IRIS
ROSSI, EDUARDO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 2.638
AS - Asia 1.659
EU - Europa 1.452
SA - Sud America 290
Continente sconosciuto - Info sul continente non disponibili 100
AF - Africa 93
OC - Oceania 3
Totale 6.235
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 2.519
CN - Cina 788
SG - Singapore 345
IE - Irlanda 298
IT - Italia 231
BR - Brasile 215
VN - Vietnam 185
UA - Ucraina 175
HK - Hong Kong 154
DE - Germania 148
RU - Federazione Russa 147
FI - Finlandia 127
FR - Francia 92
GB - Regno Unito 87
SE - Svezia 66
ZA - Sudafrica 66
CA - Canada 61
IN - India 50
AR - Argentina 28
TR - Turchia 28
BD - Bangladesh 23
NL - Olanda 17
BE - Belgio 16
EC - Ecuador 15
CO - Colombia 14
EU - Europa 14
CR - Costa Rica 13
MX - Messico 13
JP - Giappone 12
PK - Pakistan 11
PL - Polonia 10
ES - Italia 9
NI - Nicaragua 8
CL - Cile 7
IQ - Iraq 6
PH - Filippine 6
SA - Arabia Saudita 6
TN - Tunisia 6
DK - Danimarca 5
GT - Guatemala 5
ID - Indonesia 5
MA - Marocco 5
PT - Portogallo 5
PY - Paraguay 5
CW - ???statistics.table.value.countryCode.CW??? 4
EG - Egitto 4
HN - Honduras 4
IL - Israele 4
IR - Iran 4
TW - Taiwan 4
UZ - Uzbekistan 4
DO - Repubblica Dominicana 3
GP - Guadalupe 3
LU - Lussemburgo 3
MD - Moldavia 3
NP - Nepal 3
AE - Emirati Arabi Uniti 2
AU - Australia 2
AZ - Azerbaigian 2
BH - Bahrain 2
BY - Bielorussia 2
CG - Congo 2
CH - Svizzera 2
CI - Costa d'Avorio 2
CY - Cipro 2
JO - Giordania 2
LB - Libano 2
LV - Lettonia 2
LY - Libia 2
MY - Malesia 2
OM - Oman 2
PE - Perù 2
PR - Porto Rico 2
SC - Seychelles 2
SV - El Salvador 2
TT - Trinidad e Tobago 2
VE - Venezuela 2
AM - Armenia 1
AT - Austria 1
BO - Bolivia 1
CU - Cuba 1
DZ - Algeria 1
EE - Estonia 1
GA - Gabon 1
GE - Georgia 1
GR - Grecia 1
IS - Islanda 1
JM - Giamaica 1
KE - Kenya 1
KG - Kirghizistan 1
KW - Kuwait 1
MN - Mongolia 1
NZ - Nuova Zelanda 1
PA - Panama 1
RS - Serbia 1
SI - Slovenia 1
SK - Slovacchia (Repubblica Slovacca) 1
UY - Uruguay 1
ZW - Zimbabwe 1
Totale 6.153
Salva come PNG Salva come JPEG
Città #
Dublin 297
Chandler 291
San Jose 248
Jacksonville 207
Ashburn 200
Singapore 190
Nanjing 172
Hong Kong 150
Dallas 145
Beijing 125
Council Bluffs 116
Boardman 76
Milan 73
Nanchang 68
Ann Arbor 67
Wilmington 61
Johannesburg 60
Ho Chi Minh City 57
Princeton 54
Lawrence 52
Los Angeles 52
Hebei 48
Jiaxing 48
Shenyang 47
Lauterbourg 45
Hanoi 43
Santa Clara 43
Changsha 40
Pavia 36
Helsinki 34
Orem 32
Hangzhou 31
Shanghai 31
Redondo Beach 25
Medford 24
Tianjin 24
Woodbridge 24
Buffalo 22
Moscow 22
Toronto 22
New York 21
Frankfurt am Main 20
Munich 19
Istanbul 17
Brussels 16
Ottawa 16
San Francisco 15
Verona 15
São Paulo 14
The Dalles 14
Atlanta 13
Rome 13
Brooklyn 12
Haiphong 12
Chennai 11
Chicago 11
Turku 11
Tokyo 10
Charlotte 9
Houston 9
London 9
Montreal 9
San José 9
Secaucus 9
Amsterdam 8
Des Moines 8
Fairfield 8
Managua 8
Denver 7
Falkenstein 7
Modena 7
Rio de Janeiro 7
Seattle 7
Brasília 6
Columbus 6
Da Nang 6
Tappahannock 6
Warsaw 6
Berlin 5
Joinville 5
Kunming 5
Manchester 5
Miami 5
Naples 5
New Delhi 5
Ninh Bình 5
North Bergen 5
Phoenix 5
Queens 5
Xi'an 5
Zhengzhou 5
Ankara 4
Bari 4
Belo Horizonte 4
Can Tho 4
Detroit 4
Florence 4
Guangzhou 4
Las Vegas 4
Monza 4
Totale 3.914
Salva come PNG Salva come JPEG
Nome #
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio 186
Financial integration estimation with realized measures 172
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 156
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 151
Euro corporate bond risk factors 146
