CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
EU - Europa 5.668
NA - Nord America 5.300
AS - Asia 3.908
AF - Africa 343
SA - Sud America 267
OC - Oceania 23
Continente sconosciuto - Info sul continente non disponibili 4
AN - Antartide 1
Totale 15.514
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Nazione #
US - Stati Uniti d'America 5.229
IT - Italia 2.062
GB - Regno Unito 1.607
CN - Cina 1.355
SG - Singapore 1.049
VN - Vietnam 485
DE - Germania 480
IN - India 402
FR - Francia 297
UA - Ucraina 271
HK - Hong Kong 240
BR - Brasile 201
RU - Federazione Russa 174
CI - Costa d'Avorio 150
IE - Irlanda 130
SE - Svezia 124
KR - Corea 112
NL - Olanda 88
TG - Togo 82
JP - Giappone 61
EE - Estonia 59
ZA - Sudafrica 54
FI - Finlandia 51
IL - Israele 51
CA - Canada 48
TR - Turchia 40
BG - Bulgaria 37
HU - Ungheria 36
JO - Giordania 36
AT - Austria 34
BE - Belgio 32
CH - Svizzera 29
ES - Italia 29
SC - Seychelles 29
ID - Indonesia 27
DK - Danimarca 23
AR - Argentina 22
AU - Australia 22
MX - Messico 19
PT - Portogallo 16
NO - Norvegia 14
GR - Grecia 13
EC - Ecuador 12
PL - Polonia 12
GM - Gambi 11
HR - Croazia 11
CZ - Repubblica Ceca 10
PY - Paraguay 10
LT - Lituania 9
IR - Iran 8
CO - Colombia 7
BD - Bangladesh 6
LB - Libano 6
CY - Cipro 5
LU - Lussemburgo 5
PE - Perù 5
TW - Taiwan 5
RO - Romania 4
SA - Arabia Saudita 4
SI - Slovenia 4
VE - Venezuela 4
EG - Egitto 3
MA - Marocco 3
MU - Mauritius 3
PK - Pakistan 3
SK - Slovacchia (Repubblica Slovacca) 3
UY - Uruguay 3
AE - Emirati Arabi Uniti 2
CL - Cile 2
DO - Repubblica Dominicana 2
EU - Europa 2
LY - Libia 2
RS - Serbia 2
SY - Repubblica araba siriana 2
TN - Tunisia 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AF - Afghanistan, Repubblica islamica di 1
AM - Armenia 1
AO - Angola 1
AQ - Antartide 1
BY - Bielorussia 1
CR - Costa Rica 1
GY - Guiana 1
IQ - Iraq 1
KZ - Kazakistan 1
MD - Moldavia 1
MM - Myanmar 1
NG - Nigeria 1
NZ - Nuova Zelanda 1
PR - Porto Rico 1
RE - Reunion 1
SN - Senegal 1
TL - Timor Orientale 1
XK - ???statistics.table.value.countryCode.XK??? 1
YE - Yemen 1
Totale 15.514
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Città #
Southend 1.375
Singapore 685
Fairfield 509
Santa Clara 487
Bologna 484
Ann Arbor 449
Ashburn 410
Hefei 268
Chandler 262
Wilmington 261
Woodbridge 237
Hong Kong 230
Houston 208
Seattle 198
Cambridge 183
Jacksonville 183
Princeton 177
Rome 177
Boardman 158
Abidjan 150
Dong Ket 138
Beijing 128
Dublin 128
Milan 117
Seoul 92
Nanjing 87
Lomé 82
Ho Chi Minh City 79
New York 75
Dallas 74
Westminster 73
Dharwad 67
Padova 67
Berlin 66
Los Angeles 64
Hanoi 62
Buffalo 56
Tokyo 53
Bengaluru 51
Tel Aviv 49
Hangzhou 47
Jinan 46
Florence 42
Mysore 41
Palombara Sabina 41
São Paulo 41
San Diego 40
Saint Petersburg 37
Sofia 37
Amman 36
Mülheim 36
Shenyang 36
Redondo Beach 32
Redwood City 30
Hebei 29
Helsinki 29
Modena 29
Forlì 27
Massa 26
Changsha 25
London 25
Guangzhou 24
Pune 24
Medford 23
Vienna 23
Cesena 22
Falls Church 22
Bari 21
Brussels 21
Munich 21
Jakarta 20
Mahé 20
Nanchang 20
Ottawa 20
Tianjin 20
Turin 20
Redmond 19
Zhengzhou 19
Amsterdam 18
Bristol 18
Frankfurt am Main 18
Lappeenranta 18
Rovigo 18
Shanghai 18
Washington 18
Des Moines 17
Ferrara 17
Fremont 17
Ningbo 17
Chicago 16
Aprilia 15
Cardiff 14
Gimcheon 14
Taiyuan 14
Calderara Di Reno 13
Frattamaggiore 13
Haiphong 13
Naples 13
Paris 13
Verona 13
Totale 10.135
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Nome #
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 633
Inference under random limit bootstrap measures 482
Econometria, Volume primo 403
An identification and testing strategy for proxy-SVARs with weak proxies 301
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 286
Determining the cointegration rank in heteroskedastic VAR models of unknown order 280
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 268
Bootstrapping non-stationary stochastic volatility 258
Adaptive Inference in Heteroscedastic Fractional Time Series Models 256
Co-integration rank determination in partial systems using information criteria 247
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 244
Inference in heavy-tailed non-stationary multivariate time series 230
Sieve-based inference for infinite-variance linear processes 229
Bootstrap testing of hypotheses on co-integration relations in VAR models 225
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 200
The role of the normal distribution in financial markets 199
Robust inference in autoregressions with multiple outliers 196
Journal of Time Series Analysis 191
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 189
International dynamic risk sharing 180
Wild bootstrap of the mean in the infinite variance case 180
