IRIS
ROSSI, EDUARDO
 Distribuzione geografica
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Continente #
NA - Nord America 2.283
AS - Asia 1.650
EU - Europa 1.401
SA - Sud America 287
Continente sconosciuto - Info sul continente non disponibili 96
AF - Africa 91
OC - Oceania 3
Totale 5.811
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Nazione #
US - Stati Uniti d'America 2.202
CN - Cina 787
SG - Singapore 344
IE - Irlanda 298
BR - Brasile 213
IT - Italia 199
VN - Vietnam 185
UA - Ucraina 174
HK - Hong Kong 152
DE - Germania 145
RU - Federazione Russa 145
FI - Finlandia 127
FR - Francia 90
GB - Regno Unito 80
SE - Svezia 66
ZA - Sudafrica 66
CA - Canada 51
IN - India 50
TR - Turchia 28
AR - Argentina 27
BD - Bangladesh 23
NL - Olanda 17
BE - Belgio 16
EC - Ecuador 15
CO - Colombia 14
EU - Europa 14
JP - Giappone 12
MX - Messico 12
PK - Pakistan 11
PL - Polonia 10
CL - Cile 7
ES - Italia 7
IQ - Iraq 6
PH - Filippine 6
SA - Arabia Saudita 6
TN - Tunisia 6
ID - Indonesia 5
MA - Marocco 5
NI - Nicaragua 5
PT - Portogallo 5
PY - Paraguay 5
DK - Danimarca 4
EG - Egitto 4
TW - Taiwan 4
UZ - Uzbekistan 4
DO - Repubblica Dominicana 3
HN - Honduras 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
CR - Costa Rica 2
CY - Cipro 2
IR - Iran 2
JO - Giordania 2
LB - Libano 2
LV - Lettonia 2
LY - Libia 2
MY - Malesia 2
OM - Oman 2
PE - Perù 2
VE - Venezuela 2
AM - Armenia 1
AT - Austria 1
BO - Bolivia 1
CU - Cuba 1
DZ - Algeria 1
GA - Gabon 1
GE - Georgia 1
GR - Grecia 1
GT - Guatemala 1
IL - Israele 1
IS - Islanda 1
KE - Kenya 1
KG - Kirghizistan 1
KW - Kuwait 1
MN - Mongolia 1
NZ - Nuova Zelanda 1
PA - Panama 1
PR - Porto Rico 1
RS - Serbia 1
SI - Slovenia 1
SK - Slovacchia (Repubblica Slovacca) 1
TT - Trinidad e Tobago 1
UY - Uruguay 1
ZW - Zimbabwe 1
Totale 5.729
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Città #
Dublin 297
Chandler 291
San Jose 233
Jacksonville 207
Singapore 190
Ashburn 174
Nanjing 172
Hong Kong 148
Dallas 144
Beijing 125
Boardman 76
Council Bluffs 74
Milan 69
Nanchang 68
Ann Arbor 67
Johannesburg 60
Wilmington 60
Ho Chi Minh City 57
Princeton 54
Lawrence 52
Hebei 48
Jiaxing 48
Los Angeles 47
Shenyang 47
Lauterbourg 45
Hanoi 43
Santa Clara 41
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
Haiphong 12
Chennai 11
Rome 11
Turku 11
Tokyo 10
Houston 9
London 9
Secaucus 9
Amsterdam 8
Chicago 8
Des Moines 8
Brooklyn 7
Falkenstein 7
Montreal 7
Rio de Janeiro 7
Seattle 7
Atlanta 6
Da Nang 6
Fairfield 6
Tappahannock 6
Warsaw 6
Berlin 5
Brasília 5
Charlotte 5
Columbus 5
Denver 5
Joinville 5
Kunming 5
Managua 5
Manchester 5
Modena 5
New Delhi 5
Ninh Bình 5
Xi'an 5
Zhengzhou 5
Ankara 4
Belo Horizonte 4
Can Tho 4
Guangzhou 4
Ningbo 4
Querétaro 4
Ribeirão Preto 4
Taizhou 4
Tashkent 4
Arouca 3
Auburn Hills 3
Bari 3
Basingstoke 3
Bexley 3
Campinas 3
Totale 3.766
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Nome #
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio 178
Financial integration estimation with realized measures 168
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 149
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 141
A no-arbitrage fractional cointegration model for futures and spot daily ranges 140
Euro corporate bond risk factors 139
Euro Corporate Bond Risk Factors. 134
Estimating jumps in volatility using realized-range measures 130
Finite sample results of Range-based integrated volatility estimation 130
Artificial Regression Testing in the GARCH-in-mean model 129
Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri 126
GARCH models for commodity markets 126
Inference on factor structures in heterogeneous panels 126
Euro Corporate Bonds Risk Factors 122
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 122
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 120
Chasing volatility: A persistent multiplicative error model with jumps 119
Long memory and tail dependence in trading volume and volatility 118
A two-stage estimator for heterogeneous panel models with common factors 118
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 115
Reti neurali artificiali per l’analisi e la previsione di serie finanziarie 114
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 113
Derivati. Teoria e applicazioni 112
Volatility Jumps and Their Economic Determinants 112
Estimation of Long Memory in Integrated Variance 111
Un modello GARCH multivariato per la volatilità dei tassi di cambio 109
Measures and drivers of financial integration in Europe 107
Univariate GARCH models: A survey 106
Univariate GARCH models: a Survey 106
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 105
Inference on Factor Structures in Heterogeneous Panels 104
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 104
Indirect inference with time series observed with error 103
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 102
Statistical inference for diffusion processes with discrete data: a survey 101
Long Memory and Tail dependence in Trading Volume and Volatility 101
Long memory and Periodicity in Intraday Volatility 101
Hedging Interest Rates Risk with Multivariate GARCH 95
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 93
Independent Factor Autoregressive Conditional Density Model 89
Structural analysis with mixed-frequency data: A model of US capital flows 86
Testing for no factor structures: On the use of Hausman-type statistics 84
Long Memory in Integrated and Realized Variance 82
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows 81
JRC Technical Reports 81
Long Memory and Tail Dependence in Trading Volume and Volatility 80
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 78
Long memory and tail dependence in trading volume and volatility 78
Il mercato dei derivati over-the-counter 75
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 75
Monitoring Financial integration by using price-based indicators 74
Stima e previsione della curva dei rendimenti italiana con i GARCH multivariati 69
The role of uncertainty in forecasting volatility comovements across stock markets 44
SWITCHING REGIME INTEGER AUTOREGRESSIONS 32
null 22
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules 18
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 14
Totale 5.811
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Categoria #
all - tutte 21.520
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 21.520
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022255 0 2 12 2 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
2026/2027111 37 74 0 0 0 0 0 0 0 0 0 0
Totale 5.811