BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 18.410
EU - Europa 13.540
AS - Asia 6.730
AF - Africa 139
OC - Oceania 77
SA - Sud America 73
Continente sconosciuto - Info sul continente non disponibili 30
Totale 38.999
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Nazione #
US - Stati Uniti d'America 17.902
CN - Cina 4.669
PL - Polonia 4.627
IT - Italia 3.535
DE - Germania 924
UA - Ucraina 831
SG - Singapore 784
SE - Svezia 711
GB - Regno Unito 664
IE - Irlanda 658
FI - Finlandia 580
CA - Canada 474
HK - Hong Kong 274
FR - Francia 269
TR - Turchia 236
RU - Federazione Russa 212
IN - India 170
ID - Indonesia 102
VN - Vietnam 95
AT - Austria 92
NL - Olanda 91
BE - Belgio 85
KR - Corea 75
AU - Australia 61
CH - Svizzera 58
ZA - Sudafrica 58
JP - Giappone 49
TW - Taiwan 48
PK - Pakistan 45
IR - Iran 41
ES - Italia 40
BR - Brasile 37
DK - Danimarca 22
EU - Europa 22
GR - Grecia 21
MY - Malesia 21
BD - Bangladesh 18
DO - Repubblica Dominicana 18
NO - Norvegia 16
NZ - Nuova Zelanda 16
EG - Egitto 15
LK - Sri Lanka 14
RO - Romania 14
UZ - Uzbekistan 14
GH - Ghana 13
LB - Libano 13
AE - Emirati Arabi Uniti 12
CZ - Repubblica Ceca 11
BJ - Benin 10
CL - Cile 10
HR - Croazia 10
KE - Kenya 10
PT - Portogallo 10
BG - Bulgaria 9
HU - Ungheria 9
TH - Thailandia 9
A2 - ???statistics.table.value.countryCode.A2??? 8
AR - Argentina 8
CO - Colombia 8
SA - Arabia Saudita 8
TN - Tunisia 8
IL - Israele 7
PE - Perù 7
TT - Trinidad e Tobago 7
LU - Lussemburgo 6
UG - Uganda 6
AL - Albania 5
MD - Moldavia 5
PH - Filippine 5
CY - Cipro 4
KG - Kirghizistan 4
LV - Lettonia 4
MK - Macedonia 4
MX - Messico 4
EE - Estonia 3
ET - Etiopia 3
IS - Islanda 3
NG - Nigeria 3
NP - Nepal 3
TZ - Tanzania 3
VE - Venezuela 3
BN - Brunei Darussalam 2
CI - Costa d'Avorio 2
CM - Camerun 2
CR - Costa Rica 2
IQ - Iraq 2
KZ - Kazakistan 2
LI - Liechtenstein 2
LT - Lituania 2
MN - Mongolia 2
MU - Mauritius 2
SI - Slovenia 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
AG - Antigua e Barbuda 1
AZ - Azerbaigian 1
BB - Barbados 1
DZ - Algeria 1
ME - Montenegro 1
MO - Macao, regione amministrativa speciale della Cina 1
Totale 38.995
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Città #
Warsaw 4.594
Woodbridge 3.397
Chandler 1.905
Fairfield 1.689
Jacksonville 1.388
Ann Arbor 1.112
Ashburn 978
Houston 894
Seattle 769
Mestre 677
Dublin 649
Wilmington 623
Cambridge 530
Singapore 519
Nanjing 484
Jinan 462
Hangzhou 404
Shenyang 369
Boardman 350
Tianjin 336
Venezia 332
Toronto 325
Dearborn 316
New York 304
Beijing 280
Guangzhou 263
Des Moines 254
Hong Kong 230
Hebei 223
Venice 209
Andover 208
Izmir 191
Boston 177
San Mateo 171
Mülheim 165
Changsha 164
Princeton 157
Zhengzhou 151
Nanchang 150
Taizhou 139
Taiyuan 130
Haikou 128
Ningbo 128
Milan 127
Rome 126
Helsinki 122
Jiaxing 112
Fuzhou 95
Padova 93
Ottawa 89
Redwood City 84
Brussels 77
Los Angeles 75
San Diego 72
Battaglia Terme 71
Vienna 71
Jakarta 68
Verona 58
Saint Petersburg 57
Dong Ket 49
Bremen 45
Kunming 45
Pune 42
Frankfurt am Main 40
Washington 40
Durban 39
London 38
Berlin 37
Altamura 36
Hefei 36
Frankfurt Am Main 35
Norwalk 33
Treviso 33
Dallas 32
Bologna 31
San Paolo di Civitate 30
Amsterdam 28
Paris 28
San Donà Di Piave 28
Shanghai 28
Edinburgh 27
Bengaluru 26
Phoenix 24
Edmonton 23
Munich 23
Istanbul 22
Southend 22
Hanoi 21
Philadelphia 20
Santa Clara 20
Auburn Hills 19
Ho Chi Minh City 19
Latiano 18
Nuremberg 18
Orange 18
São Paulo 18
Taipei 18
Vicenza 18
Chengdu 16
Leawood 16
Totale 29.480
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 1.091
An entropy-based early warning indicator for systemic risk 608
Which Market Integration Measure? 555
A test for a new modelling: The Univariate MT-STAR Model 491
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 483
Entropy and systemic risk measures 476
Modeling Systemic Risk with Markov Switching Graphical SUR Models 453
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 450
Backard/forward optimal combination of performance measures for equity screening 445
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 444
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 441
CDS Industrial Sector Indices, credit and liquidity risk 435
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 429
Sparse BGVAR models for Systemic Risk Analysis 425
Bayesian Markov switching tensor regression for time-varying networks 424
Bayesian Graphical Models for STructural Vector Autoregressive Processes 419
Markov switching GARCH models for Bayesian hedging on energy futures markets 419
Bayesian dynamic tensor regression 417
A Cross-Sectional Performance Measure for Portfolio Management 415
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 408
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 399
Bayesian inference in dynamic models with latent factors 398
Understanding Exchange Rates Dynamics 384
Bayesian nonparametric sparse VAR models 383
Combination Schemes for Turning Point Predictions 381
Networks in risk spillovers: a multivariate GARCH perspective 376
