CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 4.746
EU - Europa 4.699
AS - Asia 1.755
AF - Africa 271
SA - Sud America 20
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 3
Totale 11.506
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Nazione #
US - Stati Uniti d'America 4.715
GB - Regno Unito 1.536
IT - Italia 1.508
CN - Cina 775
DE - Germania 422
SG - Singapore 405
UA - Ucraina 267
FR - Francia 252
VN - Vietnam 249
IN - India 191
IE - Irlanda 126
SE - Svezia 118
CI - Costa d'Avorio 111
RU - Federazione Russa 98
TG - Togo 82
EE - Estonia 59
ZA - Sudafrica 48
BG - Bulgaria 37
HU - Ungheria 36
JO - Giordania 36
NL - Olanda 35
FI - Finlandia 28
CA - Canada 27
CH - Svizzera 26
ES - Italia 26
BE - Belgio 24
TR - Turchia 23
SC - Seychelles 21
AT - Austria 20
DK - Danimarca 20
ID - Indonesia 19
JP - Giappone 14
PT - Portogallo 14
BR - Brasile 13
AU - Australia 12
HR - Croazia 10
GR - Grecia 9
IR - Iran 7
NO - Norvegia 7
LB - Libano 6
CY - Cipro 5
HK - Hong Kong 5
LU - Lussemburgo 5
PE - Perù 5
TW - Taiwan 5
MX - Messico 4
PL - Polonia 4
SI - Slovenia 4
CZ - Repubblica Ceca 3
EG - Egitto 3
KR - Corea 3
SA - Arabia Saudita 3
EU - Europa 2
MU - Mauritius 2
PK - Pakistan 2
RO - Romania 2
SK - Slovacchia (Repubblica Slovacca) 2
TN - Tunisia 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AF - Afghanistan, Repubblica islamica di 1
BY - Bielorussia 1
CL - Cile 1
IL - Israele 1
MA - Marocco 1
MM - Myanmar 1
NG - Nigeria 1
SY - Repubblica araba siriana 1
VE - Venezuela 1
YE - Yemen 1
Totale 11.506
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Città #
Southend 1.375
Fairfield 509
Santa Clara 482
Ann Arbor 449
Singapore 368
Bologna 360
Ashburn 335
Chandler 262
Wilmington 261
Woodbridge 237
Houston 206
Seattle 196
Cambridge 183
Jacksonville 183
Princeton 177
Boardman 152
Dong Ket 138
Dublin 126
Abidjan 111
Nanjing 87
Lomé 82
Westminster 73
Padova 67
Rome 67
Berlin 66
Milan 66
New York 58
Jinan 45
San Diego 40
Saint Petersburg 37
Sofia 37
Amman 36
Mülheim 36
Shenyang 36
Florence 35
Hefei 34
Hangzhou 31
Redwood City 30
Hebei 29
Beijing 28
Massa 26
Changsha 25
Forlì 25
Helsinki 25
Pune 24
Medford 23
Falls Church 22
Guangzhou 22
Mahé 20
Nanchang 20
Ottawa 20
Jakarta 19
Redmond 19
Tianjin 19
Rovigo 18
Washington 18
Zhengzhou 18
Des Moines 17
Ferrara 17
Fremont 17
Vienna 17
Aprilia 15
Ningbo 15
Turin 15
Cesena 14
London 14
Shanghai 14
Brussels 13
Calderara Di Reno 13
Frattamaggiore 13
Modena 13
Taiyuan 13
Bern 12
Buffalo 12
Dearborn 12
Paris 12
Fuzhou 11
Hajdúsámson 11
Napoli 11
Taizhou 11
Verona 11
Wuhan 11
Haikou 10
Jiaxing 10
Los Angeles 10
Olalla 10
Rimini 10
Shenzhen 10
Istanbul 9
Kunming 9
Norwalk 9
Dalmine 8
Faenza 8
Amsterdam 7
Bari 7
Bengbu 7
Copenhagen 7
Groningen 7
Mumbai 7
Pontassieve 7
Totale 7.979
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Nome #
Inference under random limit bootstrap measures 415
Econometria, Volume primo 262
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 241
Determining the cointegration rank in heteroskedastic VAR models of unknown order 235
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 233
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 224
Bootstrapping non-stationary stochastic volatility 215
Adaptive Inference in Heteroscedastic Fractional Time Series Models 214
Co-integration rank determination in partial systems using information criteria 208
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 207
Sieve-based inference for infinite-variance linear processes 197
Bootstrap testing of hypotheses on co-integration relations in VAR models 193
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 169
Robust inference in autoregressions with multiple outliers 164
Bootstrap unit root tests for time series with non-stationary volatility 151
Bootstrap determination of the co-integration rank in VAR models 151
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 149
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 149
Wild bootstrap of the mean in the infinite variance case 148
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 147
International dynamic risk sharing 147
Testing for co-integration in vector autoregressions with non-stationary volatility 146
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 144
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 143
