CRIS Current Research Information System

CAVALIERE, GIUSEPPE
 Distribuzione geografica
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Continente #
EU - Europa 6.293
NA - Nord America 5.877
AS - Asia 5.315
AF - Africa 378
SA - Sud America 337
OC - Oceania 25
Continente sconosciuto - Info sul continente non disponibili 4
AN - Antartide 1
Totale 18.230
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Nazione #
US - Stati Uniti d'America 5.775
IT - Italia 2.332
GB - Regno Unito 1.628
CN - Cina 1.543
SG - Singapore 1.254
VN - Vietnam 1.177
DE - Germania 560
FR - Francia 467
IN - India 437
HK - Hong Kong 314
UA - Ucraina 277
BR - Brasile 243
RU - Federazione Russa 178
CI - Costa d'Avorio 152
IE - Irlanda 132
KR - Corea 128
SE - Svezia 125
JP - Giappone 98
NL - Olanda 97
TG - Togo 83
ZA - Sudafrica 65
CA - Canada 60
EE - Estonia 59
FI - Finlandia 56
IL - Israele 52
TR - Turchia 48
BG - Bulgaria 40
JO - Giordania 39
BE - Belgio 38
ES - Italia 37
HU - Ungheria 37
AT - Austria 35
DK - Danimarca 35
PH - Filippine 33
ID - Indonesia 31
AR - Argentina 30
MX - Messico 30
CH - Svizzera 29
SC - Seychelles 29
BD - Bangladesh 26
AU - Australia 24
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
IR - Iran 8
CL - Cile 7
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
LY - Libia 2
MD - Moldavia 2
NG - Nigeria 2
PA - Panama 2
RS - Serbia 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
CG - Congo 1
GT - Guatemala 1
Totale 18.209
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Città #
Southend 1.375
Singapore 869
Bologna 536
Fairfield 509
Santa Clara 495
Ann Arbor 449
Ashburn 448
Hong Kong 282
Hefei 268
Chandler 262
Wilmington 261
San Jose 248
Ho Chi Minh City 243
Woodbridge 237
Hanoi 219
Houston 209
Rome 200
Seattle 198
Cambridge 184
Jacksonville 184
Princeton 177
Boardman 159
Abidjan 152
Beijing 144
Milan 140
Dong Ket 138
Dublin 130
New York 97
Lauterbourg 95
Seoul 93
Nanjing 89
Los Angeles 87
Lomé 83
Dallas 77
Tokyo 73
Westminster 73
Berlin 68
Dharwad 67
Padova 67
Buffalo 61
Council Bluffs 53
Bengaluru 51
Hangzhou 51
Tel Aviv 50
Jinan 46
Haiphong 45
São Paulo 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
Mülheim 36
Helsinki 34
Modena 33
Redondo Beach 32
The Dalles 32
Redwood City 30
Hebei 29
Forlì 27
London 27
Changsha 26
Massa 26
Bari 25
Pune 25
Tianjin 24
Turin 24
Vienna 24
Cesena 23
Medford 23
Falls Church 22
Amsterdam 21
Brussels 21
Falkenstein 21
Jakarta 21
Munich 21
Washington 21
Bristol 20
Chicago 20
Ferrara 20
Mahé 20
Nanchang 20
Ottawa 20
Shanghai 20
Zhengzhou 20
Des Moines 19
Redmond 19
Biên Hòa 18
Lappeenranta 18
Rovigo 18
Fremont 17
Genoa 17
Ningbo 17
Totale 11.511
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Nome #
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 674
Econometria, Volume primo 588
Inference under random limit bootstrap measures 535
An identification and testing strategy for proxy-SVARs with weak proxies 354
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models 330
Determining the cointegration rank in heteroskedastic VAR models of unknown order 322
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 316
Bootstrapping non-stationary stochastic volatility 300
Bootstrap testing of hypotheses on co-integration relations in VAR models 297
Co-integration rank determination in partial systems using information criteria 283
Adaptive Inference in Heteroscedastic Fractional Time Series Models 281
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models 276
Sieve-based inference for infinite-variance linear processes 274
Inference in heavy-tailed non-stationary multivariate time series 264
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 253
The role of the normal distribution in financial markets 228
Journal of Time Series Analysis 225
Robust inference in autoregressions with multiple outliers 224
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 221
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 218
Wild bootstrap of the mean in the infinite variance case 213
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION 208
International dynamic risk sharing 207
Bootstrap inference for Hawkes and general point processes 207
A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data" 204
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 197
EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS 196
Inference on co-integration parameters in heteroskedastic vector autoregressions 195
