IRIS
ROSSI, EDUARDO
 Distribuzione geografica
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Continente #
NA - Nord America 1.772
AS - Asia 1.336
EU - Europa 1.258
SA - Sud America 234
AF - Africa 20
Continente sconosciuto - Info sul continente non disponibili 14
OC - Oceania 2
Totale 4.636
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Nazione #
US - Stati Uniti d'America 1.713
CN - Cina 749
IE - Irlanda 295
SG - Singapore 260
BR - Brasile 186
IT - Italia 170
UA - Ucraina 170
RU - Federazione Russa 140
HK - Hong Kong 137
DE - Germania 132
FI - Finlandia 123
VN - Vietnam 95
GB - Regno Unito 71
SE - Svezia 62
CA - Canada 46
FR - Francia 44
TR - Turchia 27
AR - Argentina 21
IN - India 17
BE - Belgio 16
EU - Europa 14
EC - Ecuador 10
JP - Giappone 10
CO - Colombia 9
ZA - Sudafrica 9
PL - Polonia 8
BD - Bangladesh 7
PK - Pakistan 6
ES - Italia 5
MX - Messico 5
NL - Olanda 5
ID - Indonesia 4
PY - Paraguay 4
TW - Taiwan 4
EG - Egitto 3
IQ - Iraq 3
LU - Lussemburgo 3
MA - Marocco 3
PT - Portogallo 3
AU - Australia 2
CH - Svizzera 2
CL - Cile 2
CY - Cipro 2
DO - Repubblica Dominicana 2
HN - Honduras 2
JO - Giordania 2
NI - Nicaragua 2
NP - Nepal 2
TN - Tunisia 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AT - Austria 1
AZ - Azerbaigian 1
BH - Bahrain 1
BO - Bolivia 1
CR - Costa Rica 1
DK - Danimarca 1
GA - Gabon 1
GR - Grecia 1
IL - Israele 1
IR - Iran 1
IS - Islanda 1
KE - Kenya 1
KG - Kirghizistan 1
LB - Libano 1
LV - Lettonia 1
LY - Libia 1
MD - Moldavia 1
MY - Malesia 1
OM - Oman 1
PE - Perù 1
RS - Serbia 1
SA - Arabia Saudita 1
SI - Slovenia 1
SK - Slovacchia (Repubblica Slovacca) 1
TT - Trinidad e Tobago 1
Totale 4.636
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Città #
Dublin 295
Chandler 291
Jacksonville 207
Nanjing 172
Dallas 143
Hong Kong 134
Singapore 133
Beijing 118
Ashburn 112
Boardman 76
Nanchang 68
Ann Arbor 67
Milan 67
Wilmington 60
Princeton 54
Lawrence 52
Hebei 48
Jiaxing 48
Shenyang 47
Changsha 40
Los Angeles 40
Pavia 34
Hangzhou 31
Ho Chi Minh City 31
Helsinki 30
Shanghai 30
Santa Clara 27
Redondo Beach 25
Medford 24
Woodbridge 24
Tianjin 23
Buffalo 22
Toronto 22
Hanoi 20
Moscow 20
Munich 18
Istanbul 17
Brussels 16
Ottawa 15
Verona 15
The Dalles 14
New York 13
San Francisco 13
São Paulo 12
Frankfurt am Main 11
Turku 11
Council Bluffs 9
Secaucus 9
Des Moines 8
Houston 8
London 8
Tokyo 8
Chicago 7
Falkenstein 7
Seattle 7
Brooklyn 6
Fairfield 6
Montreal 6
Rome 6
Tappahannock 6
Berlin 5
Brasília 5
Chennai 5
Haiphong 5
Johannesburg 5
Joinville 5
Kunming 5
Modena 5
Rio de Janeiro 5
San Jose 5
Warsaw 5
Xi'an 5
Zhengzhou 5
Ankara 4
Can Tho 4
Columbus 4
Denver 4
Guangzhou 4
Ningbo 4
Orem 4
Querétaro 4
Taizhou 4
Arouca 3
Auburn Hills 3
Bari 3
Belo Horizonte 3
Bexley 3
Campinas 3
Cape Town 3
Charlotte 3
Elk Grove Village 3
Luxembourg 3
Marseille 3
Ninh Bình 3
Norwalk 3
Orange 3
Ribeirão Preto 3
Stockholm 3
Vigevano 3
West Jordan 3
Totale 3.046
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Nome #
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio 154
Financial integration estimation with realized measures 147
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 132
A no-arbitrage fractional cointegration model for futures and spot daily ranges 120
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 116
GARCH models for commodity markets 112
Euro Corporate Bond Risk Factors. 111
Euro corporate bond risk factors 111
Artificial Regression Testing in the GARCH-in-mean model 109
Estimating jumps in volatility using realized-range measures 107
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 105
Chasing volatility: A persistent multiplicative error model with jumps 105
Finite sample results of Range-based integrated volatility estimation 103
Long memory and tail dependence in trading volume and volatility 101
Inference on factor structures in heterogeneous panels 101
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 99
Euro Corporate Bonds Risk Factors 98
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 98
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 97
Derivati. Teoria e applicazioni 96
A two-stage estimator for heterogeneous panel models with common factors 96
Reti neurali artificiali per l’analisi e la previsione di serie finanziarie 95
Un modello GARCH multivariato per la volatilità dei tassi di cambio 94
Estimation of Long Memory in Integrated Variance 91
Univariate GARCH models: A survey 90
Volatility Jumps and Their Economic Determinants 90
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 89
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 88
Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri 86
Indirect inference with time series observed with error 86
Univariate GARCH models: a Survey 85
Statistical inference for diffusion processes with discrete data: a survey 83
Hedging Interest Rates Risk with Multivariate GARCH 83
Inference on Factor Structures in Heterogeneous Panels 83
Long memory and Periodicity in Intraday Volatility 82
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 79
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 76
Long Memory and Tail dependence in Trading Volume and Volatility 75
Independent Factor Autoregressive Conditional Density Model 74
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows 71
Long Memory in Integrated and Realized Variance 69
Long Memory and Tail Dependence in Trading Volume and Volatility 67
Measures and drivers of financial integration in Europe 66
Testing for no factor structures: On the use of Hausman-type statistics 66
JRC Technical Reports 65
Il mercato dei derivati over-the-counter 61
Long memory and tail dependence in trading volume and volatility 61
Monitoring Financial integration by using price-based indicators 60
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 58
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 57
Structural analysis with mixed-frequency data: A model of US capital flows 57
Stima e previsione della curva dei rendimenti italiana con i GARCH multivariati 56
The role of uncertainty in forecasting volatility comovements across stock markets 30
null 22
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 3
Totale 4.716
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Categoria #
all - tutte 18.108
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 18.108
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021223 0 0 0 0 0 41 2 56 24 46 42 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
2025/20261.043 113 261 192 218 186 73 0 0 0 0 0 0
Totale 4.716