IRIS UniCatt

Zoia, Maria
 Distribuzione geografica
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Continente #
NA - Nord America 3.676
EU - Europa 3.617
AS - Asia 2.205
SA - Sud America 551
AF - Africa 83
Continente sconosciuto - Info sul continente non disponibili 9
OC - Oceania 3
Totale 10.144
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Nazione #
US - Stati Uniti d'America 3.589
IT - Italia 1.211
SG - Singapore 949
CN - Cina 685
SE - Svezia 591
DE - Germania 502
BR - Brasile 457
UA - Ucraina 295
PL - Polonia 261
FR - Francia 170
IE - Irlanda 130
GB - Regno Unito 112
VN - Vietnam 109
ID - Indonesia 97
FI - Finlandia 91
RU - Federazione Russa 89
TR - Turchia 59
IN - India 55
CH - Svizzera 38
JP - Giappone 35
MX - Messico 34
CA - Canada 31
BD - Bangladesh 30
IR - Iran 29
AR - Argentina 28
KR - Corea 25
IQ - Iraq 23
RO - Romania 23
ES - Italia 20
EC - Ecuador 18
NL - Olanda 18
BE - Belgio 17
PK - Pakistan 17
HK - Hong Kong 16
ZA - Sudafrica 15
CO - Colombia 14
KE - Kenya 14
CI - Costa d'Avorio 13
UZ - Uzbekistan 12
MA - Marocco 10
AE - Emirati Arabi Uniti 8
MY - Malesia 8
SA - Arabia Saudita 8
EU - Europa 7
PE - Perù 7
PT - Portogallo 7
VE - Venezuela 7
CL - Cile 6
DZ - Algeria 6
EG - Egitto 6
IL - Israele 6
PY - Paraguay 6
TN - Tunisia 6
UY - Uruguay 6
AT - Austria 5
HU - Ungheria 5
PA - Panama 5
SN - Senegal 5
BB - Barbados 4
BG - Bulgaria 4
DK - Danimarca 4
JO - Giordania 4
KG - Kirghizistan 4
LT - Lituania 4
NP - Nepal 4
AZ - Azerbaigian 3
CZ - Repubblica Ceca 3
ET - Etiopia 3
GR - Grecia 3
HR - Croazia 3
JM - Giamaica 3
MD - Moldavia 3
AU - Australia 2
BN - Brunei Darussalam 2
BO - Bolivia 2
BY - Bielorussia 2
CR - Costa Rica 2
DO - Repubblica Dominicana 2
HN - Honduras 2
LA - Repubblica Popolare Democratica del Laos 2
LV - Lettonia 2
NG - Nigeria 2
TH - Thailandia 2
TT - Trinidad e Tobago 2
XK - ???statistics.table.value.countryCode.XK??? 2
AM - Armenia 1
AO - Angola 1
BH - Bahrain 1
EE - Estonia 1
GM - Gambi 1
GT - Guatemala 1
KH - Cambogia 1
KW - Kuwait 1
KZ - Kazakistan 1
LB - Libano 1
LK - Sri Lanka 1
LU - Lussemburgo 1
MM - Myanmar 1
MO - Macao, regione amministrativa speciale della Cina 1
NO - Norvegia 1
Totale 10.136
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Città #
Chandler 464
Ashburn 453
Singapore 345
Warsaw 249
Milan 248
Cattolica 224
Jacksonville 201
San Mateo 154
Beijing 134
Dublin 129
The Dalles 111
Woodbridge 105
Nanjing 100
Fairfield 98
Wilmington 96
Ann Arbor 91
Hefei 88
Jakarta 82
Marseille 74
Seattle 74
Boston 68
Houston 63
Los Angeles 62
New York 52
Rome 52
Dearborn 49
Dallas 47
Moscow 46
Izmir 42
Redwood City 41
Lawrence 40
Princeton 35
Frankfurt am Main 34
Hanoi 34
Ho Chi Minh City 32
Boardman 27
Helsinki 27
São Paulo 26
Tokyo 25
Cambridge 24
Nanchang 23
London 22
University Park 21
Seoul 20
Hebei 19
Mountain View 19
Turin 18
Chicago 17
Pune 17
Shenyang 17
Zurich 17
Düsseldorf 16
Tianjin 16
Kent 15
Munich 15
Norwalk 15
Brussels 14
Buffalo 14
Abidjan 13
Augusta 13
Brasília 13
Guangzhou 13
Hangzhou 13
Kunming 13
Nairobi 13
Phoenix 13
Baghdad 12
Bologna 12
Chennai 12
Florence 12
Rio de Janeiro 12
Santa Clara 12
Stockholm 12
Amsterdam 11
Denver 11
North Bergen 11
Brooklyn 10
Hong Kong 10
Kish 10
Montreal 10
Nürnberg 10
Quito 10
Tashkent 10
Zahedan 10
Jiaxing 9
Jinan 9
Washington 9
Belo Horizonte 8
Como 8
Dhaka 8
Lugano 8
Padova 8
Philadelphia 8
Rho 8
San Jose 8
Varese 8
Andover 7
Lauterbourg 7
Lima 7
Manaus 7
Totale 5.089
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Nome #
Introduzione all'Econometria 416
Value at Risk and Expected Shortfall based on Gram-Charlier-like expansions 391
The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements 366
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package 266
Complementi di Econometria 263
Financial Applications based on Gram-Charlier Expansions 249
Is collaboration with universities really beneficial for firms? 202
Lectures in Econometric Modelling 181
Technological status of the Italian companies 176
Introduction to Luigi Pasinetti's 'Causality and interdependence …' 172
Analyzing the Italian crises via industrial production index components evaluation 166
Reshaping the Linear-Hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis and skewness 155
Cooperative innovation Evidence from Italian firms 147
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 146
A new partitioned inversion rule with an application to time series econometrics 145
Dynamic Model Analysis. Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems 144
Cooperative Innovation: In Quest of Effective Partners. Evidence from Italian Firms 141
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 137
Reshaping the Linear hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis 135
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials 134
Topics in Time Series Econometrics 132
Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density 130
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 130
Strumenti avanzati di algebra lineare per l'econometria delle serie storiche 127