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 195
Volatilità, persistenza e break strutturali nelle dinamiche macroeconomiche e finanziarie: nuovi paradigmi per l'analisi econometrica delle serie storiche 194
Testing for co-integration in vector autoregressions with non-stationary volatility 194
Bootstrap Inference in the Presence of Bias 193
Bootstrap unit root tests for time series with non-stationary volatility 193
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 193
Bootstrap determination of the co-integration rank in VAR models 193
Common trends in financial markets 185
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 184
Econometrics Journal 183
Econometria, Volume secondo 182
Cointegration rank testing under conditional heteroskedasticity 181
Regime-switching autoregressive coefficients and the asymptotics for unit root tests 181
A support for classifying scientific papers in a University Department 181
Econometric Theory 179
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 172
Factor Network Autoregressions 172
Unit root tests under time-varying variances 170
Investigating stock market behavior using a multivariate Markov-switching approach 170
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 170
Testing for unit roots in autoregressions with multiple level shifts 167
Testing for unit roots in bounded time series 166
Robust inference in autoregressions with multiple outliers 165
Bootstrap M unit root tests 165
A Note on Testing Covariance Stationarity 163
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 163
Heteroskedastic time series with a unit root 162
Journal of Econometrics 162
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 161
Testing the null of co-integration in the presence of variance breaks 160
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 159
Testing for a Change in Persistence in the Presence of a Volatility Shift 156
Tail behavior of ACD models and consequences for likelihood-based estimation 155
Book review: “N. Shephard, Stochastic volatility: selected readings'' 154
Testing for unit roots in time series models with non-stationary volatility 153
A note of unit root testing in the presence of level shifts 152
Tests for cointegration rank and choice of the alternative 152
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 152
The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint — Solution 151
Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components 151
An Introduction to Bootstrap Theory in Time Series Econometrics 151
Investigating stock market behavior using a multivariate Markov-switching approach 150
Specification tests for GARCH processes with nuisance parameters on the boundary 146
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 144
Cointegrated Limited Time Series 143
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 142
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 141
International dynamic risk sharing 140
Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity 138
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics 136
Testing mean reversion in target-zone exchange rates 135
Factor Network Autoregressions 134
Stationarity tests under time-varying variances 132
Testing for a unit root in autoregressions with multiple level shifts 131
Time-transformed unit root tests for models with non-stationary volatility 130
Limited Time Series with a Unit Root 128
International dynamic risk sharing 123
Heteroskedastic unit roots 122
International Dynamic Risk Sharing 122
Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia 117
Recent Developments in Bootstrap Methods for Dependent Data 115
Regional consumption dynamics and risk sharing in Italy 102
Econometric Theory 102
Fundamentals and asset price dynamics 84
Firm size and the Italian Stock Exchange 67
Bounded integrated processes and unit root tests 44
Devaluation expectations and the unit root hypothesis: the italian lira in the european monetary system 41
Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations 1
Totale 18.536
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Categoria #
all - tutte 47.714
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 47.714
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.044 0 0 0 0 0 0 0 0 0 185 334 525
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
2025/20265.236 339 481 500 440 551 427 719 354 992 433 0 0
Totale 18.536