BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 26.896
EU - Europa 16.283
AS - Asia 15.450
SA - Sud America 1.262
Continente sconosciuto - Info sul continente non disponibili 885
AF - Africa 537
OC - Oceania 198
Totale 61.511
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Nazione #
US - Stati Uniti d'America 26.051
CN - Cina 5.858
PL - Polonia 4.683
IT - Italia 4.181
SG - Singapore 3.499
VN - Vietnam 1.707
DE - Germania 1.307
GB - Regno Unito 1.126
BR - Brasile 899
UA - Ucraina 856
SE - Svezia 788
IN - India 787
HK - Hong Kong 781
IE - Irlanda 709
FI - Finlandia 678
CA - Canada 647
FR - Francia 544
JP - Giappone 436
RU - Federazione Russa 430
KR - Corea 398
ID - Indonesia 322
TR - Turchia 307
PK - Pakistan 250
TW - Taiwan 219
NL - Olanda 169
AU - Australia 166
ZA - Sudafrica 153
AT - Austria 138
BD - Bangladesh 137
MY - Malesia 120
CH - Svizzera 113
BE - Belgio 97
AR - Argentina 91
ES - Italia 80
TH - Thailandia 77
PH - Filippine 74
CO - Colombia 73
MA - Marocco 72
IQ - Iraq 71
MX - Messico 61
EC - Ecuador 60
VE - Venezuela 54
IR - Iran 53
PT - Portogallo 53
EG - Egitto 51
TN - Tunisia 50
DK - Danimarca 49
KE - Kenya 44
AE - Emirati Arabi Uniti 43
UZ - Uzbekistan 41
GR - Grecia 39
SA - Arabia Saudita 37
NP - Nepal 36
CL - Cile 35
HU - Ungheria 34
LK - Sri Lanka 34
NZ - Nuova Zelanda 30
JM - Giamaica 28
BJ - Benin 27
GH - Ghana 27
PE - Perù 25
DO - Repubblica Dominicana 22
EU - Europa 22
NO - Norvegia 22
RO - Romania 22
TT - Trinidad e Tobago 21
CZ - Repubblica Ceca 20
LB - Libano 20
AL - Albania 19
JO - Giordania 19
OM - Oman 19
KZ - Kazakistan 18
AZ - Azerbaigian 17
BG - Bulgaria 17
CR - Costa Rica 17
HR - Croazia 17
NG - Nigeria 17
EE - Estonia 16
RS - Serbia 16
ET - Etiopia 15
DZ - Algeria 14
HN - Honduras 12
IL - Israele 11
UG - Uganda 11
PY - Paraguay 10
BH - Bahrain 9
LT - Lituania 9
MD - Moldavia 9
UY - Uruguay 9
A2 - ???statistics.table.value.countryCode.A2??? 8
CY - Cipro 8
NI - Nicaragua 8
LV - Lettonia 7
PA - Panama 7
SK - Slovacchia (Repubblica Slovacca) 7
BN - Brunei Darussalam 6
BO - Bolivia 6
CI - Costa d'Avorio 6
LU - Lussemburgo 6
MK - Macedonia 6
Totale 60.530
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Città #
Warsaw 4.631
Woodbridge 3.397
Ashburn 2.835
Singapore 1.911
Chandler 1.906
Fairfield 1.689
Jacksonville 1.397
San Jose 1.206
Council Bluffs 1.154
Ann Arbor 1.112
Houston 923
Dallas 805
Seattle 790
Mestre 692
Dublin 691
Hong Kong 649
Wilmington 626
Cambridge 536
Ho Chi Minh City 529
Beijing 499
Nanjing 493
Jinan 467
Hangzhou 415
Hanoi 398
New York 389
Shenyang 373
Boardman 362
Toronto 349
Tianjin 346
Venezia 332
Guangzhou 330
Dearborn 316
Los Angeles 310
Seoul 301
Hefei 289
Venice 285
Des Moines 257
Tokyo 253
Bengaluru 234
Hebei 223
Milan 212
Andover 208
The Dalles 204
Izmir 195
Boston 193
Rome 176
Changsha 171
San Mateo 171
Mülheim 165
Frankfurt am Main 161
Zhengzhou 159
Helsinki 158
Princeton 157
Columbus 156
Jakarta 156
Nanchang 152
Lauterbourg 147
Santa Clara 146
Taizhou 141
Taiyuan 132
Haikou 128
Ningbo 128
Moscow 123
Jiaxing 113
São Paulo 106
Buffalo 105
Munich 99
Fuzhou 98
London 97
Padova 95
Ottawa 92
Vienna 87
Redwood City 84
Phoenix 82
Haiphong 80
Brussels 79
San Diego 78
Da Nang 75
Battaglia Terme 71
Verona 70
Chicago 68
Orem 65
Durban 62
Chennai 59
Pune 59
Sydney 59
Paris 58
Amsterdam 57
Berlin 57
Saint Petersburg 57
Washington 57
Padua 56
Taipei 56
Atlanta 55
Montreal 53
Shanghai 53
Dong Ket 49
Johannesburg 49
Karachi 48
Kuala Lumpur 48
Totale 41.075
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.367
An entropy-based early warning indicator for systemic risk 726
Which Market Integration Measure? 710
A test for a new modelling: The Univariate MT-STAR Model 658
Entropy and systemic risk measures 585
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 573
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 572
CDS Industrial Sector Indices, credit and liquidity risk 564
Bayesian Markov switching tensor regression for time-varying networks 564
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 561
Backard/forward optimal combination of performance measures for equity screening 554
Bayesian Graphical Models for STructural Vector Autoregressive Processes 554
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 552
Bayesian dynamic tensor regression 547
Inside the ESG Ratings: (Dis)agreement and performance 544
Sparse BGVAR models for Systemic Risk Analysis 541
Modeling Systemic Risk with Markov Switching Graphical SUR Models 539
A Cross-Sectional Performance Measure for Portfolio Management 536
Markov switching GARCH models for Bayesian hedging on energy futures markets 536
Bayesian inference in dynamic models with latent factors 534
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 523
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 520
Understanding Exchange Rates Dynamics 513
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 508
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 499
