IRIS UniCatt

Zoia, Maria
 Distribuzione geografica
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Continente #
NA - Nord America 3.619
EU - Europa 3.599
AS - Asia 2.170
SA - Sud America 528
AF - Africa 71
Continente sconosciuto - Info sul continente non disponibili 9
OC - Oceania 3
Totale 9.999
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Nazione #
US - Stati Uniti d'America 3.543
IT - Italia 1.206
SG - Singapore 945
CN - Cina 684
SE - Svezia 590
DE - Germania 502
BR - Brasile 440
UA - Ucraina 294
PL - Polonia 257
FR - Francia 170
IE - Irlanda 130
GB - Regno Unito 109
VN - Vietnam 106
ID - Indonesia 94
FI - Finlandia 91
RU - Federazione Russa 89
TR - Turchia 59
IN - India 50
CH - Svizzera 38
JP - Giappone 33
MX - Messico 30
IR - Iran 29
AR - Argentina 27
BD - Bangladesh 27
CA - Canada 26
KR - Corea 25
RO - Romania 23
IQ - Iraq 18
NL - Olanda 18
BE - Belgio 17
ES - Italia 17
EC - Ecuador 16
HK - Hong Kong 16
CI - Costa d'Avorio 13
KE - Kenya 13
PK - Pakistan 13
CO - Colombia 12
ZA - Sudafrica 11
MA - Marocco 9
UZ - Uzbekistan 9
MY - Malesia 8
SA - Arabia Saudita 8
AE - Emirati Arabi Uniti 7
EU - Europa 7
PE - Perù 7
PT - Portogallo 7
VE - Venezuela 7
CL - Cile 6
IL - Israele 6
UY - Uruguay 6
AT - Austria 5
DZ - Algeria 5
EG - Egitto 5
HU - Ungheria 5
PA - Panama 5
PY - Paraguay 5
TN - Tunisia 5
BB - Barbados 4
BG - Bulgaria 4
DK - Danimarca 4
JO - Giordania 4
KG - Kirghizistan 4
NP - Nepal 4
SN - Senegal 4
CZ - Repubblica Ceca 3
GR - Grecia 3
HR - Croazia 3
JM - Giamaica 3
LT - Lituania 3
MD - Moldavia 3
AU - Australia 2
AZ - Azerbaigian 2
BN - Brunei Darussalam 2
BO - Bolivia 2
BY - Bielorussia 2
ET - Etiopia 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
BH - Bahrain 1
CR - Costa Rica 1
DO - Repubblica Dominicana 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
NZ - Nuova Zelanda 1
Totale 9.992
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Città #
Chandler 464
Ashburn 439
Singapore 341
Milan 246
Warsaw 245
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 73
Boston 68
Houston 62
Los Angeles 55
Rome 52
New York 50
Dearborn 49
Moscow 46
Dallas 45
Izmir 42
Redwood City 41
Lawrence 40
Princeton 35
Frankfurt am Main 34
Hanoi 32
Ho Chi Minh City 32
Boardman 27
Helsinki 27
Cambridge 24
São Paulo 24
Nanchang 23
Tokyo 23
London 21
University Park 21
Seoul 20
Hebei 19
Mountain View 19
Turin 18
Chicago 17
Shenyang 17
Zurich 17
Düsseldorf 16
Pune 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
Phoenix 13
Bologna 12
Florence 12
Nairobi 12
Rio de Janeiro 12
Amsterdam 11
North Bergen 11
Santa Clara 11
Stockholm 11
Chennai 10
Hong Kong 10
Kish 10
Nürnberg 10
Zahedan 10
Baghdad 9
Brooklyn 9
Jiaxing 9
Jinan 9
Tashkent 9
Washington 9
Belo Horizonte 8
Como 8
Denver 8
Dhaka 8
Lugano 8
Padova 8
Philadelphia 8
Quito 8
Rho 8
San Jose 8
Varese 8
Andover 7
Lauterbourg 7
Lima 7
Manaus 7
Napoli 7
Totale 5.026
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Nome #
Introduzione all'Econometria 411
Value at Risk and Expected Shortfall based on Gram-Charlier-like expansions 386
The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements 365
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package 265
Complementi di Econometria 263
Financial Applications based on Gram-Charlier Expansions 246
Is collaboration with universities really beneficial for firms? 201
Lectures in Econometric Modelling 180
Technological status of the Italian companies 174
Introduction to Luigi Pasinetti's 'Causality and interdependence …' 170
Analyzing the Italian crises via industrial production index components evaluation 164
Reshaping the Linear-Hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis and skewness 152
Cooperative innovation Evidence from Italian firms 146
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 145
Dynamic Model Analysis. Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems 143
Cooperative Innovation: In Quest of Effective Partners. Evidence from Italian Firms 141
A new partitioned inversion rule with an application to time series econometrics 139
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 136
Reshaping the Linear hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis 134
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials 130
Topics in Time Series Econometrics 130
Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density 128
The family of power raised hyperbolic secant distributions: moments kurtosis, limit laws 127
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 127
