BILLIO, Monica
 Distribuzione geografica
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Continente #
NA - Nord America 18.348
EU - Europa 13.334
AS - Asia 6.213
AF - Africa 97
OC - Oceania 59
SA - Sud America 55
Continente sconosciuto - Info sul continente non disponibili 30
Totale 38.136
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Nazione #
US - Stati Uniti d'America 17.855
CN - Cina 4.640
PL - Polonia 4.625
IT - Italia 3.476
DE - Germania 887
UA - Ucraina 831
SE - Svezia 709
IE - Irlanda 646
GB - Regno Unito 613
FI - Finlandia 578
SG - Singapore 521
CA - Canada 466
FR - Francia 265
HK - Hong Kong 254
TR - Turchia 222
RU - Federazione Russa 211
IN - India 116
AT - Austria 88
BE - Belgio 84
NL - Olanda 80
ID - Indonesia 78
VN - Vietnam 71
KR - Corea 64
CH - Svizzera 56
ZA - Sudafrica 50
AU - Australia 47
JP - Giappone 41
IR - Iran 40
ES - Italia 38
PK - Pakistan 33
BR - Brasile 23
DK - Danimarca 22
EU - Europa 22
TW - Taiwan 22
GR - Grecia 21
DO - Repubblica Dominicana 18
NO - Norvegia 14
UZ - Uzbekistan 14
BD - Bangladesh 13
LB - Libano 13
AE - Emirati Arabi Uniti 12
NZ - Nuova Zelanda 12
RO - Romania 12
CZ - Repubblica Ceca 11
EG - Egitto 11
BJ - Benin 10
LK - Sri Lanka 10
BG - Bulgaria 9
CL - Cile 9
TH - Thailandia 9
A2 - ???statistics.table.value.countryCode.A2??? 8
HR - Croazia 8
HU - Ungheria 8
MY - Malesia 8
SA - Arabia Saudita 8
AR - Argentina 7
IL - Israele 7
PE - Perù 7
CO - Colombia 6
GH - Ghana 6
LU - Lussemburgo 6
PT - Portogallo 6
AL - Albania 5
MD - Moldavia 5
CY - Cipro 4
KE - Kenya 4
LV - Lettonia 4
TN - Tunisia 4
ET - Etiopia 3
IS - Islanda 3
NG - Nigeria 3
VE - Venezuela 3
BN - Brunei Darussalam 2
CI - Costa d'Avorio 2
CR - Costa Rica 2
EE - Estonia 2
KZ - Kazakistan 2
LI - Liechtenstein 2
MK - Macedonia 2
MN - Mongolia 2
MX - Messico 2
NP - Nepal 2
PH - Filippine 2
SI - Slovenia 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
TT - Trinidad e Tobago 2
AG - Antigua e Barbuda 1
AZ - Azerbaigian 1
BB - Barbados 1
DZ - Algeria 1
IQ - Iraq 1
ME - Montenegro 1
MO - Macao, regione amministrativa speciale della Cina 1
PA - Panama 1
RS - Serbia 1
SM - San Marino 1
ZM - Zambia 1
Totale 38.136
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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 972
Houston 894
Seattle 767
Mestre 677
Dublin 640
Wilmington 623
Cambridge 529
Nanjing 484
Jinan 462
Hangzhou 404
Shenyang 369
Boardman 350
Tianjin 335
Venezia 332
Toronto 321
Dearborn 316
New York 304
Singapore 304
Beijing 278
Guangzhou 263
Des Moines 254
Hebei 223
Hong Kong 220
Andover 208
Venice 205
Izmir 191
Boston 177
San Mateo 171
Mülheim 165
Changsha 164
Princeton 157
Nanchang 150
Zhengzhou 150
Taizhou 139
Taiyuan 130
Haikou 128
Ningbo 128
Milan 125
Helsinki 120
Rome 120
Jiaxing 112
Fuzhou 95
Ottawa 89
Padova 88
Redwood City 84
Brussels 77
San Diego 72
Battaglia Terme 71
Los Angeles 70
Vienna 67
Jakarta 62
Verona 58
Saint Petersburg 57
Dong Ket 49
Bremen 45
Kunming 45
Washington 40
Durban 39
Frankfurt am Main 38
Altamura 36
Hefei 36
Frankfurt Am Main 35
London 35
Norwalk 33
Berlin 32
Pune 32
Bologna 31
San Paolo di Civitate 30
Treviso 30
Dallas 28
San Donà Di Piave 28
Shanghai 28
Amsterdam 27
Paris 27
Phoenix 24
Edmonton 23
Munich 22
Southend 22
Philadelphia 20
Santa Clara 20
Auburn Hills 19
Edinburgh 19
Latiano 18
Orange 18
Vicenza 18
Bengaluru 17
Chengdu 16
Istanbul 16
Leawood 16
Nuremberg 16
Brisbane 15
Pianiga 15
Santo Domingo Este 15
Trieste 15
Totale 29.124
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Nome #
An entropy-based early warning indicator for systemic risk 603
Sustainable Finance: A Journey Toward ESG and Climate Risk 579
Which Market Integration Measure? 553
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 482
Entropy and systemic risk measures 474
A test for a new modelling: The Univariate MT-STAR Model 461
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 449
Modeling Systemic Risk with Markov Switching Graphical SUR Models 446
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 443
Backard/forward optimal combination of performance measures for equity screening 442
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 440
CDS Industrial Sector Indices, credit and liquidity risk 434
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 426
Sparse BGVAR models for Systemic Risk Analysis 424
Bayesian Markov switching tensor regression for time-varying networks 422
Bayesian Graphical Models for STructural Vector Autoregressive Processes 418
Markov switching GARCH models for Bayesian hedging on energy futures markets 418
A Cross-Sectional Performance Measure for Portfolio Management 413
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 407
Bayesian dynamic tensor regression 407
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 396
Bayesian inference in dynamic models with latent factors 393
Understanding Exchange Rates Dynamics 383
Bayesian nonparametric sparse VAR models 382
