IRIS UniCatt

Zoia, Maria
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 5.390
EU - Europa 4.006
AS - Asia 2.828
SA - Sud America 632
Continente sconosciuto - Info sul continente non disponibili 184
AF - Africa 106
OC - Oceania 4
Totale 13.150
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 5.225
IT - Italia 1.394
SG - Singapore 1.154
CN - Cina 753
SE - Svezia 592
DE - Germania 527
BR - Brasile 507
UA - Ucraina 297
VN - Vietnam 277
PL - Polonia 263
FR - Francia 256
GB - Regno Unito 146
IE - Irlanda 130
ID - Indonesia 107
FI - Finlandia 106
RU - Federazione Russa 94
JP - Giappone 79
CA - Canada 77
BD - Bangladesh 75
IN - India 73
TR - Turchia 61
MX - Messico 44
CH - Svizzera 41
AR - Argentina 37
HK - Hong Kong 35
IR - Iran 29
IQ - Iraq 28
NL - Olanda 28
ES - Italia 27
KR - Corea 26
RO - Romania 25
PK - Pakistan 23
CO - Colombia 21
ZA - Sudafrica 21
EC - Ecuador 20
BE - Belgio 17
UZ - Uzbekistan 17
KE - Kenya 15
CI - Costa d'Avorio 14
VE - Venezuela 14
SA - Arabia Saudita 13
MA - Marocco 12
JM - Giamaica 10
MY - Malesia 10
PE - Perù 10
AE - Emirati Arabi Uniti 9
CL - Cile 8
DZ - Algeria 8
BG - Bulgaria 7
EG - Egitto 7
EU - Europa 7
JO - Giordania 7
PH - Filippine 7
PT - Portogallo 7
TN - Tunisia 7
BB - Barbados 6
CR - Costa Rica 6
DK - Danimarca 6
HU - Ungheria 6
IL - Israele 6
LT - Lituania 6
PY - Paraguay 6
UY - Uruguay 6
AT - Austria 5
BY - Bielorussia 5
PA - Panama 5
SN - Senegal 5
AO - Angola 4
AZ - Azerbaigian 4
CZ - Repubblica Ceca 4
KG - Kirghizistan 4
MD - Moldavia 4
NG - Nigeria 4
NP - Nepal 4
AU - Australia 3
DO - Repubblica Dominicana 3
ET - Etiopia 3
GR - Grecia 3
HR - Croazia 3
LV - Lettonia 3
PR - Porto Rico 3
TH - Thailandia 3
TT - Trinidad e Tobago 3
AM - Armenia 2
BN - Brunei Darussalam 2
BO - Bolivia 2
HN - Honduras 2
KZ - Kazakistan 2
LA - Repubblica Popolare Democratica del Laos 2
LB - Libano 2
OM - Oman 2
QA - Qatar 2
SC - Seychelles 2
XK - ???statistics.table.value.countryCode.XK??? 2
BH - Bahrain 1
BM - Bermuda 1
BS - Bahamas 1
EE - Estonia 1
GD - Grenada 1
GE - Georgia 1
Totale 12.955
Salva come PNG Salva come JPEG
Città #
Ashburn 780
Singapore 508
San Jose 494
Chandler 465
Milan 313
Warsaw 250
Cattolica 224
Jacksonville 212
San Mateo 154
Beijing 144
The Dalles 132
Dublin 129
Woodbridge 105
Nanjing 100
Fairfield 98
Wilmington 96
Ann Arbor 91
Hefei 88
Ho Chi Minh City 83
Jakarta 82
Lauterbourg 81
Seattle 79
Hanoi 75
Los Angeles 75
Marseille 75
New York 75
Council Bluffs 73
Rome 73
Boston 69
Houston 68
Tokyo 68
Dallas 67
Dearborn 49
Moscow 46
Frankfurt am Main 43
Izmir 42
Redwood City 42
Helsinki 41
Lawrence 40
São Paulo 39
Princeton 35
Chicago 33
Santa Clara 32
Boardman 29
Hong Kong 26
Cambridge 25
London 24
Nanchang 23
Phoenix 23
Toronto 22
St Andrews 21
University Park 21
Seoul 20
Turin 20
Brooklyn 19
Buffalo 19
Hebei 19
Mountain View 19
Tianjin 18
Chennai 17
Guangzhou 17
Orem 17
Pune 17
Shenyang 17
Zurich 17
Da Nang 16
Düsseldorf 16
Montreal 16
Baghdad 15
Kent 15
Munich 15
Norwalk 15
Rio de Janeiro 15
San Francisco 15
Tashkent 15
Abidjan 14
Atlanta 14
Brasília 14
Brussels 14
Denver 14
Hangzhou 14
Nairobi 14
Washington 14
Amsterdam 13
Augusta 13
Bologna 13
Kunming 13
North Bergen 13
Dhaka 12
Florence 12
Stockholm 12
Tukwila 12
Columbus 11
Paris 11
Haiphong 10
Jiaxing 10
Kish 10
Lima 10
Nürnberg 10
Philadelphia 10
Totale 6.778
Salva come PNG Salva come JPEG
Nome #
Value at Risk and Expected Shortfall based on Gram-Charlier-like expansions 507
Introduzione all'Econometria 475
The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements 396
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package 318
Complementi di Econometria 290
Financial Applications based on Gram-Charlier Expansions 282
Is collaboration with universities really beneficial for firms? 232
Introduction to Luigi Pasinetti's 'Causality and interdependence …' 206
Technological status of the Italian companies 203
Lectures in Econometric Modelling 198
A new partitioned inversion rule with an application to time series econometrics 193
Analyzing the Italian crises via industrial production index components evaluation 189
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 189
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials 181
Cooperative Innovation: In Quest of Effective Partners. Evidence from Italian Firms 180
Reshaping the Linear-Hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis and skewness 179
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 174
Cooperative innovation Evidence from Italian firms 171
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 171
Dynamic Model Analysis. Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems 170
Reshaping the Linear hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis 168
The multivariate leptokurtic-normal distribution and its application in model-based clustering 167
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models 166
Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density 164
The family of power raised hyperbolic secant distributions: moments kurtosis, limit laws 160
