IRIS
ROSSI, EDUARDO
 Distribuzione geografica
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Continente #
NA - Nord America 2.020
AS - Asia 1.589
EU - Europa 1.360
SA - Sud America 264
AF - Africa 90
Continente sconosciuto - Info sul continente non disponibili 14
OC - Oceania 3
Totale 5.340
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Nazione #
US - Stati Uniti d'America 1.946
CN - Cina 768
SG - Singapore 332
IE - Irlanda 295
BR - Brasile 196
IT - Italia 176
UA - Ucraina 174
VN - Vietnam 172
HK - Hong Kong 146
RU - Federazione Russa 142
DE - Germania 141
FI - Finlandia 127
FR - Francia 89
GB - Regno Unito 79
SE - Svezia 66
ZA - Sudafrica 65
IN - India 49
CA - Canada 48
TR - Turchia 26
AR - Argentina 24
BE - Belgio 16
BD - Bangladesh 15
EC - Ecuador 15
NL - Olanda 15
EU - Europa 14
CO - Colombia 12
JP - Giappone 12
MX - Messico 12
PK - Pakistan 11
PL - Polonia 9
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
PY - Paraguay 5
DK - Danimarca 4
EG - Egitto 4
NI - Nicaragua 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
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 5.340
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Città #
Dublin 295
Chandler 291
Jacksonville 205
Singapore 185
Nanjing 171
Dallas 142
Hong Kong 142
Ashburn 141
San Jose 141
Beijing 123
Boardman 75
Ann Arbor 67
Milan 66
Nanchang 66
Johannesburg 59
Wilmington 59
Ho Chi Minh City 54
Princeton 53
Lawrence 51
Hebei 47
Jiaxing 47
Shenyang 47
Los Angeles 45
Lauterbourg 44
Hanoi 41
Changsha 39
Pavia 36
Santa Clara 35
Helsinki 34
Orem 32
Shanghai 30
Hangzhou 28
Redondo Beach 25
Medford 24
Tianjin 24
Woodbridge 24
Buffalo 22
Toronto 22
Moscow 20
Munich 19
Brussels 16
Frankfurt am Main 16
New York 16
Ottawa 16
Istanbul 15
Verona 15
San Francisco 14
São Paulo 14
The Dalles 14
Chennai 11
Council Bluffs 11
Haiphong 11
Turku 11
Tokyo 10
London 9
Secaucus 9
Amsterdam 8
Des Moines 8
Houston 8
Chicago 7
Falkenstein 7
Seattle 7
Brooklyn 6
Da Nang 6
Fairfield 6
Montreal 6
Rio de Janeiro 6
Rome 6
Tappahannock 6
Warsaw 6
Atlanta 5
Berlin 5
Brasília 5
Joinville 5
Kunming 5
Modena 5
New Delhi 5
Ninh Bình 5
Xi'an 5
Zhengzhou 5
Ankara 4
Belo Horizonte 4
Charlotte 4
Columbus 4
Denver 4
Guangzhou 4
Managua 4
Manchester 4
Ningbo 4
Querétaro 4
Ribeirão Preto 4
Taizhou 4
Tashkent 4
Arouca 3
Auburn Hills 3
Bari 3
Basingstoke 3
Bexley 3
Can Tho 3
Cape Town 3
Totale 3.495
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Nome #
Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio 171
Financial integration estimation with realized measures 165
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 145
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 134
Euro corporate bond risk factors 134
A no-arbitrage fractional cointegration model for futures and spot daily ranges 134
Euro Corporate Bond Risk Factors. 131
Artificial Regression Testing in the GARCH-in-mean model 127
Finite sample results of Range-based integrated volatility estimation 124
GARCH models for commodity markets 124
Estimating jumps in volatility using realized-range measures 121
Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study 119
Inference on factor structures in heterogeneous panels 119
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility 116
Long memory and tail dependence in trading volume and volatility 116
Chasing volatility: A persistent multiplicative error model with jumps 116
Euro Corporate Bonds Risk Factors 115
A two-stage estimator for heterogeneous panel models with common factors 113
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 112
Reti neurali artificiali per l’analisi e la previsione di serie finanziarie 111
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 110
Derivati. Teoria e applicazioni 109
Estimation of Long Memory in Integrated Variance 107
Volatility Jumps and Their Economic Determinants 107
Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri 104
Un modello GARCH multivariato per la volatilità dei tassi di cambio 102
Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations 101
Univariate GARCH models: A survey 100
Univariate GARCH models: a Survey 98
Indirect inference with time series observed with error 98
Inference on Factor Structures in Heterogeneous Panels 98
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 97
Long memory and Periodicity in Intraday Volatility 96
Statistical inference for diffusion processes with discrete data: a survey 95
Does macroeconomics help in predicting stock markets volatility comovements? A non linear approach 94
Long Memory and Tail dependence in Trading Volume and Volatility 93
Hedging Interest Rates Risk with Multivariate GARCH 92
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 89
Measures and drivers of financial integration in Europe 87
Independent Factor Autoregressive Conditional Density Model 83
Testing for no factor structures: On the use of Hausman-type statistics 80
Structural analysis with mixed-frequency data: A model of US capital flows 80
Long Memory in Integrated and Realized Variance 78
JRC Technical Reports 76
Long memory and tail dependence in trading volume and volatility 73
Long Memory and Tail Dependence in Trading Volume and Volatility 73
Il mercato dei derivati over-the-counter 70
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 68
Monitoring Financial integration by using price-based indicators 67
Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis 67
Stima e previsione della curva dei rendimenti italiana con i GARCH multivariati 66
The role of uncertainty in forecasting volatility comovements across stock markets 42
SWITCHING REGIME INTEGER AUTOREGRESSIONS 27
null 22
Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules 12
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series 11
Totale 5.419
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Categoria #
all - tutte 18.919
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 18.919
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202197 0 0 0 0 0 0 0 0 0 45 42 10
2021/2022255 3 2 12 2 2 3 2 18 14 6 46 145
2022/2023841 88 69 9 71 97 78 0 38 344 9 21 17
2023/2024284 47 48 20 18 23 52 2 13 4 18 18 21
2024/2025740 9 71 21 28 31 33 52 26 197 11 85 176
2025/20261.786 112 259 182 203 184 83 315 161 167 120 0 0
Totale 5.419