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 368
Inside the ESG Ratings: (Dis)agreement and performance 367
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 355
Combining predictive densities using Bayesian filtering with applications to US economics data 353
Extreme Returns in a Shortfall Risk Framework 344
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 344
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 343
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 342
Backward/forward optimal combination of performance measures for equity screening 338
Proximity-structured multivariate volatility models for systemic risk 335
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 325
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 321
Hedge fund tail risk: An investigation in stressed markets 318
Efficient Gibbs sampling for Markov switching GARCH models 315
Systemic Risk Tomography 314
Sparse Graphical Vector Autoregression: A Bayesian Approach 310
Opinion Dynamics and Disagreements on Financial Networks 308
A time varying performance evaluation of hedge fund strategies through aggregation 297
Disagreement in Signed Financial Networks 292
Value-at-Risk: a multivariate switching regime approach 291
The European Repo Market, ECB Intervention and the COVID-19 Crisis 291
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 290
Combining predictive densities using Bayesian filtering with applications to US economics data 288
Sparse Graphical Vector Autoregression: A Bayesian Approach 279
Markov Switching Models for Volatility: Filtering, Approximation and Duality 278
Bayesian nonparametric sparse Vector Autoregressive models 278
The Univariate MT-STAR Model and a new linearity and unit root test procedure 277
Bayesian Tensor Regression Models 268
On the role of domestic and international financial cyclical factors in driving economic growth 267
Bayesian inference in dynamic models with latent factors 266
Validating markov switching VAR through spectral representations 266
Nonlinear dynamics and recurrence plots for detecting financial crisis 265
Bayesian Graphical Models for Structural Vector Autoregressive Processes 264
COVID-19 spreading in financial networks: A semiparametric matrix regression model 264
Combination schemes for turning point prediction 262
Markov Switching GARCH Models: Filtering, Approximations and Duality 261
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 261
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 259
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 258
Bayesian Tensor Binary Regression 256
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 252
Bayesian Inference on Dynamic Models with Latent Factors 251
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 245
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 237
Granger-causality in Markov Switching Models 236
Combining forecasts: some results on exchange and interest rates 235
Efficient Gibbs Sampling for Markov Switching GARCH Models 234
A System for Dating and Detecting Turning Points in the Euro Area 232
Combination schemes for turning point prediction 232
Bayesian Tensor Regression Models 230
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 228
Turning point chronology for the Euro-Zone: A Distance Plot Approach 226
Bayesian estimation of switching ARMA models 216
Bayesian Panel Markov-Switching model with interacting Markov chains 216
Investment Styles in the European Equity Market 212
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 209
Cicli e cambiamenti di regime negli indici azionari italiani 207
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 207
A Switching Volatility Approach to Estimate Value-at-Risk 206
Dynamic derivative use and accounting information 205
Efficienza, interconnessione e rischio sistemico 202
The European Single Currency and the Volatility of European Stock Markets 199
Phase-Locking and Switching Volatility in Hedge Funds 199
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 198
L'analisi tecnica ed i modelli a logica sfocata 196
A turning point chronology for the Euro-zone classical and growth cycle 196
Contagion Dynamics on Financial Networks 195
A MCMC approach to maximum likelihood estimation 194
Granger-causality in Markov switching models 193
Portfolio Symmetry and Momentum 192
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 191
Markov Switching Panel with Endogenous Synchronization Effects 191
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 190
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 185
Totale 31.264
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Categoria #
all - tutte 104.904
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 104.904
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20204.276 0 0 0 0 514 660 503 991 484 516 353 255
2020/20216.770 400 288 493 424 785 658 539 460 444 743 843 693
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
2024/20252.058 79 179 372 1.019 409 0 0 0 0 0 0 0
Totale 39.793