CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
EU - Europa 4.838
NA - Nord America 4.759
AS - Asia 2.033
AF - Africa 281
SA - Sud America 46
OC - Oceania 12
Continente sconosciuto - Info sul continente non disponibili 3
Totale 11.972
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Nazione #
US - Stati Uniti d'America 4.728
IT - Italia 1.616
GB - Regno Unito 1.537
CN - Cina 806
DE - Germania 422
SG - Singapore 405
IN - India 369
UA - Ucraina 267
VN - Vietnam 254
FR - Francia 252
IE - Irlanda 126
SE - Svezia 118
CI - Costa d'Avorio 111
RU - Federazione Russa 111
TG - Togo 82
EE - Estonia 59
IL - Israele 50
ZA - Sudafrica 48
BR - Brasile 39
BG - Bulgaria 37
HU - Ungheria 36
JO - Giordania 36
NL - Olanda 36
FI - Finlandia 33
BE - Belgio 27
CA - Canada 27
AT - Austria 26
CH - Svizzera 26
ES - Italia 26
TR - Turchia 23
SC - Seychelles 21
DK - Danimarca 20
ID - Indonesia 19
KR - Corea 17
JP - Giappone 14
PT - Portogallo 14
AU - Australia 12
GM - Gambi 10
HR - Croazia 10
GR - Grecia 9
NO - Norvegia 9
IR - Iran 7
HK - Hong Kong 6
LB - Libano 6
CY - Cipro 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
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
MA - Marocco 1
MM - Myanmar 1
NG - Nigeria 1
SY - Repubblica araba siriana 1
VE - Venezuela 1
YE - Yemen 1
Totale 11.972
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Città #
Southend 1.375
Fairfield 509
Santa Clara 482
Ann Arbor 449
Singapore 368
Bologna 361
Ashburn 336
Chandler 262
Wilmington 261
Woodbridge 237
Houston 206
Seattle 196
Cambridge 183
Jacksonville 183
Princeton 177
Boardman 152
Dong Ket 138
Dublin 126
Rome 114
Abidjan 111
Nanjing 87
Lomé 82
Westminster 73
Padova 67
Berlin 66
Milan 66
Dharwad 64
New York 58
Tel Aviv 49
Jinan 45
Palombara Sabina 41
San Diego 40
Mysore 39
Saint Petersburg 37
Sofia 37
Amman 36
Mülheim 36
Shenyang 36
Florence 35
Hefei 34
Bengaluru 31
Hangzhou 31
Beijing 30
Redwood City 30
Hebei 29
Massa 26
São Paulo 26
Changsha 25
Forlì 25
Helsinki 25
Pune 24
Medford 23
Falls Church 22
Guangzhou 22
Vienna 22
Mahé 20
Nanchang 20
Ottawa 20
Jakarta 19
Redmond 19
Tianjin 19
Zhengzhou 19
Cesena 18
Rovigo 18
Washington 18
Des Moines 17
Ferrara 17
Fremont 17
Brussels 16
Aprilia 15
Ningbo 15
Turin 15
Gimcheon 14
London 14
Modena 14
Shanghai 14
Calderara Di Reno 13
Frattamaggiore 13
Taiyuan 13
Bern 12
Buffalo 12
Dearborn 12
Fuzhou 12
Paris 12
Hajdúsámson 11
Napoli 11
Taizhou 11
Verona 11
Wuhan 11
Banjul 10
Haikou 10
Jiaxing 10
Los Angeles 10
Olalla 10
Rimini 10
Shenzhen 10
Hāthras 9
Istanbul 9
Kunming 9
Norwalk 9
Totale 8.263
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Nome #
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 588
Inference under random limit bootstrap measures 420
Econometria, Volume primo 262
Determining the cointegration rank in heteroskedastic VAR models of unknown order 237
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 235
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 227
Bootstrapping non-stationary stochastic volatility 217
Adaptive Inference in Heteroscedastic Fractional Time Series Models 215
Co-integration rank determination in partial systems using information criteria 209
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 208
Sieve-based inference for infinite-variance linear processes 198
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 170
Robust inference in autoregressions with multiple outliers 166
Bootstrap unit root tests for time series with non-stationary volatility 152
Bootstrap determination of the co-integration rank in VAR models 152
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 150
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 150
Testing for co-integration in vector autoregressions with non-stationary volatility 149
Wild bootstrap of the mean in the infinite variance case 149
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 148
International dynamic risk sharing 148
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 146
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 144
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 143
Common trends in financial markets 142
A support for classifying scientific papers in a University Department 140
The role of the normal distribution in financial markets 137
Inference on co-integration parameters in heteroskedastic vector autoregressions 136
Journal of Time Series Analysis 136
Cointegration rank testing under conditional heteroskedasticity 135
Testing for unit roots in bounded time series 135
Investigating stock market behavior using a multivariate Markov-switching approach 135
A Note on Testing Covariance Stationarity 134
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 134
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 134
Testing for a change in persistence in the presence of non-stationary volatility 133
Bootstrap M unit root tests 131
Heteroskedastic time series with a unit root 131
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 131
Consumption Risk Sharing and Adjustment Costs 130
Testing stationarity under a permanent variance shift 127
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 127
Bootstrap inference for Hawkes and general point processes 127
Testing for a Change in Persistence in the Presence of a Volatility Shift 126
Unit root tests under time-varying variances 121
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 120
Testing the null of co-integration in the presence of variance breaks 118
Testing for unit roots in autoregressions with multiple level shifts 118
Econometric Theory 118
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 118
Tests for cointegration rank and choice of the alternative 114
A note of unit root testing in the presence of level shifts 113
Testing mean reversion in target-zone exchange rates 113
Investigating stock market behavior using a multivariate Markov-switching approach 113
Robust inference in autoregressions with multiple outliers 112
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 111
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 110
An identification and testing strategy for proxy-SVARs with weak proxies 108
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 108
Testing for unit roots in time series models with non-stationary volatility 106
International dynamic risk sharing 105
Journal of Econometrics 104
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 103
Book review: “N. Shephard, Stochastic volatility: selected readings'' 102
Limited Time Series with a Unit Root 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
Econometrics Journal 101
Econometria, Volume secondo 100
Inference in heavy-tailed non-stationary multivariate time series 96
Testing for a unit root in autoregressions with multiple level shifts 93
Cointegrated Limited Time Series 92
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 92
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 91
International Dynamic Risk Sharing 91
Heteroskedastic unit roots 89
An Introduction to Bootstrap Theory in Time Series Econometrics 88
International dynamic risk sharing 87
Recent Developments in Bootstrap Methods for Dependent Data 84
Stationarity tests under time-varying variances 83
Bootstrap Inference in the Presence of Bias 82
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 80
Regional consumption dynamics and risk sharing in Italy 80
Factor Network Autoregressions 75
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 68
Tail behavior of ACD models and consequences for likelihood-based estimation 52
Fundamentals and asset price dynamics 50
Specification tests for GARCH processes with nuisance parameters on the boundary 43
Firm size and the Italian Stock Exchange 43
Econometric Theory 40
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 35
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 15
Bounded integrated processes and unit root tests 13
Totale 12.240
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Categoria #
all - tutte 30.646
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 30.646
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.199 0 0 0 0 0 0 249 291 290 139 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
2024/20252.120 213 340 242 183 607 496 39 0 0 0 0 0
Totale 12.240