statistiche ricercatore

Continente	#
NA - Nord America	505
AS - Asia	471
EU - Europa	385
SA - Sud America	95
AF - Africa	18
Continente sconosciuto - Info sul continente non disponibili	3
OC - Oceania	2
Totale	1.479

Nazione	#
US - Stati Uniti d'America	484
SG - Singapore	211
CN - Cina	138
IT - Italia	118
SE - Svezia	91
BR - Brasile	79
PL - Polonia	47
DE - Germania	26
FR - Francia	25
VN - Vietnam	24
GB - Regno Unito	19
IE - Irlanda	17
ID - Indonesia	15
RU - Federazione Russa	13
TR - Turchia	13
IN - India	9
MX - Messico	9
CA - Canada	8
JP - Giappone	8
BD - Bangladesh	7
KR - Corea	7
PK - Pakistan	7
HK - Hong Kong	6
UA - Ucraina	6
AR - Argentina	5
EC - Ecuador	5
CH - Svizzera	4
FI - Finlandia	4
IR - Iran	4
TW - Taiwan	4
AT - Austria	3
CO - Colombia	3
EU - Europa	3
IQ - Iraq	3
KE - Kenya	3
MA - Marocco	3
SA - Arabia Saudita	3
ZA - Sudafrica	3
CI - Costa d'Avorio	2
CL - Cile	2
ES - Italia	2
HU - Ungheria	2
IL - Israele	2
JM - Giamaica	2
JO - Giordania	2
MY - Malesia	2
AE - Emirati Arabi Uniti	1
AL - Albania	1
AU - Australia	1
CR - Costa Rica	1
CZ - Repubblica Ceca	1
DZ - Algeria	1
EG - Egitto	1
GA - Gabon	1
GM - Gambi	1
LB - Libano	1
LU - Lussemburgo	1
MD - Moldavia	1
MM - Myanmar	1
NG - Nigeria	1
NL - Olanda	1
NP - Nepal	1
NZ - Nuova Zelanda	1
PA - Panama	1
PT - Portogallo	1
RS - Serbia	1
SK - Slovacchia (Repubblica Slovacca)	1
SN - Senegal	1
SO - Somalia	1
TH - Thailandia	1
UY - Uruguay	1
UZ - Uzbekistan	1
Totale	1.479

Nome	#
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package	265
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	127
Forecasting in GARCH models with polynomially modified innovations	120
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	113
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	111
Human capital estimation in higher education	88
ERA: A sas macro for extended redundancy analysis	84
Complex Redundancy Analysis models with covariate effect: a simulation study	83
%Gra: an SAS macro for generalized redundancy analysis	81
Bootstrap cointegration tests in ARDL models	77
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models	71
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	63
Dating financial bubbles via online multiple testing procedures	57
Detecting bubbles via FDR and FNR based on calibrated p-values	52
Detecting exuberance phenomena in thematic investing	52
Detection of Functional Overreaching in Endurance Athletes Using Proteomics	49
Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective	28
Totale	1.521

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	61	0	0	0	0	0	7	3	1	9	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	440	108	33	68	83	141	7	0	0	0	0	0	0
Totale													1.521

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