BILLIO, Monica
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 17.989
EU - Europa 12.895
AS - Asia 5.540
SA - Sud America 45
Continente sconosciuto - Info sul continente non disponibili 30
OC - Oceania 28
AF - Africa 21
Totale 36.548
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 17.508
PL - Polonia 4.624
CN - Cina 4.495
IT - Italia 3.377
UA - Ucraina 831
DE - Germania 768
SE - Svezia 708
IE - Irlanda 635
GB - Regno Unito 576
FI - Finlandia 524
CA - Canada 456
SG - Singapore 267
HK - Hong Kong 230
TR - Turchia 222
FR - Francia 213
RU - Federazione Russa 209
BE - Belgio 80
AT - Austria 72
NL - Olanda 70
VN - Vietnam 58
IN - India 57
CH - Svizzera 50
KR - Corea 49
IR - Iran 39
ES - Italia 32
JP - Giappone 32
DK - Danimarca 22
EU - Europa 22
AU - Australia 21
BR - Brasile 20
DO - Repubblica Dominicana 18
UZ - Uzbekistan 14
GR - Grecia 13
LB - Libano 13
AE - Emirati Arabi Uniti 12
NO - Norvegia 12
RO - Romania 12
CZ - Repubblica Ceca 11
BG - Bulgaria 9
CL - Cile 9
TH - Thailandia 9
A2 - ???statistics.table.value.countryCode.A2??? 8
HR - Croazia 8
ID - Indonesia 8
IL - Israele 7
NZ - Nuova Zelanda 7
BJ - Benin 6
PT - Portogallo 6
TW - Taiwan 6
AL - Albania 5
AR - Argentina 5
BD - Bangladesh 5
LU - Lussemburgo 5
MD - Moldavia 5
CO - Colombia 4
HU - Ungheria 4
PE - Perù 4
PK - Pakistan 4
ET - Etiopia 3
VE - Venezuela 3
BN - Brunei Darussalam 2
CI - Costa d'Avorio 2
CR - Costa Rica 2
GH - Ghana 2
IS - Islanda 2
LI - Liechtenstein 2
MK - Macedonia 2
MN - Mongolia 2
MX - Messico 2
NG - Nigeria 2
PH - Filippine 2
SI - Slovenia 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
ZA - Sudafrica 2
AG - Antigua e Barbuda 1
AZ - Azerbaigian 1
BB - Barbados 1
CY - Cipro 1
DZ - Algeria 1
IQ - Iraq 1
KZ - Kazakistan 1
LV - Lettonia 1
ME - Montenegro 1
MY - Malesia 1
NP - Nepal 1
PA - Panama 1
RS - Serbia 1
SA - Arabia Saudita 1
SM - San Marino 1
TN - Tunisia 1
Totale 36.548
Salva come PNG Salva come JPEG
Città #
Warsaw 4.593
Woodbridge 3.397
Chandler 1.905
Fairfield 1.689
Jacksonville 1.388
Ann Arbor 1.112
Ashburn 949
Houston 894
Seattle 767
Mestre 677
Dublin 631
Wilmington 623
Cambridge 529
Nanjing 484
Jinan 462
Hangzhou 404
Shenyang 369
Tianjin 335
Venezia 332
Toronto 318
Dearborn 316
New York 300
Beijing 271
Des Moines 254
Guangzhou 253
Hebei 223
Hong Kong 214
Andover 208
Izmir 191
Venice 188
Boardman 177
Boston 177
San Mateo 171
Mülheim 165
Changsha 164
Princeton 157
Singapore 156
Nanchang 150
Zhengzhou 150
Taizhou 139
Haikou 128
Taiyuan 128
Ningbo 127
Jiaxing 112
Milan 109
Rome 106
Fuzhou 95
Ottawa 89
Padova 85
Redwood City 84
Brussels 74
San Diego 72
Battaglia Terme 71
Helsinki 68
Los Angeles 60
Saint Petersburg 57
Verona 57
Vienna 51
Dong Ket 49
Bremen 45
Kunming 42
Washington 39
Altamura 36
Frankfurt Am Main 35
Hefei 35
London 35
Norwalk 33
Bologna 30
Pune 30
San Paolo di Civitate 30
San Donà Di Piave 28
Treviso 28
Amsterdam 26
Dallas 25
Frankfurt am Main 24
Phoenix 24
Edmonton 23
Munich 22
Shanghai 22
Southend 22
Auburn Hills 19
Philadelphia 19
Latiano 18
Orange 18
Vicenza 18
Chengdu 16
Istanbul 16
Leawood 16
Pianiga 15
Santo Domingo Este 15
Trieste 15
Zanjan 15
Dolo 14
Edinburgh 14
Kraków 14
Paris 14
Seongnam 14
Xiangfen 14
Changchun 13
Palermo 13
Totale 28.448
Salva come PNG Salva come JPEG
Nome #
An entropy-based early warning indicator for systemic risk 596
Which Market Integration Measure? 536
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 475
Entropy and systemic risk measures 467
A test for a new modelling: The Univariate MT-STAR Model 453
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 443
Modeling Systemic Risk with Markov Switching Graphical SUR Models 440
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 436
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 436
Backard/forward optimal combination of performance measures for equity screening 432
CDS Industrial Sector Indices, credit and liquidity risk 428
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 419
Sparse BGVAR models for Systemic Risk Analysis 418
Markov switching GARCH models for Bayesian hedging on energy futures markets 412
Bayesian Graphical Models for STructural Vector Autoregressive Processes 411
A Cross-Sectional Performance Measure for Portfolio Management 408
Bayesian Markov switching tensor regression for time-varying networks 406
Bayesian dynamic tensor regression 399
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 397
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 388
Bayesian inference in dynamic models with latent factors 382
Understanding Exchange Rates Dynamics 378
Combination Schemes for Turning Point Predictions 372
Bayesian nonparametric sparse VAR models 371
Networks in risk spillovers: a multivariate GARCH perspective 368
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 359
Inside the ESG Ratings: (Dis)agreement and performance 354
Combining predictive densities using Bayesian filtering with applications to US economics data 346
