statistiche ricercatore

Continente	#
NA - Nord America	692
AS - Asia	635
EU - Europa	451
SA - Sud America	111
AF - Africa	27
Continente sconosciuto - Info sul continente non disponibili	3
OC - Oceania	2
Totale	1.921

Nazione	#
US - Stati Uniti d'America	660
SG - Singapore	263
CN - Cina	171
IT - Italia	145
BR - Brasile	91
SE - Svezia	91
VN - Vietnam	62
PL - Polonia	47
FR - Francia	43
DE - Germania	32
GB - Regno Unito	23
JP - Giappone	19
IE - Irlanda	17
RU - Federazione Russa	16
ID - Indonesia	15
IN - India	15
HK - Hong Kong	14
MX - Messico	13
TR - Turchia	13
CA - Canada	12
PK - Pakistan	9
BD - Bangladesh	7
IQ - Iraq	7
KR - Corea	7
AR - Argentina	6
NL - Olanda	6
UA - Ucraina	6
EC - Ecuador	5
EG - Egitto	5
FI - Finlandia	5
IR - Iran	5
CH - Svizzera	4
JO - Giordania	4
KE - Kenya	4
MY - Malesia	4
SA - Arabia Saudita	4
TW - Taiwan	4
ZA - Sudafrica	4
AT - Austria	3
CO - Colombia	3
EU - Europa	3
MA - Marocco	3
AL - Albania	2
CI - Costa d'Avorio	2
CL - Cile	2
CR - Costa Rica	2
ES - Italia	2
HU - Ungheria	2
IL - Israele	2
JM - Giamaica	2
MD - Moldavia	2
NG - Nigeria	2
PH - Filippine	2
SN - Senegal	2
UZ - Uzbekistan	2
VE - Venezuela	2
AE - Emirati Arabi Uniti	1
AO - Angola	1
AU - Australia	1
BO - Bolivia	1
CZ - Repubblica Ceca	1
DO - Repubblica Dominicana	1
DZ - Algeria	1
GA - Gabon	1
GM - Gambi	1
LB - Libano	1
LU - Lussemburgo	1
MM - Myanmar	1
NP - Nepal	1
NZ - Nuova Zelanda	1
OM - Oman	1
PA - Panama	1
PT - Portogallo	1
RS - Serbia	1
SK - Slovacchia (Repubblica Slovacca)	1
SO - Somalia	1
TH - Thailandia	1
TT - Trinidad e Tobago	1
UY - Uruguay	1
Totale	1.921

Nome	#
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package	302
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	158
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	154
Forecasting in GARCH models with polynomially modified innovations	149
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	144
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models	113
Human capital estimation in higher education	105
Bootstrap cointegration tests in ARDL models	103
Complex Redundancy Analysis models with covariate effect: a simulation study	102
ERA: A sas macro for extended redundancy analysis	100
%Gra: an SAS macro for generalized redundancy analysis	92
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	86
Dating financial bubbles via online multiple testing procedures	80
Detection of Functional Overreaching in Endurance Athletes Using Proteomics	74
Detecting exuberance phenomena in thematic investing	72
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective	71
Detecting bubbles via FDR and FNR based on calibrated p-values	71
Totale	1.976

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	3	0	0	0	0	0	0	0	0	0	0	0	3
2021/2022	121	4	5	5	2	14	6	4	17	13	5	31	15
2022/2023	226	39	38	14	26	26	12	22	10	26	3	6	4
2023/2024	139	6	27	2	13	5	8	21	4	5	10	18	20
2024/2025	385	9	4	18	22	4	13	21	29	82	27	87	69
2025/2026	895	108	33	68	83	141	45	162	56	79	76	34	10
Totale													1.976

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