA - Sud America 677
EU - Europa 542
AF - Africa 77
OC - Oceania 3
Continente sconosciuto - Info sul continente non disponibili 1
Totale 6.188
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Nazione #
US - Stati Uniti d'America 1.682
SG - Singapore 1.363
BR - Brasile 568
CN - Cina 448
VN - Vietnam 429
HK - Hong Kong 382
FR - Francia 170
IN - India 165
IT - Italia 164
JP - Giappone 91
DE - Germania 61
KR - Corea 49
BD - Bangladesh 43
AR - Argentina 41
MX - Messico 41
GB - Regno Unito 29
CA - Canada 26
IQ - Iraq 26
FI - Finlandia 22
EC - Ecuador 19
NL - Olanda 18
MA - Marocco 17
TR - Turchia 17
PK - Pakistan 16
ZA - Sudafrica 16
ID - Indonesia 14
UZ - Uzbekistan 14
CO - Colombia 13
RU - Federazione Russa 11
SE - Svezia 11
TN - Tunisia 10
VE - Venezuela 10
AE - Emirati Arabi Uniti 9
AT - Austria 9
PH - Filippine 8
PL - Polonia 8
PY - Paraguay 8
EG - Egitto 7
KE - Kenya 7
PE - Perù 7
CL - Cile 6
ES - Italia 6
SA - Arabia Saudita 6
UA - Ucraina 6
BE - Belgio 5
IE - Irlanda 5
MY - Malesia 5
CI - Costa d'Avorio 4
CR - Costa Rica 4
DZ - Algeria 4
JM - Giamaica 4
ME - Montenegro 4
OM - Oman 4
TW - Taiwan 4
AU - Australia 3
DO - Repubblica Dominicana 3
MO - Macao, regione amministrativa speciale della Cina 3
NG - Nigeria 3
NP - Nepal 3
PA - Panama 3
AM - Armenia 2
AO - Angola 2
AZ - Azerbaigian 2
BO - Bolivia 2
BY - Bielorussia 2
CY - Cipro 2
GE - Georgia 2
KZ - Kazakistan 2
PS - Palestinian Territory 2
UY - Uruguay 2
AL - Albania 1
BF - Burkina Faso 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BZ - Belize 1
CH - Svizzera 1
CW - ???statistics.table.value.countryCode.CW??? 1
CZ - Repubblica Ceca 1
ET - Etiopia 1
GA - Gabon 1
GR - Grecia 1
GT - Guatemala 1
GY - Guiana 1
HN - Honduras 1
HR - Croazia 1
IL - Israele 1
IR - Iran 1
JO - Giordania 1
KG - Kirghizistan 1
KN - Saint Kitts e Nevis 1
LB - Libano 1
LT - Lituania 1
LV - Lettonia 1
LY - Libia 1
MD - Moldavia 1
MK - Macedonia 1
ML - Mali 1
MN - Mongolia 1
MT - Malta 1
MU - Mauritius 1
Totale 6.184
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Città #
Singapore 709
San Jose 566
Hong Kong 371
Ashburn 179
Ho Chi Minh City 155
Lauterbourg 144
The Dalles 133
Hanoi 100
Tokyo 91
Los Angeles 85
Hefei 79
Redondo Beach 75
Buffalo 74
Beijing 53
Hillsboro 48
Seoul 47
São Paulo 39
Dallas 34
Cosenza 28
New York 27
Mexico City 23
Chicago 21
Orem 21
Da Nang 20
Frankfurt am Main 20
Haiphong 20
Santa Clara 20
Rio de Janeiro 16
Bengaluru 15
Boardman 15
Helsinki 14
Nuremberg 14
Tashkent 14
Guangzhou 13
Seattle 13
Brasília 12
Brooklyn 12
Denver 12
Rome 11
Tianjin 11
Biên Hòa 10
Munich 10
Casablanca 9
Curitiba 9
Quito 9
Toronto 9
Columbus 8
Hải Dương 8
Milan 8
Montreal 8
Phoenix 8
Shanghai 8
Stockholm 8
Sulaymaniyah 8
Tampa 8
Turku 8
Baghdad 7
Bắc Ninh 7
Campinas 7
Houston 7
Messina 7
Miano 7
Poplar 7
Salt Lake City 7
Thái Nguyên 7
Warsaw 7
Atlanta 6
Goiânia 6
Istanbul 6
Porto Alegre 6
Salvador 6
Tunis 6
Amsterdam 5
Belo Horizonte 5
Bến Tre 5
Catania 5
Chennai 5
Dublin 5
Erbil 5
Fortaleza 5
Guayaquil 5
Johannesburg 5
Mumbai 5
Paternò 5
Prato 5
Quảng Ngãi 5
Reggio Calabria 5
Thái Bình 5
Vienna 5
Wilmington 5
Abidjan 4
Ankara 4
Bogotá 4
Brussels 4
Cairo 4
Cape Town 4
Council Bluffs 4
Delhi 4
Fairfield 4
Hangzhou 4
Totale 3.726
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Nome #
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 92
HAR-based realized volatility clustering 83
Community mobility in the European regions during COVID-19 pandemic: A partitioning around medoids with noise cluster based on space–time autoregressive models 83
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 81
A vector multiplicative error model with spillover effects and co-movements 70
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 69
Asset allocation using flexible dynamic correlation models with regime switching 66
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 64
Recognizing and forecasting the sign of financial local trends using hidden Markov models 60
Clustering mutual funds by return and risk levels 59
Classification of volatility in presence of changes in model parameters 59
Adding flexibility to Markov Switching Models 58
A New Criterion for Time Interval Choice in Seasonal Adjustment 58
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence 57
Nonlinear HAR Models and Nonlinear Least Squares: Asymptotic Properties 56
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 56
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 55
A Test for Model Choice in Seasonal Adjustment 55
Modeling meaningful volatility events to classify monetary policy announcements 54
On classifying the effects of policy announcements on volatility 54
Realized Volatility and Change of Regimes 54
Realized Volatility and Change of Regimes 53
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 53
Classification of volatility in presence of changes in model parameters 53
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 53
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION 52
Realized Volatility Forecasting: Robustness to Measurement Errors 51
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 51
