BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 21.428
EU - Europa 15.485
AS - Asia 11.986
SA - Sud America 882
AF - Africa 430
OC - Oceania 184
Continente sconosciuto - Info sul continente non disponibili 34
Totale 50.429
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Nazione #
US - Stati Uniti d'America 20.779
CN - Cina 5.625
PL - Polonia 4.670
IT - Italia 3.920
SG - Singapore 2.541
DE - Germania 1.254
GB - Regno Unito 1.026
UA - Ucraina 844
SE - Svezia 744
BR - Brasile 712
HK - Hong Kong 709
IE - Irlanda 701
IN - India 677
FI - Finlandia 660
CA - Canada 556
RU - Federazione Russa 419
VN - Vietnam 388
FR - Francia 366
TR - Turchia 295
ID - Indonesia 288
JP - Giappone 251
PK - Pakistan 227
KR - Corea 206
TW - Taiwan 200
AU - Australia 155
NL - Olanda 141
AT - Austria 134
ZA - Sudafrica 132
CH - Svizzera 103
BE - Belgio 94
MY - Malesia 94
BD - Bangladesh 73
ES - Italia 69
AR - Argentina 58
IR - Iran 53
MA - Marocco 53
PT - Portogallo 51
DK - Danimarca 47
MX - Messico 41
TN - Tunisia 41
TH - Thailandia 40
KE - Kenya 38
GR - Grecia 37
AE - Emirati Arabi Uniti 35
UZ - Uzbekistan 34
HU - Ungheria 33
LK - Sri Lanka 33
EG - Egitto 31
IQ - Iraq 30
BJ - Benin 27
NZ - Nuova Zelanda 27
GH - Ghana 26
SA - Arabia Saudita 26
PH - Filippine 25
NP - Nepal 23
PE - Perù 23
EC - Ecuador 22
EU - Europa 22
NO - Norvegia 22
CL - Cile 20
CZ - Repubblica Ceca 19
DO - Repubblica Dominicana 19
RO - Romania 18
CO - Colombia 16
LB - Libano 16
VE - Venezuela 16
BG - Bulgaria 15
NG - Nigeria 15
RS - Serbia 14
AL - Albania 13
AZ - Azerbaigian 13
TT - Trinidad e Tobago 13
HR - Croazia 12
KZ - Kazakistan 12
OM - Oman 12
JO - Giordania 11
UG - Uganda 11
IL - Israele 10
MD - Moldavia 9
A2 - ???statistics.table.value.countryCode.A2??? 8
CY - Cipro 8
DZ - Algeria 8
ET - Etiopia 8
LT - Lituania 7
EE - Estonia 6
LU - Lussemburgo 6
LV - Lettonia 6
PY - Paraguay 6
SI - Slovenia 6
UY - Uruguay 6
CI - Costa d'Avorio 5
CM - Camerun 5
CR - Costa Rica 5
KG - Kirghizistan 5
MK - Macedonia 5
MU - Mauritius 5
TZ - Tanzania 5
ZM - Zambia 5
BH - Bahrain 4
MO - Macao, regione amministrativa speciale della Cina 4
Totale 50.358
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Città #
Warsaw 4.624
Woodbridge 3.397
Chandler 1.905
Fairfield 1.689
Ashburn 1.687
Singapore 1.413
Jacksonville 1.388
Ann Arbor 1.112
Houston 909
Seattle 779
Dallas 743
Mestre 688
Dublin 683
Wilmington 623
Hong Kong 606
Cambridge 530
Nanjing 490
Beijing 466
Jinan 464
Hangzhou 410
Shenyang 373
Boardman 352
Tianjin 342
New York 341
Toronto 340
Venezia 332
Guangzhou 321
Dearborn 316
Hefei 287
Venice 267
Council Bluffs 265
Des Moines 255
Los Angeles 253
Bengaluru 228
Hebei 223
Andover 208
Izmir 194
Boston 187
Milan 186
San Mateo 171
Changsha 170
The Dalles 167
Mülheim 165
Rome 159
Zhengzhou 158
Princeton 157
Jakarta 153
Nanchang 151
Ho Chi Minh City 150
Helsinki 144
Taizhou 140
Frankfurt am Main 138
Taiyuan 132
Haikou 128
Ningbo 128
Moscow 122
Seoul 121
Jiaxing 113
Hanoi 109
Munich 98
Fuzhou 97
Padova 95
Ottawa 91
London 88
Buffalo 87
Vienna 86
Redwood City 84
São Paulo 82
Tokyo 78
Brussels 77
Columbus 75
Santa Clara 74
San Diego 72
Battaglia Terme 71
Verona 65
Durban 62
Pune 57
Saint Petersburg 57
Sydney 52
Taipei 52
Berlin 49
Dong Ket 49
Paris 49
Washington 47
Bremen 46
Kunming 46
Phoenix 46
Karachi 44
Amsterdam 42
Chicago 42
Bologna 41
Edinburgh 39
New Delhi 39
Shanghai 39
Istanbul 38
Melbourne 38
Chennai 37
Altamura 36
Johannesburg 36
Mumbai 36
Totale 35.191
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 4.063
An entropy-based early warning indicator for systemic risk 667
Which Market Integration Measure? 629
A test for a new modelling: The Univariate MT-STAR Model 578
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 534
Entropy and systemic risk measures 527
CDS Industrial Sector Indices, credit and liquidity risk 513
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 497
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 497
Backard/forward optimal combination of performance measures for equity screening 496
Modeling Systemic Risk with Markov Switching Graphical SUR Models 488
Bayesian Markov switching tensor regression for time-varying networks 488
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 479
Bayesian Graphical Models for STructural Vector Autoregressive Processes 479
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 478
Bayesian dynamic tensor regression 476
A Cross-Sectional Performance Measure for Portfolio Management 471
Sparse BGVAR models for Systemic Risk Analysis 470
Bayesian inference in dynamic models with latent factors 466
Markov switching GARCH models for Bayesian hedging on energy futures markets 462
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 455
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 453
Inside the ESG Ratings: (Dis)agreement and performance 436
Bayesian nonparametric sparse VAR models 432
Networks in risk spillovers: a multivariate GARCH perspective 428
Understanding Exchange Rates Dynamics 424