Combination Schemes for Turning Point Predictions 377
Networks in risk spillovers: a multivariate GARCH perspective 375
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 367
Inside the ESG Ratings: (Dis)agreement and performance 364
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 353
Combining predictive densities using Bayesian filtering with applications to US economics data 352
Extreme Returns in a Shortfall Risk Framework 343
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 343
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 341
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 341
Backward/forward optimal combination of performance measures for equity screening 337
Proximity-structured multivariate volatility models for systemic risk 334
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 319
Hedge fund tail risk: An investigation in stressed markets 317
Sparse Graphical Vector Autoregression: A Bayesian Approach 308
Systemic Risk Tomography 306
Opinion Dynamics and Disagreements on Financial Networks 305
A time varying performance evaluation of hedge fund strategies through aggregation 295
Efficient Gibbs sampling for Markov switching GARCH models 294
Disagreement in Signed Financial Networks 291
Value-at-Risk: a multivariate switching regime approach 290
Combining predictive densities using Bayesian filtering with applications to US economics data 287
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 285
The European Repo Market, ECB Intervention and the COVID-19 Crisis 284
Sparse Graphical Vector Autoregression: A Bayesian Approach 278
Markov Switching Models for Volatility: Filtering, Approximation and Duality 278
Bayesian nonparametric sparse Vector Autoregressive models 277
The Univariate MT-STAR Model and a new linearity and unit root test procedure 273
Validating markov switching VAR through spectral representations 266
Bayesian inference in dynamic models with latent factors 265
Nonlinear dynamics and recurrence plots for detecting financial crisis 264
Bayesian Tensor Regression Models 263
On the role of domestic and international financial cyclical factors in driving economic growth 263
Combination schemes for turning point prediction 261
Markov Switching GARCH Models: Filtering, Approximations and Duality 260
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 260
COVID-19 spreading in financial networks: A semiparametric matrix regression model 260
Bayesian Graphical Models for Structural Vector Autoregressive Processes 259
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 257
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 257
Bayesian Tensor Binary Regression 255
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 251
Bayesian Inference on Dynamic Models with Latent Factors 250
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 241
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 236
Granger-causality in Markov Switching Models 235
Combining forecasts: some results on exchange and interest rates 234
Efficient Gibbs Sampling for Markov Switching GARCH Models 232
Combination schemes for turning point prediction 231
A System for Dating and Detecting Turning Points in the Euro Area 230
Bayesian Tensor Regression Models 228
Turning point chronology for the Euro-Zone: A Distance Plot Approach 225
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 224
Bayesian estimation of switching ARMA models 216
Bayesian Panel Markov-Switching model with interacting Markov chains 214
Investment Styles in the European Equity Market 210
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 207
Cicli e cambiamenti di regime negli indici azionari italiani 206
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 206
Dynamic derivative use and accounting information 204
A Switching Volatility Approach to Estimate Value-at-Risk 204
Efficienza, interconnessione e rischio sistemico 200
The European Single Currency and the Volatility of European Stock Markets 199
Phase-Locking and Switching Volatility in Hedge Funds 198
L'analisi tecnica ed i modelli a logica sfocata 195
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 195
A turning point chronology for the Euro-zone classical and growth cycle 194
Contagion Dynamics on Financial Networks 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
A MCMC approach to maximum likelihood estimation 191
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 189
Markov Switching Panel with Endogenous Synchronization Effects 185
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 184
Totale 30.508
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Categoria #
all - tutte 101.692
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 101.692
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20205.526 0 0 0 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
2023/20242.401 134 143 83 68 256 488 72 225 190 78 258 406
2024/20251.186 79 179 372 556 0 0 0 0 0 0 0 0
Totale 38.921