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 179
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 173
Bootstrap inference for Hawkes and general point processes 173
Bootstrap unit root tests for time series with non-stationary volatility 172
Testing for co-integration in vector autoregressions with non-stationary volatility 171
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 171
Bootstrap determination of the co-integration rank in VAR models 170
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 169
Testing stationarity under a permanent variance shift 168
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 168
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 167
Common trends in financial markets 166
Inference on co-integration parameters in heteroskedastic vector autoregressions 162
Bootstrap Inference in the Presence of Bias 160
Cointegration rank testing under conditional heteroskedasticity 160
Testing for a change in persistence in the presence of non-stationary volatility 158
Consumption Risk Sharing and Adjustment Costs 158
A support for classifying scientific papers in a University Department 158
Unit root tests under time-varying variances 157
Investigating stock market behavior using a multivariate Markov-switching approach 155
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 155
Econometrics Journal 155
Testing the null of co-integration in the presence of variance breaks 152
Econometric Theory 152
Heteroskedastic time series with a unit root 151
Testing for unit roots in bounded time series 151
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION 150
A Note on Testing Covariance Stationarity 148
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 148
Testing for unit roots in autoregressions with multiple level shifts 145
Bootstrap M unit root tests 145
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 142
Testing for a Change in Persistence in the Presence of a Volatility Shift 142
Econometria, Volume secondo 140
An Introduction to Bootstrap Theory in Time Series Econometrics 140
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 139
Journal of Econometrics 139
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 137
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 137
A note of unit root testing in the presence of level shifts 135
Robust inference in autoregressions with multiple outliers 135
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 135
Investigating stock market behavior using a multivariate Markov-switching approach 135
Book review: “N. Shephard, Stochastic volatility: selected readings'' 134
Tests for cointegration rank and choice of the alternative 132
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 132
Testing for unit roots in time series models with non-stationary volatility 131
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 130
Tail behavior of ACD models and consequences for likelihood-based estimation 125
International dynamic risk sharing 123
Cointegrated Limited Time Series 121
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 121
Testing mean reversion in target-zone exchange rates 121
Limited Time Series with a Unit Root 118
Time-transformed unit root tests for models with non-stationary volatility 118
Factor Network Autoregressions 118
Specification tests for GARCH processes with nuisance parameters on the boundary 115
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 115
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 114
Stationarity tests under time-varying variances 113
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 112
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data" 111
Testing for a unit root in autoregressions with multiple level shifts 111
Heteroskedastic unit roots 109
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 108
Factor Network Autoregressions 108
International Dynamic Risk Sharing 107
International dynamic risk sharing 105
Recent Developments in Bootstrap Methods for Dependent Data 98
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 97
Regional consumption dynamics and risk sharing in Italy 92
Econometric Theory 75
Fundamentals and asset price dynamics 69
Firm size and the Italian Stock Exchange 57
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 30
Bounded integrated processes and unit root tests 29
Totale 15.799
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Categoria #
all - tutte 42.550
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 42.550
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.790 0 0 0 0 0 183 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
2024/20253.180 213 340 242 183 607 496 179 142 63 148 156 411
2025/20262.499 339 481 500 440 551 188 0 0 0 0 0 0
Totale 15.799