CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
EU - Europa 6.364
NA - Nord America 6.169
AS - Asia 5.381
AF - Africa 378
SA - Sud America 351
OC - Oceania 26
Continente sconosciuto - Info sul continente non disponibili 4
AN - Antartide 1
Totale 18.674
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Nazione #
US - Stati Uniti d'America 6.059
IT - Italia 2.393
GB - Regno Unito 1.634
CN - Cina 1.558
SG - Singapore 1.268
VN - Vietnam 1.177
DE - Germania 560
FR - Francia 467
IN - India 437
HK - Hong Kong 315
UA - Ucraina 277
BR - Brasile 254
RU - Federazione Russa 178
CI - Costa d'Avorio 152
IE - Irlanda 132
KR - Corea 128
SE - Svezia 125
NL - Olanda 99
JP - Giappone 98
TG - Togo 83
CA - Canada 65
ZA - Sudafrica 65
EE - Estonia 59
BD - Bangladesh 58
FI - Finlandia 56
IL - Israele 52
TR - Turchia 49
BG - Bulgaria 40
BE - Belgio 39
JO - Giordania 39
ES - Italia 38
HU - Ungheria 37
AT - Austria 35
DK - Danimarca 35
ID - Indonesia 34
PH - Filippine 33
AR - Argentina 31
MX - Messico 31
CH - Svizzera 29
SC - Seychelles 29
AU - Australia 25
IQ - Iraq 19
TH - Thailandia 19
EC - Ecuador 18
TW - Taiwan 18
PT - Portogallo 17
GR - Grecia 16
PL - Polonia 16
NO - Norvegia 15
CZ - Repubblica Ceca 13
SA - Arabia Saudita 13
HR - Croazia 12
LT - Lituania 12
PY - Paraguay 12
GM - Gambi 11
PK - Pakistan 11
CO - Colombia 9
UZ - Uzbekistan 9
CL - Cile 8
IR - Iran 8
MA - Marocco 7
SI - Slovenia 7
LB - Libano 6
VE - Venezuela 6
CY - Cipro 5
EG - Egitto 5
LU - Lussemburgo 5
PE - Perù 5
RO - Romania 5
TN - Tunisia 5
AO - Angola 4
NP - Nepal 4
BO - Bolivia 3
DO - Repubblica Dominicana 3
ET - Etiopia 3
MU - Mauritius 3
MY - Malesia 3
OM - Oman 3
SK - Slovacchia (Repubblica Slovacca) 3
SY - Repubblica araba siriana 3
UY - Uruguay 3
AE - Emirati Arabi Uniti 2
AL - Albania 2
CR - Costa Rica 2
EU - Europa 2
GA - Gabon 2
GE - Georgia 2
GY - Guiana 2
LY - Libia 2
MD - Moldavia 2
NG - Nigeria 2
PA - Panama 2
RS - Serbia 2
TT - Trinidad e Tobago 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AF - Afghanistan, Repubblica islamica di 1
AM - Armenia 1
AQ - Antartide 1
AZ - Azerbaigian 1
BY - Bielorussia 1
Totale 18.652
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Città #
Southend 1.375
Singapore 882
Bologna 541
Fairfield 509
Santa Clara 498
Ashburn 487
Ann Arbor 449
San Jose 343
Hong Kong 283
Hefei 268
Chandler 262
Wilmington 261
Ho Chi Minh City 243
Woodbridge 237
Hanoi 219
Houston 209
Rome 208
Seattle 198
Cambridge 186
Jacksonville 185
Princeton 177
Boardman 160
Abidjan 152
Beijing 151
Milan 145
Dong Ket 138
Dublin 130
New York 114
Lauterbourg 95
Los Angeles 94
Seoul 93
Nanjing 89
Lomé 83
Dallas 81
Tokyo 73
Westminster 73
Berlin 68
Dharwad 67
Padova 67
Buffalo 63
Hangzhou 54
São Paulo 54
Council Bluffs 53
Bengaluru 51
Tel Aviv 50
Jinan 46
Haiphong 45
Florence 44
Guangzhou 41
Mysore 41
Palombara Sabina 41
Mannheim 40
San Diego 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 28
Forlì 27
Changsha 26
Massa 26
Bari 25
Chicago 25
Pune 25
Turin 25
Tianjin 24
Vienna 24
Cesena 23
Medford 23
Falls Church 22
Amsterdam 21
Brussels 21
Falkenstein 21
Ferrara 21
Jakarta 21
Munich 21
Rimini 21
Bristol 20
Mahé 20
Nanchang 20
Ottawa 20
Shanghai 20
Zhengzhou 20
Des Moines 19
Fremont 19
Redmond 19
Biên Hòa 18
Lappeenranta 18
Naples 18
Rovigo 18
Totale 11.763
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Nome #
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 681
Econometria, Volume primo 608
Inference under random limit bootstrap measures 545
An identification and testing strategy for proxy-SVARs with weak proxies 366
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 335
Determining the cointegration rank in heteroskedastic VAR models of unknown order 327
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 325
Bootstrap testing of hypotheses on co-integration relations in VAR models 304
Bootstrapping non-stationary stochastic volatility 303
Co-integration rank determination in partial systems using information criteria 287
Sieve-based inference for infinite-variance linear processes 284
Adaptive Inference in Heteroscedastic Fractional Time Series Models 284
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 280
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 273
Inference in heavy-tailed non-stationary multivariate time series 268
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION 245
The role of the normal distribution in financial markets 230
Journal of Time Series Analysis 230
Robust inference in autoregressions with multiple outliers 229
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 221
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data" 219
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 219
Bootstrap inference for Hawkes and general point processes 216