The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model 50
A GARCH-Volatility dependent DCC model 50
Classifying Italian Pension Funds via GARCH Distance 49
A GARCH-Volatility dependent DCC model 49
Classication of Volatility in Presence of TimeVarying Parameters 49
Clustering Heteroskedastic Time Series by Model-Based Procedures 48
Measuring the Effects of Unconventional Policies on Stock Market Volatility 48
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 47
Modeling the Dependence of Conditional Correlations on Volatility 47
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 46
A realistic model for official interest rate movements and their consequences 46
Reducing Bias of the Matching Estimator of Treatment Effect in a Nonexperimental Evaluation Procedure 46
Are monetary policy announcements related to volatility jumps? 46
The Markov Switching Asymmetric Multiplicative Error Model 46
Spatial Effects in Dynamic Conditional Correlations 46
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS 45
Models with Time-Varying Parameters for Realized Covariance 45
A Hidden Markov Model approach to classify and predict the sign of financial local trends 44
Forecasting the macro determinants of bank credit quality: a non-linear perspective 44
A Realistic Model for Official Interest Rates Movements and Their Consequences 44
Clustering heteroskedastic time series by model-based procedures 44
Measuring the Effect of Unconventional Policies on Stock Market Volatility 44
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 44
Financial Clustering in Presence of Dominant Markets 44
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 44
The Markov Switching Asymmetric Multiplicative Error Model 43
Long and short run dynamics in realized covariance matrices: a robust MIDAS approach 43
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 43
Clustering space-time series: FSTAR as a flexible STAR approach 43
Common features in volatilities: a new Multiplicative Error Model 43
Bias Reduction in a Matching Estimation of Treatment Effect 43
Analyzing the sign of financial local trends via Hidden Markov Models 42
Volatility clustering in the presence of time-varying model parameters 42
Asset allocation using dynamic conditional correlation models with Markov Switching 42
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 42
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 42
A Time Varying Hidden Markov Model with Latent Information 42
Unconventional policies effects on stock market volatility: The MAP approach 41
A Time Varying Hidden Markov Model with Latent Information 41
Frontiers in Time Series Analysis: Introduction 41
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 41
Statistics for Spatio-Temporal Modelling 41
Modeling the Dependence of Conditional Correlations on Volatility 40
REALIZED VOLATILITY AND CHANGES OF REGIME 40
Inflazione in Italia (1970-1996): non linearità, asimmetrie e cambiamenti di regime" 40
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 40
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 39
The Multi-Chain Markov Switching Model 39
Proceedings of the 1st International Workshop on Advanced Analytics and Learning on Temporal Data 39
Indirect estimation of Markov Swithing models with endogenous switching 39
Volatility transmissions across currencies and commodities with US uncertainty measures 39
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 39
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 39
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 38
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 38
A Hidden Markov Model approach to classify and predict the sign of financial local trends 38
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 38
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 38
Cycles in crime and economy: leading, lagging and coincident behaviors 38
Advanced Analysis and Learning on Temporal Data 38
A New Approach to Study the Volatility Transmission Across Markets 37
Indirect Estimation of Markov Switching Models with Endogenous Switching 37
Forecasting Realized Volatility with Changing Average Levels 37
Statistics for Spatio-Temporal Modelling 37
REALIZED VOLATILITY AND CHANGES OF REGIME 37
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 37
Does crime affect the economic growth? 37
The factorial asymmetric multiplicative error model: preliminary results 36
On using fuzzy clustering for detecting the number of states in Markov switching models 35
Financial clustering in presence of dominant markets 35
Modeling realized volatility subject to changes of regime 34
Volatility swings in the US financial markets 34
Totale 4.711
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Categoria #
all - tutte 15.900
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 266
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 16.166
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202220 0 0 4 1 1 3 1 2 0 1 5 2
2022/20237 1 3 0 0 0 1 1 0 1 0 0 0
2023/202410 1 1 0 0 1 3 0 1 0 3 0 0
2024/20251.650 0 0 0 1 1 1 361 63 227 324 145 527
2025/20264.875 423 379 441 506 323 401 643 370 721 380 220 68
Totale 6.562