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 158
Forecasting in GARCH models with polynomially modified innovations 158
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 156
Strumenti avanzati di algebra lineare per l'econometria delle serie storiche 154
Topics in Time Series Econometrics 153
A comprehensive filter-based method for trend cycle estimation from economic time series 152
La stima del ciclo-trend col metodo delle funzioni sferoidali prolate 151
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 151
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 149
The determinants of Italian firms’ technological competencies and capabilities 149
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 148
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence 148
Econometria:istanze dell'economia e parallelismi con le scienze naturali 148
Un modello del ciclo di isteresi per l'efficacia pubblicitaria 146
From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure 145
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 145
Band-limited component estimation in time-limited economic series 143
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 139
A new proof of the representation theorem for I(2) processes 138
On the rationale and the workings of a filter-based approach to trend-cycle estimation 138
A Unified representation theorem on new algebraic bases for (co)integrated processes up to the second order 137
A Distribution Family Bridging the Gaussian and the Laplace Laws, Gram–Charlier Expansions, Kurtosis Behaviour, and Entropy Features 132
Forms and causal structure of econometric models 132
Kurtosis-based risk parity: methodology and portfolio effects 131
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains 129
Forms and Causal Structure of Econometric Models 127
New insights into vector-autoregressive econometric models for core-nilpotent decomposition of the total effect matrix 127
A neat derivation of the representation theorem for I(2) processes 124
On a partitioned inversion formula having useful applications in econometrics 123
Processi AR e processi integrati: dal caso univariato alla modellistica econometrica 123
An inversion formula for a matrix polynomial about a (unit) root 122
A short-cut derivation for the solution of autoregressive models for sharp algebraic arguments 119
New insights into best linear unbiased estimation and the optimality of least-squares 119
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 119
A mother formula for econometric estimation, the issue of parent linear models of best-fit solutions and its dual problem 118
Le serie finanziarie: fatti stilizzati e modellizzazione dei meccanismi di memoria dei processi 118
Bootstrap cointegration tests in ARDL models 118
L'apparato analitico dell'econometria delle serie storiche ed i teoremi di rappresentazione 116
A filter-based Method for Trend-cycle Estimation: the Theoretic Framework of TEXAMF/2 Procedure 114
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 113
Topics in Unit-root Econometrics 113
Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia 113
Rank based diagnostics for the integration order of a VAR model 112
Restricted Least Square revisited 110
Matrix poyinomials and their inversion: the algebraic framework of unit-root econometrics representation theorems 108
Tailoring the logistic distribution to fit the empirical distribution of financial asset returns 108
Feature selection based on the best-path algorithm in high dimensional graphical models 107
Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results 107
Lo spettro stilizzato ed il suo ruolo nell'analisi delle serie storiche economiche 106
Profili econometrici dei test di ipotesi: la verifica della specificazione del modello 105
Un teorema di rappresentazione per lo stimatore vincolato 104
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective 102
New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients 100
Topics in Dynamic Model Analysis: Advanced matrix methods and unit-root econometrics representation theorems 98
Inverse generalizzate e stimatori dei parametri nel modello lineare 93
On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond 91
Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection 86
A new price index for multi-period and multilateral comparisons 84
Forecasting innovative start-ups through automatic variable selection and MIDAS regressions 79
The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis 34
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors 31
Totale 13.150
Salva come PNG Salva come JPEG
Categoria #
all - tutte 49.101
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 49.101
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022729 0 0 0 46 76 38 36 155 56 31 127 164
2022/20231.603 175 244 128 204 132 194 143 130 167 20 47 19
2023/2024798 32 202 35 96 38 63 48 49 20 40 88 87
2024/20251.570 43 64 103 55 60 68 61 101 290 182 327 216
2025/20263.907 544 145 229 299 590 235 684 264 311 343 124 139
2026/2027991 120 184 367 320 0 0 0 0 0 0 0 0
Totale 13.150