statistiche ricercatore

Continente	#
NA - Nord America	3.107
EU - Europa	2.017
AS - Asia	1.413
Continente sconosciuto - Info sul continente non disponibili	111
SA - Sud America	110
AF - Africa	32
OC - Oceania	6
Totale	6.796

Nazione	#
US - Stati Uniti d'America	3.027
PL - Polonia	922
CN - Cina	538
IT - Italia	386
SG - Singapore	368
VN - Vietnam	222
DE - Germania	139
SE - Svezia	128
UA - Ucraina	118
BR - Brasile	77
GB - Regno Unito	69
IE - Irlanda	64
CA - Canada	59
JP - Giappone	51
HK - Hong Kong	50
FI - Finlandia	45
FR - Francia	36
RU - Federazione Russa	33
KR - Corea	28
IN - India	27
TR - Turchia	26
BE - Belgio	23
ID - Indonesia	23
MA - Marocco	22
BD - Bangladesh	14
NL - Olanda	12
PH - Filippine	11
AR - Argentina	10
UZ - Uzbekistan	9
AT - Austria	8
CO - Colombia	8
CH - Svizzera	7
IQ - Iraq	7
MX - Messico	7
EC - Ecuador	6
ES - Italia	6
AU - Australia	5
CR - Costa Rica	5
NP - Nepal	5
PK - Pakistan	5
TH - Thailandia	5
AZ - Azerbaigian	3
CW - ???statistics.table.value.countryCode.CW???	3
GR - Grecia	3
HN - Honduras	3
HR - Croazia	3
IR - Iran	3
LB - Libano	3
MY - Malesia	3
NI - Nicaragua	3
ZA - Sudafrica	3
AE - Emirati Arabi Uniti	2
BO - Bolivia	2
CL - Cile	2
DK - Danimarca	2
EG - Egitto	2
OM - Oman	2
PY - Paraguay	2
SA - Arabia Saudita	2
SK - Slovacchia (Repubblica Slovacca)	2
TW - Taiwan	2
VE - Venezuela	2
XK - ???statistics.table.value.countryCode.XK???	2
A2 - ???statistics.table.value.countryCode.A2???	1
AL - Albania	1
BG - Bulgaria	1
BY - Bielorussia	1
CI - Costa d'Avorio	1
CZ - Repubblica Ceca	1
ET - Etiopia	1
EU - Europa	1
GT - Guatemala	1
HU - Ungheria	1
IL - Israele	1
JO - Giordania	1
KE - Kenya	1
KZ - Kazakistan	1
LT - Lituania	1
LV - Lettonia	1
MD - Moldavia	1
NG - Nigeria	1
NO - Norvegia	1
NZ - Nuova Zelanda	1
PE - Perù	1
PT - Portogallo	1
SI - Slovenia	1
SV - El Salvador	1
SY - Repubblica araba siriana	1
TN - Tunisia	1
TT - Trinidad e Tobago	1
Totale	6.692

Nome	#
Do we need a stochastic trend in cay estimation? Yes.	611
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone	558
SYSTEMICALLY IMPORTANT BANKS:A PERMUTATION TEST APPROACH	556
Networks in risk spillovers: a multivariate GARCH perspective	492
Proximity-structured multivariate volatility models for systemic risk	475
Global Systemically Important Banks: A Permutation Test Approach	473
Combining permutation tests to rank systemically important banks	456
Opinion Dynamics and Disagreements on Financial Networks	455
A time varying performance evaluation of hedge fund strategies through aggregation	444
Hedge fund tail risk: An investigation in stressed markets	414
Disagreement in Signed Financial Networks	409
Empirical Projected Copula Process and Conditional Independence An Extended Version	397
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth	392
Orthogonal Polynomials Derivative for Empirical Copula	266
Networks in risk spillovers: A multivariate GARCH perspective	139
Multivariate radial symmetry of copula functions: Finite sample comparison in the i.i.d case	131
Non parametric contributions to the study of Copula symmetries	128
Totale	6.796

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2021/2022	560	0	0	0	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	1.495	151	90	92	161	162	123	172	76	195	138	30	105
2026/2027	389	54	87	129	119	0	0	0	0	0	0	0	0
Totale													6.796