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 497
Bayesian nonparametric sparse VAR models 484
Markov Switching Models for Volatility: Filtering, Approximation and Duality 483
Networks in risk spillovers: a multivariate GARCH perspective 483
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 468
Proximity-structured multivariate volatility models for systemic risk 467
Extreme Returns in a Shortfall Risk Framework 461
Combination Schemes for Turning Point Predictions 459
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 453
Backward/forward optimal combination of performance measures for equity screening 450
Efficient Gibbs sampling for Markov switching GARCH models 447
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 441
Opinion Dynamics and Disagreements on Financial Networks 440
A time varying performance evaluation of hedge fund strategies through aggregation 424
Combining predictive densities using Bayesian filtering with applications to US economics data 418
Systemic Risk Tomography 413
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 412
Hedge fund tail risk: An investigation in stressed markets 406
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 401
Disagreement in Signed Financial Networks 399
On the role of domestic and international financial cyclical factors in driving economic growth 395
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 394
Bayesian Graphical Models for Structural Vector Autoregressive Processes 390
COVID-19 spreading in financial networks: A semiparametric matrix regression model 389
Sparse Graphical Vector Autoregression: A Bayesian Approach 386
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 384
The Univariate MT-STAR Model and a new linearity and unit root test procedure 378
Sparse Graphical Vector Autoregression: A Bayesian Approach 378
Bayesian Inference on Dynamic Models with Latent Factors 375
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 375
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 370
A System for Dating and Detecting Turning Points in the Euro Area 369
Combining predictive densities using Bayesian filtering with applications to US economics data 369
Bayesian inference in dynamic models with latent factors 367
Bayesian nonparametric sparse Vector Autoregressive models 367
Bayesian Tensor Regression Models 365
Value-at-Risk: a multivariate switching regime approach 361
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 361
Combination schemes for turning point prediction 358
Nonlinear dynamics and recurrence plots for detecting financial crisis 357
Markov Switching Panel with Endogenous Synchronization Effects 354
Validating markov switching VAR through spectral representations 353
Bayesian Tensor Binary Regression 352
A Switching Volatility Approach to Estimate Value-at-Risk 349
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 346
Cicli e cambiamenti di regime negli indici azionari italiani 341
A turning point chronology for the Euro-zone classical and growth cycle 340
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 334
Bayesian Tensor Regression Models 331
Turning point chronology for the Euro-Zone: A Distance Plot Approach 329
Combining forecasts: some results on exchange and interest rates 329
Efficient Gibbs Sampling for Markov Switching GARCH Models 328
Dynamic derivative use and accounting information 327
Markov Switching GARCH Models: Filtering, Approximations and Duality 325
Calculating VaR for Hedge Funds 323
Combination schemes for turning point prediction 318
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 318
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 316
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 313
Bayesian Panel Markov-Switching model with interacting Markov chains 309
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 309
A MCMC approach to maximum likelihood estimation 305
Dating Euro15 monthly business cycle jointly using GDP and IPI 302
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 301
Granger-causality in Markov Switching Models 299
L'analisi tecnica ed i modelli a logica sfocata 297
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 296
A turning point chronology for the Euro-zone classical and growth cycle 295
Bayesian estimation of switching ARMA models 294
Contagion Dynamics on Financial Networks 293
Granger-causality in Markov switching models 292
null 292
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 291
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation 288
Investment Styles in the European Equity Market 281
Totale 45.344
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Categoria #
all - tutte 162.697
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 162.697
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20225.188 0 0 488 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
2025/202614.360 1.256 1.083 1.327 1.214 1.664 1.097 1.625 787 1.576 1.253 553 925
2026/20272.621 463 988 1.170 0 0 0 0 0 0 0 0 0
Totale 61.511