BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 23.286
EU - Europa 15.982
AS - Asia 15.256
SA - Sud America 1.080
AF - Africa 531
OC - Oceania 196
Continente sconosciuto - Info sul continente non disponibili 35
Totale 56.366
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Nazione #
US - Stati Uniti d'America 22.591
CN - Cina 5.822
PL - Polonia 4.678
IT - Italia 4.032
SG - Singapore 3.456
VN - Vietnam 1.700
DE - Germania 1.298
GB - Regno Unito 1.071
UA - Ucraina 851
BR - Brasile 831
IN - India 780
HK - Hong Kong 776
SE - Svezia 756
IE - Irlanda 709
FI - Finlandia 678
CA - Canada 576
FR - Francia 534
JP - Giappone 430
RU - Federazione Russa 429
KR - Corea 398
ID - Indonesia 302
TR - Turchia 302
PK - Pakistan 249
TW - Taiwan 218
AU - Australia 164
NL - Olanda 159
ZA - Sudafrica 152
AT - Austria 138
CH - Svizzera 113
MY - Malesia 109
BD - Bangladesh 106
BE - Belgio 95
AR - Argentina 84
ES - Italia 73
MA - Marocco 72
IQ - Iraq 71
PH - Filippine 71
TH - Thailandia 71
IR - Iran 53
PT - Portogallo 52
MX - Messico 50
TN - Tunisia 50
DK - Danimarca 49
EG - Egitto 49
KE - Kenya 43
AE - Emirati Arabi Uniti 42
UZ - Uzbekistan 41
GR - Grecia 39
HU - Ungheria 34
LK - Sri Lanka 34
NP - Nepal 34
SA - Arabia Saudita 33
CL - Cile 32
VE - Venezuela 32
NZ - Nuova Zelanda 30
EC - Ecuador 29
BJ - Benin 27
GH - Ghana 27
CO - Colombia 24
PE - Perù 24
EU - Europa 22
NO - Norvegia 22
RO - Romania 22
DO - Repubblica Dominicana 21
CZ - Repubblica Ceca 20
JO - Giordania 19
OM - Oman 19
LB - Libano 18
AL - Albania 17
AZ - Azerbaigian 17
BG - Bulgaria 17
KZ - Kazakistan 17
NG - Nigeria 17
HR - Croazia 16
ET - Etiopia 15
DZ - Algeria 14
RS - Serbia 14
TT - Trinidad e Tobago 14
IL - Israele 11
UG - Uganda 11
LT - Lituania 9
MD - Moldavia 9
PY - Paraguay 9
UY - Uruguay 9
A2 - ???statistics.table.value.countryCode.A2??? 8
BH - Bahrain 8
CR - Costa Rica 8
CY - Cipro 8
JM - Giamaica 7
LV - Lettonia 7
SK - Slovacchia (Repubblica Slovacca) 7
BN - Brunei Darussalam 6
BO - Bolivia 6
CI - Costa d'Avorio 6
EE - Estonia 6
HN - Honduras 6
LU - Lussemburgo 6
MK - Macedonia 6
MO - Macao, regione amministrativa speciale della Cina 6
SI - Slovenia 6
Totale 56.259
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Città #
Warsaw 4.628
Woodbridge 3.397
Ashburn 2.265
Chandler 1.905
Singapore 1.899
Fairfield 1.689
Jacksonville 1.389
Ann Arbor 1.112
Houston 911
San Jose 875
Seattle 779
Dallas 754
Mestre 690
Dublin 688
Hong Kong 645
Wilmington 623
Cambridge 535
Ho Chi Minh City 527
Nanjing 493
Beijing 492
Jinan 467
Hangzhou 415
Hanoi 396
Shenyang 373
New York 354
Boardman 352
Tianjin 344
Toronto 341
Council Bluffs 340
Venezia 332
Guangzhou 330
Dearborn 316
Seoul 301
Hefei 288
Venice 280
Los Angeles 266
Des Moines 256
Tokyo 247
Bengaluru 234
Hebei 223
Andover 208
The Dalles 204
Milan 197
Izmir 194
Boston 187
San Mateo 171
Changsha 170
Rome 169
Mülheim 165
Frankfurt am Main 159
Zhengzhou 159
Helsinki 158
Princeton 157
Jakarta 156
Nanchang 151
Lauterbourg 147
Taizhou 141
Taiyuan 132
Haikou 128
Ningbo 128
Moscow 123
Jiaxing 113
Munich 99
São Paulo 99
Fuzhou 98
London 95
Padova 95
Santa Clara 94
Ottawa 92
Buffalo 90
Vienna 87
Redwood City 84
Haiphong 79
Brussels 77
Columbus 77
Da Nang 75
San Diego 73
Battaglia Terme 71
Verona 67
Durban 62
Pune 59
Paris 58
Saint Petersburg 57
Sydney 57
Taipei 55
Berlin 54
Orem 54
Amsterdam 53
Chennai 53
Dong Ket 49
Johannesburg 49
Phoenix 49
Shanghai 49
Karachi 48
Kunming 48
Washington 48
Bremen 46
Chicago 46
New Delhi 44
Bologna 43
Totale 38.801
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.332
An entropy-based early warning indicator for systemic risk 699
Which Market Integration Measure? 683
A test for a new modelling: The Univariate MT-STAR Model 624
Entropy and systemic risk measures 566
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 561
CDS Industrial Sector Indices, credit and liquidity risk 549
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 537
Bayesian Markov switching tensor regression for time-varying networks 536
Backard/forward optimal combination of performance measures for equity screening 530
Bayesian dynamic tensor regression 527
Bayesian Graphical Models for STructural Vector Autoregressive Processes 525
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 524
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 522
Modeling Systemic Risk with Markov Switching Graphical SUR Models 517
Sparse BGVAR models for Systemic Risk Analysis 513
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 507
A Cross-Sectional Performance Measure for Portfolio Management 505
Markov switching GARCH models for Bayesian hedging on energy futures markets 504
Bayesian inference in dynamic models with latent factors 502
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 494
Inside the ESG Ratings: (Dis)agreement and performance 492
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 484
Understanding Exchange Rates Dynamics 480
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 468
Bayesian nonparametric sparse VAR models 467
Networks in risk spillovers: a multivariate GARCH perspective 465