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 142
Common trends in financial markets 140
A support for classifying scientific papers in a University Department 139
Journal of Time Series Analysis 136
Inference on co-integration parameters in heteroskedastic vector autoregressions 135
Cointegration rank testing under conditional heteroskedasticity 134
Investigating stock market behavior using a multivariate Markov-switching approach 134
Testing for a change in persistence in the presence of non-stationary volatility 133
Testing for unit roots in bounded time series 133
A Note on Testing Covariance Stationarity 133
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 132
The role of the normal distribution in financial markets 131
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 131
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 131
Bootstrap M unit root tests 130
Heteroskedastic time series with a unit root 130
Consumption Risk Sharing and Adjustment Costs 127
Testing stationarity under a permanent variance shift 126
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 126
Testing for a Change in Persistence in the Presence of a Volatility Shift 126
Bootstrap inference for Hawkes and general point processes 126
Unit root tests under time-varying variances 120
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 119
Testing the null of co-integration in the presence of variance breaks 118
Testing for unit roots in autoregressions with multiple level shifts 118
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 117
Tests for cointegration rank and choice of the alternative 114
A note of unit root testing in the presence of level shifts 113
Econometric Theory 113
Investigating stock market behavior using a multivariate Markov-switching approach 112
Robust inference in autoregressions with multiple outliers 111
Testing mean reversion in target-zone exchange rates 111
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 110
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 110
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 107
Testing for unit roots in time series models with non-stationary volatility 106
International dynamic risk sharing 105
Journal of Econometrics 104
Book review: “N. Shephard, Stochastic volatility: selected readings'' 102
Limited Time Series with a Unit Root 102
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 102
Time-transformed unit root tests for models with non-stationary volatility 102
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 101
Econometria, Volume secondo 100
Econometrics Journal 99
An identification and testing strategy for proxy-SVARs with weak proxies 97
Inference in heavy-tailed non-stationary multivariate time series 93
Testing for a unit root in autoregressions with multiple level shifts 92
Cointegrated Limited Time Series 92
International Dynamic Risk Sharing 91
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 91
Heteroskedastic unit roots 89
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 89
International dynamic risk sharing 87
An Introduction to Bootstrap Theory in Time Series Econometrics 85
Stationarity tests under time-varying variances 83
Recent Developments in Bootstrap Methods for Dependent Data 83
Regional consumption dynamics and risk sharing in Italy 80
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 79
Bootstrap Inference in the Presence of Bias 78
Factor Network Autoregressions 73
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 68
Fundamentals and asset price dynamics 49
Tail behavior of ACD models and consequences for likelihood-based estimation 45
Specification tests for GARCH processes with nuisance parameters on the boundary 42
Firm size and the Italian Stock Exchange 41
Econometric Theory 39
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 31
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 15
Bounded integrated processes and unit root tests 12
Totale 11.767
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Categoria #
all - tutte 29.644
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 29.644
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.411 0 0 0 0 0 212 249 291 290 139 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
2024/20251.647 213 340 242 183 607 62 0 0 0 0 0 0
Totale 11.767