CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 6.488
EU - Europa 6.476
AS - Asia 5.417
AF - Africa 379
SA - Sud America 362
Continente sconosciuto - Info sul continente non disponibili 312
OC - Oceania 26
AN - Antartide 1
Totale 19.461
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Nazione #
US - Stati Uniti d'America 6.341
IT - Italia 2.490
GB - Regno Unito 1.637
CN - Cina 1.574
SG - Singapore 1.272
VN - Vietnam 1.177
DE - Germania 560
FR - Francia 468
IN - India 437
HK - Hong Kong 320
UA - Ucraina 277
BR - Brasile 263
RU - Federazione Russa 178
CI - Costa d'Avorio 152
IE - Irlanda 132
KR - Corea 128
SE - Svezia 125
NL - Olanda 103
JP - Giappone 101
TG - Togo 83
CA - Canada 82
ZA - Sudafrica 65
BD - Bangladesh 64
EE - Estonia 59
FI - Finlandia 56
IL - Israele 53
TR - Turchia 49
BG - Bulgaria 40
BE - Belgio 39
JO - Giordania 39
ES - Italia 38
AT - Austria 37
HU - Ungheria 37
DK - Danimarca 35
ID - Indonesia 34
PH - Filippine 33
MX - Messico 32
AR - Argentina 31
SC - Seychelles 30
CH - Svizzera 29
AU - Australia 25
GR - Grecia 21
IQ - Iraq 19
TH - Thailandia 19
EC - Ecuador 18
TW - Taiwan 18
PT - Portogallo 17
PL - Polonia 16
NO - Norvegia 15
CZ - Repubblica Ceca 13
SA - Arabia Saudita 13
HR - Croazia 12
LT - Lituania 12
PK - Pakistan 12
PY - Paraguay 12
GM - Gambi 11
CO - Colombia 10
UZ - Uzbekistan 9
CL - Cile 8
IR - Iran 8
CR - Costa Rica 7
MA - Marocco 7
SI - Slovenia 7
VE - Venezuela 7
LB - Libano 6
CY - Cipro 5
EG - Egitto 5
LU - Lussemburgo 5
PE - Perù 5
RO - Romania 5
TN - Tunisia 5
AO - Angola 4
DO - Repubblica Dominicana 4
GT - Guatemala 4
NI - Nicaragua 4
NP - Nepal 4
BO - Bolivia 3
ET - Etiopia 3
JM - Giamaica 3
MU - Mauritius 3
MY - Malesia 3
OM - Oman 3
PR - Porto Rico 3
SK - Slovacchia (Repubblica Slovacca) 3
SY - Repubblica araba siriana 3
TT - Trinidad e Tobago 3
UY - Uruguay 3
AE - Emirati Arabi Uniti 2
AL - Albania 2
EU - Europa 2
GA - Gabon 2
GE - Georgia 2
GY - Guiana 2
HN - Honduras 2
LY - Libia 2
MD - Moldavia 2
NG - Nigeria 2
PA - Panama 2
RS - Serbia 2
A2 - ???statistics.table.value.countryCode.A2??? 1
Totale 19.130
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Città #
Southend 1.375
Singapore 886
Bologna 546
Santa Clara 513
Fairfield 509
Ashburn 502
Ann Arbor 449
San Jose 366
Hong Kong 285
Hefei 268
Chandler 262
Wilmington 261
Ho Chi Minh City 243
Woodbridge 237
Rome 236
Hanoi 219
Houston 209
Seattle 198
Cambridge 186
Milan 186
Jacksonville 185
Princeton 177
Council Bluffs 168
Boardman 162
Beijing 155
Abidjan 152
Dong Ket 138
Dublin 130
New York 115
Los Angeles 99
Lauterbourg 95
Seoul 93
Nanjing 89
Dallas 83
Lomé 83
Tokyo 75
Westminster 73
Berlin 68
Dharwad 67
Padova 67
Buffalo 64
Hangzhou 54
São Paulo 54
Bengaluru 51
Tel Aviv 50
Jinan 46
Haiphong 45
Florence 44
Guangzhou 41
Mysore 41
Palombara Sabina 41
San Diego 41
Mannheim 40
Sofia 40
Amman 39
Shenyang 38
Saint Petersburg 37
Da Nang 36
Frankfurt am Main 36
Modena 36
Mülheim 36
The Dalles 35
Helsinki 34
Redondo Beach 32
Redwood City 30
Washington 30
Hebei 29
London 29
Forlì 27
Turin 27
Bari 26
Changsha 26
Chicago 26
Massa 26
Pune 25
Tianjin 24
Vienna 24
Cesena 23
Medford 23
Bristol 22
Falls Church 22
Shenzhen 22
Amsterdam 21
Brussels 21
Falkenstein 21
Ferrara 21
Jakarta 21
Munich 21
Ottawa 21
Rimini 21
Shanghai 21
Mahé 20
Nanchang 20
Naples 20
Zhengzhou 20
Des Moines 19
Fremont 19
Minneapolis 19
Redmond 19
Biên Hòa 18
Totale 12.045
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Nome #
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 688
Econometria, Volume primo 636
Inference under random limit bootstrap measures 553
An identification and testing strategy for proxy-SVARs with weak proxies 369
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 350
Determining the cointegration rank in heteroskedastic VAR models of unknown order 341
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 338
Bootstrap testing of hypotheses on co-integration relations in VAR models 308
Bootstrapping non-stationary stochastic volatility 307
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 302
Co-integration rank determination in partial systems using information criteria 300
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 289
Sieve-based inference for infinite-variance linear processes 288
Adaptive Inference in Heteroscedastic Fractional Time Series Models 286
Inference in heavy-tailed non-stationary multivariate time series 277
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION 257
Robust inference in autoregressions with multiple outliers 242
The role of the normal distribution in financial markets 238
Journal of Time Series Analysis 234
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data" 224
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 223
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 222