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 340
Extreme Returns in a Shortfall Risk Framework 339
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 335
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 334
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 334
Backward/forward optimal combination of performance measures for equity screening 332
Proximity-structured multivariate volatility models for systemic risk 327
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 320
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 314
Hedge fund tail risk: An investigation in stressed markets 311
Sparse Graphical Vector Autoregression: A Bayesian Approach 303
Systemic Risk Tomography 300
Opinion Dynamics and Disagreements on Financial Networks 294
A time varying performance evaluation of hedge fund strategies through aggregation 289
Efficient Gibbs sampling for Markov switching GARCH models 288
Disagreement in Signed Financial Networks 287
Value-at-Risk: a multivariate switching regime approach 285
Combining predictive densities using Bayesian filtering with applications to US economics data 282
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 280
The European Repo Market, ECB Intervention and the COVID-19 Crisis 277
Markov Switching Models for Volatility: Filtering, Approximation and Duality 274
Bayesian nonparametric sparse Vector Autoregressive models 272
The Univariate MT-STAR Model and a new linearity and unit root test procedure 270
Sparse Graphical Vector Autoregression: A Bayesian Approach 269
Bayesian inference in dynamic models with latent factors 261
Nonlinear dynamics and recurrence plots for detecting financial crisis 260
Validating markov switching VAR through spectral representations 260
Combination schemes for turning point prediction 255
Bayesian Tensor Regression Models 255
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 254
COVID-19 spreading in financial networks: A semiparametric matrix regression model 253
Bayesian Graphical Models for Structural Vector Autoregressive Processes 252
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 251
Markov Switching GARCH Models: Filtering, Approximations and Duality 250
Bayesian Tensor Binary Regression 249
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 248
On the role of domestic and international financial cyclical factors in driving economic growth 248
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 245
Bayesian Inference on Dynamic Models with Latent Factors 244
Granger-causality in Markov Switching Models 232
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 231
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 230
Combining forecasts: some results on exchange and interest rates 229
Combination schemes for turning point prediction 226
Efficient Gibbs Sampling for Markov Switching GARCH Models 226
A System for Dating and Detecting Turning Points in the Euro Area 225
Bayesian Tensor Regression Models 223
Turning point chronology for the Euro-Zone: A Distance Plot Approach 220
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 217
Bayesian estimation of switching ARMA models 212
Bayesian Panel Markov-Switching model with interacting Markov chains 208
Investment Styles in the European Equity Market 207
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 203
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 201
Cicli e cambiamenti di regime negli indici azionari italiani 200
Dynamic derivative use and accounting information 199
A Switching Volatility Approach to Estimate Value-at-Risk 197
Efficienza, interconnessione e rischio sistemico 196
The European Single Currency and the Volatility of European Stock Markets 195
Phase-Locking and Switching Volatility in Hedge Funds 192
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 190
L'analisi tecnica ed i modelli a logica sfocata 189
Granger-causality in Markov switching models 188
A MCMC approach to maximum likelihood estimation 187
A turning point chronology for the Euro-zone classical and growth cycle 187
Portfolio Symmetry and Momentum 187
Contagion Dynamics on Financial Networks 185
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 184
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 183
Contagion Dating through Market Interdependence Analysis and Correlation Stability 178
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 177
Relazione sulla situazione e le prospettive della facoltà di Economia 176
Totale 29.451
Salva come PNG Salva come JPEG
Categoria #
all - tutte 91.862
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 91.862
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019827 0 0 0 0 0 0 0 0 0 0 0 827
2019/20207.516 780 600 610 1.250 514 660 503 991 484 516 353 255
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
2023/20241.997 134 143 83 68 256 488 72 225 190 78 258 2
Totale 37.331