IRIS
ROSSI, EDUARDO
 Distribuzione geografica
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Continente #
NA - Nord America 2.188
AS - Asia 1.639
EU - Europa 1.384
SA - Sud America 283
AF - Africa 91
Continente sconosciuto - Info sul continente non disponibili 14
OC - Oceania 3
Totale 5.602
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Nazione #
US - Stati Uniti d'America 2.111
CN - Cina 781
SG - Singapore 341
IE - Irlanda 297
BR - Brasile 211
IT - Italia 191
VN - Vietnam 184
UA - Ucraina 174
HK - Hong Kong 151
RU - Federazione Russa 145
DE - Germania 141
FI - Finlandia 127
FR - Francia 90
GB - Regno Unito 80
SE - Svezia 66
ZA - Sudafrica 66
IN - India 50
CA - Canada 49
TR - Turchia 28
AR - Argentina 26
BD - Bangladesh 23
BE - Belgio 16
NL - Olanda 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 6
IQ - Iraq 6
PH - Filippine 6
SA - Arabia Saudita 6
TN - Tunisia 6
ID - Indonesia 5
MA - Marocco 5
NI - Nicaragua 5
PY - Paraguay 5
DK - Danimarca 4
EG - Egitto 4
PT - Portogallo 4
TW - Taiwan 4
UZ - Uzbekistan 4
DO - Repubblica Dominicana 3
LU - Lussemburgo 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
HN - Honduras 2
IR - Iran 2
JO - Giordania 2
LB - Libano 2
LV - Lettonia 2
LY - Libia 2
MD - Moldavia 2
MY - Malesia 2
OM - Oman 2
VE - Venezuela 2
AM - Armenia 1
AT - Austria 1
BO - Bolivia 1
CR - Costa Rica 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
PE - Perù 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 5.602
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Città #
Dublin 297
Chandler 291
San Jose 232
Jacksonville 207
Singapore 189
Nanjing 172
Ashburn 157
Hong Kong 147
Dallas 144
Beijing 124
Boardman 76
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 42
Changsha 40
Pavia 36
Santa Clara 36
Helsinki 34
Orem 32
Council Bluffs 31
Hangzhou 31
Shanghai 30
Redondo Beach 25
Medford 24
Tianjin 24
Woodbridge 24
Buffalo 22
Moscow 22
Toronto 22
New York 20
Munich 19
Istanbul 17
Brussels 16
Frankfurt am Main 16
Ottawa 16
San Francisco 15
Verona 15
São Paulo 14
The Dalles 14
Haiphong 12
Chennai 11
Turku 11
Tokyo 10
Houston 9
London 9
Secaucus 9
Amsterdam 8
Chicago 8
Des Moines 8
Falkenstein 7
Rio de Janeiro 7
Seattle 7
Atlanta 6
Brooklyn 6
Da Nang 6
Fairfield 6
Montreal 6
Rome 6
Tappahannock 6
Warsaw 6
Berlin 5
Brasília 5
Charlotte 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
Columbus 4
Denver 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 3.681
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Nome #
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio 172
Financial integration estimation with realized measures 167
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 146
A no-arbitrage fractional cointegration model for futures and spot daily ranges 139
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 136
Euro corporate bond risk factors 136
Euro Corporate Bond Risk Factors. 132
Estimating jumps in volatility using realized-range measures 128
Artificial Regression Testing in the GARCH-in-mean model 128
Finite sample results of Range-based integrated volatility estimation 127
GARCH models for commodity markets 125
Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri 124
Inference on factor structures in heterogeneous panels 124
Euro Corporate Bonds Risk Factors 120
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 120
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 118
Long memory and tail dependence in trading volume and volatility 118
Chasing volatility: A persistent multiplicative error model with jumps 117
A two-stage estimator for heterogeneous panel models with common factors 116
Reti neurali artificiali per l’analisi e la previsione di serie finanziarie 114
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 114
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 112
Derivati. Teoria e applicazioni 111
Estimation of Long Memory in Integrated Variance 110
Volatility Jumps and Their Economic Determinants 109
Un modello GARCH multivariato per la volatilità dei tassi di cambio 107
Univariate GARCH models: a Survey 105
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 102
Univariate GARCH models: A survey 102
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 102
Measures and drivers of financial integration in Europe 102
Inference on Factor Structures in Heterogeneous Panels 101
Statistical inference for diffusion processes with discrete data: a survey 100
Indirect inference with time series observed with error 99
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 99
Long memory and Periodicity in Intraday Volatility 98
Long Memory and Tail dependence in Trading Volume and Volatility 96
Hedging Interest Rates Risk with Multivariate GARCH 93
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 92
Independent Factor Autoregressive Conditional Density Model 87
Testing for no factor structures: On the use of Hausman-type statistics 83
Structural analysis with mixed-frequency data: A model of US capital flows 83
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows 81
Long Memory in Integrated and Realized Variance 80
JRC Technical Reports 80
Long Memory and Tail Dependence in Trading Volume and Volatility 76
Long memory and tail dependence in trading volume and volatility 75
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 74
Il mercato dei derivati over-the-counter 73
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 71
Monitoring Financial integration by using price-based indicators 69
Stima e previsione della curva dei rendimenti italiana con i GARCH multivariati 68
The role of uncertainty in forecasting volatility comovements across stock markets 43
SWITCHING REGIME INTEGER AUTOREGRESSIONS 29
null 22
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules 15
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 14
Totale 5.684
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Categoria #
all - tutte 20.607
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 20.607
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202112 0 0 0 0 0 0 0 0 0 0 0 12
2021/2022258 3 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
2025/20262.011 113 261 192 218 186 84 318 164 169 140 54 112
Totale 5.684