Bootstrap inference for Hawkes and general point processes 220
Wild bootstrap of the mean in the infinite variance case 218
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 215
International dynamic risk sharing 214
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 213
Testing for co-integration in vector autoregressions with non-stationary volatility 206
Bootstrap Inference in the Presence of Bias 205
Bootstrap unit root tests for time series with non-stationary volatility 204
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 204
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 203
Bootstrap determination of the co-integration rank in VAR models 202
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 201
Econometria, Volume secondo 198
Inference on co-integration parameters in heteroskedastic vector autoregressions 198
Factor Network Autoregressions 198
Econometrics Journal 195
Common trends in financial markets 193
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 193
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 192
A support for classifying scientific papers in a University Department 190
Econometric Theory 187
Cointegration rank testing under conditional heteroskedasticity 186
Consumption Risk Sharing and Adjustment Costs 181
Testing for a change in persistence in the presence of non-stationary volatility 178
Testing stationarity under a permanent variance shift 177
Unit root tests under time-varying variances 176
Testing for unit roots in bounded time series 174
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 174
Investigating stock market behavior using a multivariate Markov-switching approach 173
Testing for unit roots in autoregressions with multiple level shifts 172
Robust inference in autoregressions with multiple outliers 171
Testing the null of co-integration in the presence of variance breaks 170
Bootstrap M unit root tests 170
Journal of Econometrics 170
A Note on Testing Covariance Stationarity 169
Heteroskedastic time series with a unit root 168
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 168
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 167
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 163
Testing for a Change in Persistence in the Presence of a Volatility Shift 163
Tail behavior of ACD models and consequences for likelihood-based estimation 162
Book review: “N. Shephard, Stochastic volatility: selected readings'' 161
Testing for unit roots in time series models with non-stationary volatility 161
Tests for cointegration rank and choice of the alternative 158
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 157
A note of unit root testing in the presence of level shifts 155
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 154
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 153
Investigating stock market behavior using a multivariate Markov-switching approach 153
An Introduction to Bootstrap Theory in Time Series Econometrics 153
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 152
Cointegrated Limited Time Series 151
Specification tests for GARCH processes with nuisance parameters on the boundary 150
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 146
International dynamic risk sharing 145
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 143
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 142
Testing for a unit root in autoregressions with multiple level shifts 140
Stationarity tests under time-varying variances 139
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 139
Testing mean reversion in target-zone exchange rates 139
Factor Network Autoregressions 139
Limited Time Series with a Unit Root 136
Time-transformed unit root tests for models with non-stationary volatility 134
Heteroskedastic unit roots 128
International Dynamic Risk Sharing 124
International dynamic risk sharing 124
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 123
Recent Developments in Bootstrap Methods for Dependent Data 117
Regional consumption dynamics and risk sharing in Italy 106
Econometric Theory 105
Fundamentals and asset price dynamics 89
Firm size and the Italian Stock Exchange 74
Bounded integrated processes and unit root tests 48
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 45
Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations 25
Totale 19.461
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Categoria #
all - tutte 51.967
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 51.967
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.918 0 115 156 163 226 182 101 155 130 118 328 244
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
2024/20253.180 213 340 242 183 607 496 179 142 63 148 156 411
2025/20265.874 339 481 500 440 551 427 719 354 992 518 249 304
2026/2027287 138 149 0 0 0 0 0 0 0 0 0 0
Totale 19.461