Wild bootstrap of the mean in the infinite variance case 214
International dynamic risk sharing 208
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 205
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 203
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 201
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 201
Bootstrap Inference in the Presence of Bias 200
Bootstrap determination of the co-integration rank in VAR models 199
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 196
Testing for co-integration in vector autoregressions with non-stationary volatility 195
Inference on co-integration parameters in heteroskedastic vector autoregressions 195
Bootstrap unit root tests for time series with non-stationary volatility 194
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 193
Econometria, Volume secondo 192
Econometrics Journal 191
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 189
Common trends in financial markets 188
A support for classifying scientific papers in a University Department 187
Factor Network Autoregressions 187
Econometric Theory 183
Cointegration rank testing under conditional heteroskedasticity 181
Consumption Risk Sharing and Adjustment Costs 176
Testing stationarity under a permanent variance shift 175
Testing for a change in persistence in the presence of non-stationary volatility 173
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 173
Unit root tests under time-varying variances 171
Investigating stock market behavior using a multivariate Markov-switching approach 170
Testing for unit roots in autoregressions with multiple level shifts 169
Testing for unit roots in bounded time series 168
A Note on Testing Covariance Stationarity 167
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 167
Robust inference in autoregressions with multiple outliers 166
Bootstrap M unit root tests 166
Journal of Econometrics 166
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 165
Testing the null of co-integration in the presence of variance breaks 163
Heteroskedastic time series with a unit root 163
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 161
Tail behavior of ACD models and consequences for likelihood-based estimation 159
Testing for a Change in Persistence in the Presence of a Volatility Shift 159
Book review: “N. Shephard, Stochastic volatility: selected readings'' 157
Testing for unit roots in time series models with non-stationary volatility 155
A note of unit root testing in the presence of level shifts 154
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 154
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 153
Tests for cointegration rank and choice of the alternative 153
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 152
An Introduction to Bootstrap Theory in Time Series Econometrics 152
Specification tests for GARCH processes with nuisance parameters on the boundary 150
Investigating stock market behavior using a multivariate Markov-switching approach 150
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 149
Cointegrated Limited Time Series 146
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 145
International dynamic risk sharing 143
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 141
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 140
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 137
Testing mean reversion in target-zone exchange rates 137
Factor Network Autoregressions 137
Stationarity tests under time-varying variances 134
Testing for a unit root in autoregressions with multiple level shifts 134
Limited Time Series with a Unit Root 134
Time-transformed unit root tests for models with non-stationary volatility 131
Heteroskedastic unit roots 126
International dynamic risk sharing 124
International Dynamic Risk Sharing 123
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 121
Recent Developments in Bootstrap Methods for Dependent Data 116
Regional consumption dynamics and risk sharing in Italy 105
Econometric Theory 105
Fundamentals and asset price dynamics 85
Firm size and the Italian Stock Exchange 71
Bounded integrated processes and unit root tests 45
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 43
Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations 22
Totale 18.982
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Categoria #
all - tutte 49.908
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 49.908
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021525 0 0 0 0 0 0 0 0 0 0 0 525
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
2024/20253.180 213 340 242 183 607 496 179 142 63 148 156 411
2025/20265.682 339 481 500 440 551 427 719 354 992 518 249 112
Totale 18.982