The family of power raised hyperbolic secant distributions: moments kurtosis, limit laws 127
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence 126
The multivariate leptokurtic-normal distribution and its application in model-based clustering 125
The determinants of Italian firms’ technological competencies and capabilities 124
A comprehensive filter-based method for trend cycle estimation from economic time series 123
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 122
Forecasting in GARCH models with polynomially modified innovations 121
Econometria:istanze dell'economia e parallelismi con le scienze naturali 119
Band-limited component estimation in time-limited economic series 118
La stima del ciclo-trend col metodo delle funzioni sferoidali prolate 117
A new proof of the representation theorem for I(2) processes 115
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 115
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 114
Un modello del ciclo di isteresi per l'efficacia pubblicitaria 114
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 112
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 112
On the rationale and the workings of a filter-based approach to trend-cycle estimation 111
Forms and Causal Structure of Econometric Models 110
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains 109
From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure 108
Forms and causal structure of econometric models 105
On a partitioned inversion formula having useful applications in econometrics 104
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 102
A neat derivation of the representation theorem for I(2) processes 101
A short-cut derivation for the solution of autoregressive models for sharp algebraic arguments 100
Processi AR e processi integrati: dal caso univariato alla modellistica econometrica 96
Le serie finanziarie: fatti stilizzati e modellizzazione dei meccanismi di memoria dei processi 95
A Distribution Family Bridging the Gaussian and the Laplace Laws, Gram–Charlier Expansions, Kurtosis Behaviour, and Entropy Features 93
Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results 92
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 92
Rank based diagnostics for the integration order of a VAR model 91
An inversion formula for a matrix polynomial about a (unit) root 91
Un teorema di rappresentazione per lo stimatore vincolato 90
L'apparato analitico dell'econometria delle serie storiche ed i teoremi di rappresentazione 90
A mother formula for econometric estimation, the issue of parent linear models of best-fit solutions and its dual problem 90
New insights into best linear unbiased estimation and the optimality of least-squares 90
A Unified representation theorem on new algebraic bases for (co)integrated processes up to the second order 88
Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia 88
Restricted Least Square revisited 87
A filter-based Method for Trend-cycle Estimation: the Theoretic Framework of TEXAMF/2 Procedure 87
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 84
Lo spettro stilizzato ed il suo ruolo nell'analisi delle serie storiche economiche 83
New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients 83
New insights into vector-autoregressive econometric models for core-nilpotent decomposition of the total effect matrix 83
Kurtosis-based risk parity: methodology and portfolio effects 81
Topics in Unit-root Econometrics 80
Topics in Dynamic Model Analysis: Advanced matrix methods and unit-root econometrics representation theorems 79
Bootstrap cointegration tests in ARDL models 78
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 77
Feature selection based on the best-path algorithm in high dimensional graphical models 77
Matrix poyinomials and their inversion: the algebraic framework of unit-root econometrics representation theorems 75
Profili econometrici dei test di ipotesi: la verifica della specificazione del modello 74
Tailoring the logistic distribution to fit the empirical distribution of financial asset returns 74
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models 72
On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond 61
Forecasting innovative start-ups through automatic variable selection and MIDAS regressions 56
Inverse generalizzate e stimatori dei parametri nel modello lineare 56
A new price index for multi-period and multilateral comparisons 55
Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection 30
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective 29
The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis 4
Totale 10.256
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Categoria #
all - tutte 39.836
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 39.836
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021409 0 0 0 0 0 46 82 27 96 39 99 20
2021/2022858 31 68 30 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
2025/20262.004 544 145 229 299 590 197 0 0 0 0 0 0
Totale 10.256