BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 19.122
EU - Europa 14.658
AS - Asia 8.590
SA - Sud America 604
AF - Africa 277
OC - Oceania 143
Continente sconosciuto - Info sul continente non disponibili 33
Totale 43.427
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Nazione #
US - Stati Uniti d'America 18.545
CN - Cina 4.778
PL - Polonia 4.645
IT - Italia 3.739
SG - Singapore 1.292
DE - Germania 1.073
GB - Regno Unito 853
UA - Ucraina 839
SE - Svezia 736
IE - Irlanda 689
FI - Finlandia 625
HK - Hong Kong 622
BR - Brasile 518
CA - Canada 518
RU - Federazione Russa 396
IN - India 382
FR - Francia 313
TR - Turchia 274
ID - Indonesia 216
VN - Vietnam 166
PK - Pakistan 158
TW - Taiwan 152
NL - Olanda 125
AU - Australia 121
AT - Austria 116
ZA - Sudafrica 107
KR - Corea 92
BE - Belgio 90
CH - Svizzera 89
JP - Giappone 71
MY - Malesia 58
ES - Italia 52
IR - Iran 46
DK - Danimarca 39
BD - Bangladesh 36
GR - Grecia 34
PT - Portogallo 31
UZ - Uzbekistan 30
TH - Thailandia 29
TN - Tunisia 29
HU - Ungheria 28
AE - Emirati Arabi Uniti 27
LK - Sri Lanka 27
AR - Argentina 24
KE - Kenya 23
EU - Europa 22
NZ - Nuova Zelanda 22
NO - Norvegia 21
EG - Egitto 20
GH - Ghana 20
MX - Messico 19
PH - Filippine 19
DO - Repubblica Dominicana 18
RO - Romania 18
CZ - Repubblica Ceca 16
IQ - Iraq 16
MA - Marocco 16
SA - Arabia Saudita 15
CL - Cile 14
EC - Ecuador 14
LB - Libano 14
RS - Serbia 14
NP - Nepal 13
PE - Perù 13
NG - Nigeria 12
AL - Albania 11
BG - Bulgaria 11
CO - Colombia 11
BJ - Benin 10
HR - Croazia 10
JO - Giordania 9
UG - Uganda 9
A2 - ???statistics.table.value.countryCode.A2??? 8
OM - Oman 8
TT - Trinidad e Tobago 8
CY - Cipro 7
IL - Israele 7
EE - Estonia 6
ET - Etiopia 6
LU - Lussemburgo 6
MD - Moldavia 6
VE - Venezuela 6
KG - Kirghizistan 5
TZ - Tanzania 5
ZM - Zambia 5
CR - Costa Rica 4
LT - Lituania 4
LV - Lettonia 4
MK - Macedonia 4
MO - Macao, regione amministrativa speciale della Cina 4
SK - Slovacchia (Repubblica Slovacca) 4
BH - Bahrain 3
CI - Costa d'Avorio 3
DZ - Algeria 3
GE - Georgia 3
HN - Honduras 3
IS - Islanda 3
MN - Mongolia 3
MU - Mauritius 3
SI - Slovenia 3
Totale 43.394
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Città #
Warsaw 4.607
Woodbridge 3.397
Chandler 1.905
Fairfield 1.689
Jacksonville 1.388
Ann Arbor 1.112
Ashburn 1.009
Houston 894
Seattle 775
Mestre 677
Dublin 673
Singapore 655
Wilmington 623
Hong Kong 537
Cambridge 530
Nanjing 487
Jinan 463
Hangzhou 404
Shenyang 370
Boardman 352
Tianjin 336
Toronto 333
Venezia 332
Dearborn 316
New York 310
Beijing 308
Guangzhou 272
Venice 260
Des Moines 254
Hebei 223
Andover 208
Council Bluffs 199
Izmir 191
Boston 180
San Mateo 171
Mülheim 165
Changsha 164
Milan 160
Princeton 157
Zhengzhou 151
Nanchang 150
Rome 148
The Dalles 144
Jakarta 141
Taizhou 139
Taiyuan 130
Helsinki 129
Haikou 128
Ningbo 128
Moscow 122
Los Angeles 116
Jiaxing 112
Fuzhou 95
Padova 95
Ottawa 90
Redwood City 84
Vienna 79
Brussels 77
San Diego 72
Battaglia Terme 71
Frankfurt am Main 64
Verona 63
Hefei 62
Durban 60
Ho Chi Minh City 60
Saint Petersburg 57
Bengaluru 56
Pune 53
Munich 52
Dong Ket 49
London 48
Dallas 46
São Paulo 46
Washington 46
Bremen 45
Kunming 45
Hanoi 43
Berlin 42
Taipei 41
Paris 40
Edinburgh 39
Sydney 38
Altamura 36
Amsterdam 36
Istanbul 36
Frankfurt Am Main 35
Karachi 34
Phoenix 34
Norwalk 33
Treviso 33
Shanghai 32
Bologna 31
New Delhi 30
San Paolo di Civitate 30
Santa Clara 29
San Donà Di Piave 28
Tokyo 28
Lahore 26
Melbourne 25
Kuala Lumpur 24
Totale 31.142
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Nome #
Sustainable Finance: A Journey Toward ESG and Climate Risk 2.931
An entropy-based early warning indicator for systemic risk 622
Which Market Integration Measure? 579
A test for a new modelling: The Univariate MT-STAR Model 540
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 494
Entropy and systemic risk measures 488
CDS Industrial Sector Indices, credit and liquidity risk 469
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 465
Modeling Systemic Risk with Markov Switching Graphical SUR Models 464
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 461
Backard/forward optimal combination of performance measures for equity screening 459
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 455
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 442
Sparse BGVAR models for Systemic Risk Analysis 440
Bayesian Markov switching tensor regression for time-varying networks 439
Markov switching GARCH models for Bayesian hedging on energy futures markets 436
Bayesian dynamic tensor regression 435
Bayesian Graphical Models for STructural Vector Autoregressive Processes 434
A Cross-Sectional Performance Measure for Portfolio Management 432
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 422
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 418
Bayesian inference in dynamic models with latent factors 414
Understanding Exchange Rates Dynamics 397
Bayesian nonparametric sparse VAR models 397
Combination Schemes for Turning Point Predictions 395
