CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
EU - Europa 4.521
NA - Nord America 4.033
AS - Asia 1.218
AF - Africa 270
OC - Oceania 12
SA - Sud America 12
Continente sconosciuto - Info sul continente non disponibili 3
Totale 10.069
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Nazione #
US - Stati Uniti d'America 4.005
GB - Regno Unito 1.526
IT - Italia 1.391
CN - Cina 589
DE - Germania 412
UA - Ucraina 266
VN - Vietnam 249
FR - Francia 248
IN - India 191
IE - Irlanda 126
SE - Svezia 115
CI - Costa d'Avorio 111
RU - Federazione Russa 95
SG - Singapore 87
TG - Togo 82
EE - Estonia 59
ZA - Sudafrica 48
HU - Ungheria 36
BG - Bulgaria 35
JO - Giordania 31
NL - Olanda 28
ES - Italia 26
CH - Svizzera 25
CA - Canada 24
FI - Finlandia 22
BE - Belgio 21
SC - Seychelles 21
TR - Turchia 21
AT - Austria 20
DK - Danimarca 17
PT - Portogallo 14
JP - Giappone 13
AU - Australia 12
HR - Croazia 10
BR - Brasile 9
GR - Grecia 7
IR - Iran 7
LB - Libano 6
CY - Cipro 5
HK - Hong Kong 5
LU - Lussemburgo 5
NO - Norvegia 5
TW - Taiwan 5
MX - Messico 4
PL - Polonia 4
SI - Slovenia 4
EG - Egitto 3
SA - Arabia Saudita 3
EU - Europa 2
KR - Corea 2
MU - Mauritius 2
PE - Perù 2
RO - Romania 2
TN - Tunisia 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
CL - Cile 1
CZ - Repubblica Ceca 1
IL - Israele 1
NG - Nigeria 1
PK - Pakistan 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 10.069
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Città #
Southend 1.375
Fairfield 509
Ann Arbor 449
Bologna 326
Ashburn 325
Chandler 262
Wilmington 261
Woodbridge 237
Houston 206
Seattle 196
Cambridge 183
Jacksonville 183
Princeton 177
Dong Ket 138
Dublin 126
Abidjan 111
Nanjing 84
Lomé 82
Westminster 73
Padova 67
Berlin 66
Singapore 61
Boardman 58
Rome 58
New York 56
Milan 54
Jinan 41
San Diego 40
Saint Petersburg 37
Mülheim 36
Shenyang 36
Sofia 35
Hefei 34
Amman 31
Florence 30
Redwood City 30
Hebei 29
Massa 26
Forlì 25
Hangzhou 25
Beijing 24
Changsha 24
Pune 24
Medford 23
Falls Church 22
Helsinki 20
Mahé 20
Nanchang 20
Ottawa 19
Redmond 19
Rovigo 18
Des Moines 17
Ferrara 17
Fremont 17
Tianjin 17
Vienna 17
Washington 16
Aprilia 15
Guangzhou 15
Turin 15
Calderara Di Reno 13
Frattamaggiore 13
London 13
Taiyuan 13
Zhengzhou 13
Bern 12
Buffalo 12
Dearborn 12
Modena 12
Ningbo 12
Cesena 11
Hajdúsámson 11
Napoli 11
Brussels 10
Haikou 10
Jiaxing 10
Olalla 10
Rimini 10
Taizhou 10
Istanbul 9
Norwalk 9
Wuhan 9
Dalmine 8
Faenza 8
Fuzhou 8
Los Angeles 8
Paris 8
Shanghai 8
Verona 8
Bari 7
Bengbu 7
Groningen 7
Mumbai 7
Pontassieve 7
San Venanzo 7
Bühl 6
Cardiff 6
Exeter 6
Kunming 6
Madrid 6
Totale 6.930
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Nome #
Inference under random limit bootstrap measures 388
Econometria, Volume primo 221
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 220
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 217
Determining the cointegration rank in heteroskedastic VAR models of unknown order 214
Bootstrapping non-stationary stochastic volatility 199
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 194
Co-integration rank determination in partial systems using information criteria 192
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 190
Adaptive Inference in Heteroscedastic Fractional Time Series Models 188
Sieve-based inference for infinite-variance linear processes 183
Bootstrap testing of hypotheses on co-integration relations in VAR models 174
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 157
Robust inference in autoregressions with multiple outliers 145
Bootstrap unit root tests for time series with non-stationary volatility 141
Bootstrap determination of the co-integration rank in VAR models 138
International dynamic risk sharing 136
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 135
Wild bootstrap of the mean in the infinite variance case 134
Common trends in financial markets 133
Testing for co-integration in vector autoregressions with non-stationary volatility 132
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 131
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 131
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 130
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 129
A support for classifying scientific papers in a University Department 125
Investigating stock market behavior using a multivariate Markov-switching approach 124
