statistiche ricercatore

Continente	#
NA - Nord America	823
AS - Asia	645
EU - Europa	466
SA - Sud America	112
Continente sconosciuto - Info sul continente non disponibili	60
AF - Africa	28
OC - Oceania	2
Totale	2.136

Nazione	#
US - Stati Uniti d'America	788
SG - Singapore	266
CN - Cina	172
IT - Italia	153
BR - Brasile	91
SE - Svezia	91
VN - Vietnam	62
PL - Polonia	47
FR - Francia	43
DE - Germania	33
GB - Regno Unito	23
JP - Giappone	19
IE - Irlanda	17
IN - India	16
RU - Federazione Russa	16
ID - Indonesia	15
HK - Hong Kong	14
MX - Messico	14
CA - Canada	13
TR - Turchia	13
BD - Bangladesh	11
PK - Pakistan	10
AR - Argentina	7
IQ - Iraq	7
KR - Corea	7
NL - Olanda	6
UA - Ucraina	6
EC - Ecuador	5
EG - Egitto	5
FI - Finlandia	5
IR - Iran	5
ZA - Sudafrica	5
CH - Svizzera	4
JO - Giordania	4
KE - Kenya	4
MY - Malesia	4
SA - Arabia Saudita	4
TW - Taiwan	4
AT - Austria	3
BG - Bulgaria	3
CO - Colombia	3
ES - Italia	3
EU - Europa	3
MA - Marocco	3
AL - Albania	2
CI - Costa d'Avorio	2
CL - Cile	2
CR - Costa Rica	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
BB - Barbados	1
BO - Bolivia	1
BY - Bielorussia	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
RO - Romania	1
RS - Serbia	1
SK - Slovacchia (Repubblica Slovacca)	1
SO - Somalia	1
TH - Thailandia	1
TT - Trinidad e Tobago	1
UY - Uruguay	1
Totale	2.079

Nome	#
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package	307
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	168
%Gra: an SAS macro for generalized redundancy analysis	162
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	161
Forecasting in GARCH models with polynomially modified innovations	150
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	147
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models	135
Human capital estimation in higher education	106
Bootstrap cointegration tests in ARDL models	106
Complex Redundancy Analysis models with covariate effect: a simulation study	103
ERA: A sas macro for extended redundancy analysis	103
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	91
Dating financial bubbles via online multiple testing procedures	81
Detection of Functional Overreaching in Endurance Athletes Using Proteomics	80
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective	76
Detecting bubbles via FDR and FNR based on calibrated p-values	76
Detecting exuberance phenomena in thematic investing	75
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors	9
Totale	2.136

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2021/2022	117	0	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	929	108	33	68	83	141	45	162	56	79	76	34	44
2026/2027	126	102	24	0	0	0	0	0	0	0	0	0	0
Totale													2.136

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