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 462
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 449
Combination Schemes for Turning Point Predictions 442
Extreme Returns in a Shortfall Risk Framework 428
Proximity-structured multivariate volatility models for systemic risk 427
Backward/forward optimal combination of performance measures for equity screening 426
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 421
Opinion Dynamics and Disagreements on Financial Networks 421
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 419
Efficient Gibbs sampling for Markov switching GARCH models 402
Combining predictive densities using Bayesian filtering with applications to US economics data 399
A time varying performance evaluation of hedge fund strategies through aggregation 398
Hedge fund tail risk: An investigation in stressed markets 396
Disagreement in Signed Financial Networks 391
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 389
Systemic Risk Tomography 387
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 373
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 369
On the role of domestic and international financial cyclical factors in driving economic growth 366
Sparse Graphical Vector Autoregression: A Bayesian Approach 363
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 360
Sparse Graphical Vector Autoregression: A Bayesian Approach 359
The Univariate MT-STAR Model and a new linearity and unit root test procedure 358
Bayesian Graphical Models for Structural Vector Autoregressive Processes 354
Bayesian inference in dynamic models with latent factors 353
Markov Switching Models for Volatility: Filtering, Approximation and Duality 353
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 353
Bayesian Inference on Dynamic Models with Latent Factors 351
Bayesian Tensor Regression Models 351
Bayesian nonparametric sparse Vector Autoregressive models 350
COVID-19 spreading in financial networks: A semiparametric matrix regression model 350
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 347
Combining predictive densities using Bayesian filtering with applications to US economics data 346
Value-at-Risk: a multivariate switching regime approach 343
A System for Dating and Detecting Turning Points in the Euro Area 340
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 338
Nonlinear dynamics and recurrence plots for detecting financial crisis 336
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 333
Markov Switching Panel with Endogenous Synchronization Effects 333
Bayesian Tensor Binary Regression 332
Validating markov switching VAR through spectral representations 332
Combination schemes for turning point prediction 324
A Switching Volatility Approach to Estimate Value-at-Risk 313
Bayesian Tensor Regression Models 312
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 312
Markov Switching GARCH Models: Filtering, Approximations and Duality 308
Efficient Gibbs Sampling for Markov Switching GARCH Models 305
Turning point chronology for the Euro-Zone: A Distance Plot Approach 305
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 304
Combining forecasts: some results on exchange and interest rates 304
Cicli e cambiamenti di regime negli indici azionari italiani 296
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 296
A turning point chronology for the Euro-zone classical and growth cycle 295
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 292
null 292
Dynamic derivative use and accounting information 290
Combination schemes for turning point prediction 289
Bayesian Panel Markov-Switching model with interacting Markov chains 287
Calculating VaR for Hedge Funds 286
Granger-causality in Markov Switching Models 284
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 283
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 282
Dating Euro15 monthly business cycle jointly using GDP and IPI 277
A MCMC approach to maximum likelihood estimation 276
Contagion Dynamics on Financial Networks 275
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation 272
Bayesian estimation of switching ARMA models 272
A turning point chronology for the Euro-zone classical and growth cycle 269
Granger-causality in Markov switching models 269
Investment Styles in the European Equity Market 264
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 261
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 261
Efficienza, interconnessione e rischio sistemico 260
Totale 42.728
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Categoria #
all - tutte 148.235
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 148.235
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20212.279 0 0 0 0 0 0 0 0 0 743 843 693
2021/20226.340 566 586 488 1.018 461 86 249 467 103 567 1.210 539
2022/20235.279 324 414 129 655 608 1.251 271 418 620 39 437 113
2023/20242.401 134 143 83 68 256 488 72 225 190 78 258 406
2024/20256.795 79 179 372 1.019 565 535 612 676 803 652 742 561
2025/202612.680 1.256 1.083 1.327 1.214 1.664 1.097 1.625 787 1.576 1.051 0 0
Totale 57.210