statistiche ricercatore

Continente	#
NA - Nord America	647
AS - Asia	627
EU - Europa	442
SA - Sud America	111
AF - Africa	27
Continente sconosciuto - Info sul continente non disponibili	3
OC - Oceania	2
Totale	1.859

Nazione	#
US - Stati Uniti d'America	616
SG - Singapore	262
CN - Cina	166
IT - Italia	140
BR - Brasile	91
SE - Svezia	91
VN - Vietnam	61
PL - Polonia	47
FR - Francia	43
DE - Germania	31
GB - Regno Unito	23
JP - Giappone	19
IE - Irlanda	17
ID - Indonesia	15
IN - India	15
RU - Federazione Russa	15
HK - Hong Kong	13
TR - Turchia	13
CA - Canada	12
MX - Messico	12
PK - Pakistan	9
BD - Bangladesh	7
IQ - Iraq	7
KR - Corea	7
AR - Argentina	6
UA - Ucraina	6
EC - Ecuador	5
EG - Egitto	5
FI - Finlandia	5
IR - Iran	5
NL - Olanda	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
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
MD - Moldavia	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	1.859

Nome	#
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package	296
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	155
Forecasting in GARCH models with polynomially modified innovations	144
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	140
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	139
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models	107
Human capital estimation in higher education	105
Complex Redundancy Analysis models with covariate effect: a simulation study	101
Bootstrap cointegration tests in ARDL models	100
ERA: A sas macro for extended redundancy analysis	98
%Gra: an SAS macro for generalized redundancy analysis	92
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	84
Dating financial bubbles via online multiple testing procedures	77
Detection of Functional Overreaching in Endurance Athletes Using Proteomics	72
Detecting exuberance phenomena in thematic investing	70
Detecting bubbles via FDR and FNR based on calibrated p-values	69
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective	65
Totale	1.914

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	41	0	0	0	0	0	0	0	0	0	18	20	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	833	108	33	68	83	141	45	162	56	79	58	0	0
Totale													1.914

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