Strumenti avanzati di algebra lineare per l'econometria delle serie storiche 126
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 123
A comprehensive filter-based method for trend cycle estimation from economic time series 122
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 121
The determinants of Italian firms’ technological competencies and capabilities 120
Forecasting in GARCH models with polynomially modified innovations 120
Band-limited component estimation in time-limited economic series 117
Econometria:istanze dell'economia e parallelismi con le scienze naturali 116
La stima del ciclo-trend col metodo delle funzioni sferoidali prolate 115
A new proof of the representation theorem for I(2) processes 113
Un modello del ciclo di isteresi per l'efficacia pubblicitaria 113
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 113
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 112
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 111
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 111
On the rationale and the workings of a filter-based approach to trend-cycle estimation 109
Forms and Causal Structure of Econometric Models 109
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains 105
From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure 105
On a partitioned inversion formula having useful applications in econometrics 103
Forms and causal structure of econometric models 103
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 100
A neat derivation of the representation theorem for I(2) processes 99
A short-cut derivation for the solution of autoregressive models for sharp algebraic arguments 98
Processi AR e processi integrati: dal caso univariato alla modellistica econometrica 95
Le serie finanziarie: fatti stilizzati e modellizzazione dei meccanismi di memoria dei processi 94
Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results 91
A Distribution Family Bridging the Gaussian and the Laplace Laws, Gram–Charlier Expansions, Kurtosis Behaviour, and Entropy Features 91
An inversion formula for a matrix polynomial about a (unit) root 90
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 89
L'apparato analitico dell'econometria delle serie storiche ed i teoremi di rappresentazione 89
Rank based diagnostics for the integration order of a VAR model 88
New insights into best linear unbiased estimation and the optimality of least-squares 88
Un teorema di rappresentazione per lo stimatore vincolato 87
A mother formula for econometric estimation, the issue of parent linear models of best-fit solutions and its dual problem 87
A Unified representation theorem on new algebraic bases for (co)integrated processes up to the second order 87
Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia 87
Restricted Least Square revisited 85
A filter-based Method for Trend-cycle Estimation: the Theoretic Framework of TEXAMF/2 Procedure 85
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 82
Kurtosis-based risk parity: methodology and portfolio effects 81
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 81
New insights into vector-autoregressive econometric models for core-nilpotent decomposition of the total effect matrix 80
Topics in Unit-root Econometrics 78
Topics in Dynamic Model Analysis: Advanced matrix methods and unit-root econometrics representation theorems 77
Bootstrap cointegration tests in ARDL models 77
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 76
Feature selection based on the best-path algorithm in high dimensional graphical models 76
Matrix poyinomials and their inversion: the algebraic framework of unit-root econometrics representation theorems 74
Profili econometrici dei test di ipotesi: la verifica della specificazione del modello 73
Tailoring the logistic distribution to fit the empirical distribution of financial asset returns 72
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models 71
On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond 59
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 54
Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection 29
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective 28
The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis 2
Totale 10.111
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Categoria #
all - tutte 39.294
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 39.294
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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
2025/20261.859 544 145 229 299 590 52 0 0 0 0 0 0
Totale 10.111