Combination Schemes for Turning Point Predictions 419
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 417
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 411
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 407
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 397
Backward/forward optimal combination of performance measures for equity screening 386
Extreme Returns in a Shortfall Risk Framework 385
Proximity-structured multivariate volatility models for systemic risk 385
Opinion Dynamics and Disagreements on Financial Networks 381
Combining predictive densities using Bayesian filtering with applications to US economics data 380
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 376
Efficient Gibbs sampling for Markov switching GARCH models 368
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 365
Hedge fund tail risk: An investigation in stressed markets 363
A time varying performance evaluation of hedge fund strategies through aggregation 352
Systemic Risk Tomography 350
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 350
Disagreement in Signed Financial Networks 343
Sparse Graphical Vector Autoregression: A Bayesian Approach 339
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 338
Sparse Graphical Vector Autoregression: A Bayesian Approach 327
The Univariate MT-STAR Model and a new linearity and unit root test procedure 323
Bayesian nonparametric sparse Vector Autoregressive models 323
Value-at-Risk: a multivariate switching regime approach 322
Bayesian inference in dynamic models with latent factors 322
On the role of domestic and international financial cyclical factors in driving economic growth 322
Combining predictive densities using Bayesian filtering with applications to US economics data 319
Bayesian Inference on Dynamic Models with Latent Factors 318
Bayesian Tensor Regression Models 316
COVID-19 spreading in financial networks: A semiparametric matrix regression model 315
Markov Switching Models for Volatility: Filtering, Approximation and Duality 314
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 314
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 311
Bayesian Graphical Models for Structural Vector Autoregressive Processes 311
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 308
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 308
Nonlinear dynamics and recurrence plots for detecting financial crisis 304
Bayesian Tensor Binary Regression 304
A System for Dating and Detecting Turning Points in the Euro Area 299
Validating markov switching VAR through spectral representations 299
Combination schemes for turning point prediction 298
null 292
Markov Switching GARCH Models: Filtering, Approximations and Duality 286
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 285
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 282
Markov Switching Panel with Endogenous Synchronization Effects 281
Combining forecasts: some results on exchange and interest rates 281
Bayesian Tensor Regression Models 279
A Switching Volatility Approach to Estimate Value-at-Risk 275
Cicli e cambiamenti di regime negli indici azionari italiani 273
Efficient Gibbs Sampling for Markov Switching GARCH Models 272
Granger-causality in Markov Switching Models 269
Turning point chronology for the Euro-Zone: A Distance Plot Approach 268
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 264
Combination schemes for turning point prediction 264
Bayesian Panel Markov-Switching model with interacting Markov chains 263
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 263
Dynamic derivative use and accounting information 259
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 254
A turning point chronology for the Euro-zone classical and growth cycle 251
Bayesian estimation of switching ARMA models 250
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 249
A MCMC approach to maximum likelihood estimation 247
Investment Styles in the European Equity Market 242
Dating Euro15 monthly business cycle jointly using GDP and IPI 242
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 242
Contagion Dynamics on Financial Networks 240
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 238
Calculating VaR for Hedge Funds 238
Efficienza, interconnessione e rischio sistemico 235
The European Single Currency and the Volatility of European Stock Markets 234
Phase-Locking and Switching Volatility in Hedge Funds 234
A turning point chronology for the Euro-zone classical and growth cycle 233
L'analisi tecnica ed i modelli a logica sfocata 233
Totale 38.993
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Categoria #
all - tutte 139.048
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 139.048
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20214.380 0 0 0 0 0 658 539 460 444 743 843 693
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
2024/20256.795 79 179 372 1.019 565 535 612 676 803 652 742 561
2025/20266.738 1.256 1.083 1.327 1.214 1.664 194 0 0 0 0 0 0
Totale 51.268