Networks in risk spillovers: a multivariate GARCH perspective 390
Inside the ESG Ratings: (Dis)agreement and performance 390
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 381
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 370
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 362
Combining predictive densities using Bayesian filtering with applications to US economics data 361
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 360
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 351
Extreme Returns in a Shortfall Risk Framework 351
Proximity-structured multivariate volatility models for systemic risk 348
Backward/forward optimal combination of performance measures for equity screening 346
Efficient Gibbs sampling for Markov switching GARCH models 340
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 338
Opinion Dynamics and Disagreements on Financial Networks 333
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 332
Hedge fund tail risk: An investigation in stressed markets 330
Systemic Risk Tomography 326
Sparse Graphical Vector Autoregression: A Bayesian Approach 322
A time varying performance evaluation of hedge fund strategies through aggregation 315
Disagreement in Signed Financial Networks 304
Value-at-Risk: a multivariate switching regime approach 302
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 300
Combining predictive densities using Bayesian filtering with applications to US economics data 299
Sparse Graphical Vector Autoregression: A Bayesian Approach 298
Markov Switching Models for Volatility: Filtering, Approximation and Duality 293
null 292
The Univariate MT-STAR Model and a new linearity and unit root test procedure 291
Bayesian nonparametric sparse Vector Autoregressive models 290
Bayesian inference in dynamic models with latent factors 284
On the role of domestic and international financial cyclical factors in driving economic growth 284
Bayesian Tensor Regression Models 283
Validating markov switching VAR through spectral representations 280
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 279
Combination schemes for turning point prediction 277
Bayesian Graphical Models for Structural Vector Autoregressive Processes 277
COVID-19 spreading in financial networks: A semiparametric matrix regression model 276
Nonlinear dynamics and recurrence plots for detecting financial crisis 274
Bayesian Tensor Binary Regression 273
Markov Switching GARCH Models: Filtering, Approximations and Duality 273
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 271
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 271
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 270
Bayesian Inference on Dynamic Models with Latent Factors 269
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 263
Efficient Gibbs Sampling for Markov Switching GARCH Models 250
Granger-causality in Markov Switching Models 248
Bayesian Tensor Regression Models 248
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 247
A System for Dating and Detecting Turning Points in the Euro Area 246
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 246
Combination schemes for turning point prediction 243
Combining forecasts: some results on exchange and interest rates 241
Turning point chronology for the Euro-Zone: A Distance Plot Approach 240
Bayesian Panel Markov-Switching model with interacting Markov chains 234
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 230
Markov Switching Panel with Endogenous Synchronization Effects 229
A Switching Volatility Approach to Estimate Value-at-Risk 226
Cicli e cambiamenti di regime negli indici azionari italiani 226
Bayesian estimation of switching ARMA models 225
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 225
Dynamic derivative use and accounting information 222
Efficienza, interconnessione e rischio sistemico 220
Investment Styles in the European Equity Market 219
Granger-causality in Markov switching models 214
Phase-Locking and Switching Volatility in Hedge Funds 212
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 211
A turning point chronology for the Euro-zone classical and growth cycle 211
L'analisi tecnica ed i modelli a logica sfocata 208
A MCMC approach to maximum likelihood estimation 208
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 208
The European Single Currency and the Volatility of European Stock Markets 207
Contagion Dynamics on Financial Networks 206
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 205
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 203
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 201
Totale 34.606
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Categoria #
all - tutte 121.272
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 121.272
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020255 0 0 0 0 0 0 0 0 0 0 0 255
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
2024/20256.521 79 179 372 1.019 565 535 612 676 803 652 742 287
Totale 44.256