statistiche ricercatore

Continente	#
NA - Nord America	2.422
EU - Europa	1.943
AS - Asia	989
SA - Sud America	88
AF - Africa	30
OC - Oceania	6
Continente sconosciuto - Info sul continente non disponibili	2
Totale	5.480

Nazione	#
US - Stati Uniti d'America	2.371
PL - Polonia	922
CN - Cina	512
IT - Italia	368
SG - Singapore	258
DE - Germania	132
SE - Svezia	122
UA - Ucraina	116
BR - Brasile	69
IE - Irlanda	63
GB - Regno Unito	61
CA - Canada	44
FI - Finlandia	43
HK - Hong Kong	42
VN - Vietnam	40
RU - Federazione Russa	33
JP - Giappone	32
BE - Belgio	23
TR - Turchia	23
MA - Marocco	22
ID - Indonesia	21
FR - Francia	20
IN - India	20
KR - Corea	11
NL - Olanda	11
AR - Argentina	9
AT - Austria	7
BD - Bangladesh	6
MX - Messico	6
AU - Australia	5
CH - Svizzera	5
ES - Italia	4
PK - Pakistan	4
UZ - Uzbekistan	4
AZ - Azerbaigian	3
CO - Colombia	3
EC - Ecuador	3
GR - Grecia	3
IR - Iran	3
NP - Nepal	3
ZA - Sudafrica	3
DK - Danimarca	2
EG - Egitto	2
IQ - Iraq	2
SK - Slovacchia (Repubblica Slovacca)	2
A2 - ???statistics.table.value.countryCode.A2???	1
AE - Emirati Arabi Uniti	1
AL - Albania	1
BG - Bulgaria	1
CL - Cile	1
CZ - Repubblica Ceca	1
EU - Europa	1
HU - Ungheria	1
IL - Israele	1
JO - Giordania	1
KE - Kenya	1
LB - Libano	1
MD - Moldavia	1
NG - Nigeria	1
NI - Nicaragua	1
NO - Norvegia	1
NZ - Nuova Zelanda	1
PE - Perù	1
PY - Paraguay	1
SA - Arabia Saudita	1
TN - Tunisia	1
VE - Venezuela	1
Totale	5.480

Nome	#
Do we need a stochastic trend in cay estimation? Yes.	534
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone	497
SYSTEMICALLY IMPORTANT BANKS:A PERMUTATION TEST APPROACH	478
Networks in risk spillovers: a multivariate GARCH perspective	428
Proximity-structured multivariate volatility models for systemic risk	385
Global Systemically Important Banks: A Permutation Test Approach	382
Opinion Dynamics and Disagreements on Financial Networks	381
Combining permutation tests to rank systemically important banks	380
Hedge fund tail risk: An investigation in stressed markets	363
A time varying performance evaluation of hedge fund strategies through aggregation	352
Disagreement in Signed Financial Networks	340
Empirical Projected Copula Process and Conditional Independence An Extended Version	325
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth	316
Orthogonal Polynomials Derivative for Empirical Copula	208
Networks in risk spillovers: A multivariate GARCH perspective	77
Multivariate radial symmetry of copula functions: Finite sample comparison in the i.i.d case	75
Non parametric contributions to the study of Copula symmetries	63
Totale	5.584

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	592	0	0	0	0	0	79	62	59	85	96	131	80
2021/2022	750	77	60	53	121	59	2	33	41	11	47	185	61
2022/2023	615	32	49	8	78	76	156	13	53	83	4	43	20
2023/2024	217	15	16	11	3	23	72	3	10	8	1	18	37
2024/2025	415	5	25	29	26	16	35	44	51	47	53	49	35
2025/2026	672	151	90	92	161	162	16	0	0	0	0	0	0
Totale													5.584