Testing for unit roots in bounded time series 123
The role of the normal distribution in financial markets 122
Inference on co-integration parameters in heteroskedastic vector autoregressions 122
Cointegration rank testing under conditional heteroskedasticity 121
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 121
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 120
A Note on Testing Covariance Stationarity 120
Heteroskedastic time series with a unit root 119
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 117
Testing stationarity under a permanent variance shift 116
Testing for a change in persistence in the presence of non-stationary volatility 115
Bootstrap M unit root tests 115
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 113
Journal of Time Series Analysis 111
Testing for a Change in Persistence in the Presence of a Volatility Shift 111
Bootstrap inference for Hawkes and general point processes 110
Consumption Risk Sharing and Adjustment Costs 107
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 107
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 106
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 106
Testing for unit roots in autoregressions with multiple level shifts 104
Testing mean reversion in target-zone exchange rates 103
Testing the null of co-integration in the presence of variance breaks 102
Tests for cointegration rank and choice of the alternative 102
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 102
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 100
Investigating stock market behavior using a multivariate Markov-switching approach 100
Unit root tests under time-varying variances 99
A note of unit root testing in the presence of level shifts 99
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 96
Econometric Theory 95
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 93
Robust inference in autoregressions with multiple outliers 93
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 93
Book review: “N. Shephard, Stochastic volatility: selected readings'' 91
Testing for unit roots in time series models with non-stationary volatility 91
Econometria, Volume secondo 90
Time-transformed unit root tests for models with non-stationary volatility 89
Journal of Econometrics 89
Limited Time Series with a Unit Root 86
Econometrics Journal 84
Cointegrated Limited Time Series 82
International Dynamic Risk Sharing 81
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 81
International dynamic risk sharing 81
Testing for a unit root in autoregressions with multiple level shifts 79
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 78
Stationarity tests under time-varying variances 76
Recent Developments in Bootstrap Methods for Dependent Data 75
Heteroskedastic unit roots 73
International dynamic risk sharing 73
Inference in heavy-tailed non-stationary multivariate time series 72
Regional consumption dynamics and risk sharing in Italy 70
An Introduction to Bootstrap Theory in Time Series Econometrics 67
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 66
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 56
An identification and testing strategy for proxy-SVARs with weak proxies 53
Factor Network Autoregressions 52
Bootstrap Inference in the Presence of Bias 50
Fundamentals and asset price dynamics 32
Specification tests for GARCH processes with nuisance parameters on the boundary 29
Econometric Theory 28
Firm size and the Italian Stock Exchange 26
Tail behavior of ACD models and consequences for likelihood-based estimation 25
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 11
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 6
Bounded integrated processes and unit root tests 4
Totale 10.330
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Categoria #
all - tutte 25.530
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 25.530
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20202.111 300 52 36 123 189 212 249 291 290 139 90 140
2020/20212.465 284 140 43 76 132 183 81 150 332 185 334 525
2021/20222.070 152 115 156 163 226 182 101 155 130 118 328 244
2022/20231.682 178 168 125 179 111 133 140 101 275 54 128 90
2023/20241.012 85 86 86 56 59 221 120 73 46 91 45 44
2024/2025210 210 0 0 0 0 0 0 0 0 0 0 0
Totale 10.330