A no-arbitrage fractional cointegration model for futures and spot daily ranges 146
Estimating jumps in volatility using realized-range measures 138
Euro Corporate Bond Risk Factors. 138
Finite sample results of Range-based integrated volatility estimation 137
Artificial Regression Testing in the GARCH-in-mean model 134
Inference on factor structures in heterogeneous panels 134
Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri 132
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 131
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 130
Euro Corporate Bonds Risk Factors 129
GARCH models for commodity markets 129
A two-stage estimator for heterogeneous panel models with common factors 127
Chasing volatility: A persistent multiplicative error model with jumps 126
Long memory and tail dependence in trading volume and volatility 124
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 123
Reti neurali artificiali per l’analisi e la previsione di serie finanziarie 122
Estimation of Long Memory in Integrated Variance 121
Long memory and Periodicity in Intraday Volatility 121
Derivati. Teoria e applicazioni 120
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 119
Volatility Jumps and Their Economic Determinants 119
Univariate GARCH models: a Survey 118
Un modello GARCH multivariato per la volatilità dei tassi di cambio 115
Univariate GARCH models: A survey 114
Indirect inference with time series observed with error 114
Measures and drivers of financial integration in Europe 112
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 111
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 110
Long Memory and Tail dependence in Trading Volume and Volatility 110
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 109
Inference on Factor Structures in Heterogeneous Panels 109
Statistical inference for diffusion processes with discrete data: a survey 106
Hedging Interest Rates Risk with Multivariate GARCH 104
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 100
Independent Factor Autoregressive Conditional Density Model 96
Long Memory and Tail Dependence in Trading Volume and Volatility 95
Structural analysis with mixed-frequency data: A model of US capital flows 92
Testing for no factor structures: On the use of Hausman-type statistics 91
Long memory and tail dependence in trading volume and volatility 89
Long Memory in Integrated and Realized Variance 89
JRC Technical Reports 87
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows 86
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 85
Il mercato dei derivati over-the-counter 80
Monitoring Financial integration by using price-based indicators 80
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 78
Stima e previsione della curva dei rendimenti italiana con i GARCH multivariati 73
The role of uncertainty in forecasting volatility comovements across stock markets 50
SWITCHING REGIME INTEGER AUTOREGRESSIONS 43
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules 35
null 22
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 21
Totale 6.235
Salva come PNG Salva come JPEG
Categoria #
all - tutte 23.446
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 23.446
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022239 0 0 0 0 2 3 2 19 14 6 46 147
2022/2023844 89 69 9 71 97 78 0 38 346 9 21 17
2023/2024289 47 48 20 18 24 52 2 13 4 18 18 25
2024/2025751 9 72 21 28 31 34 53 27 198 12 86 180
2025/20262.027 113 261 192 218 186 84 318 164 169 140 54 128
2026/2027535 37 104 129 196 69 0 0 0 0 0 0 0
Totale 6.235