statistiche ricercatore

Continente	#
NA - Nord America	2.629
EU - Europa	1.990
AS - Asia	1.404
SA - Sud America	101
AF - Africa	32
OC - Oceania	6
Continente sconosciuto - Info sul continente non disponibili	2
Totale	6.164

Nazione	#
US - Stati Uniti d'America	2.573
PL - Polonia	922
CN - Cina	536
IT - Italia	374
SG - Singapore	365
VN - Vietnam	222
DE - Germania	136
SE - Svezia	122
UA - Ucraina	118
BR - Brasile	75
GB - Regno Unito	66
IE - Irlanda	64
JP - Giappone	51
HK - Hong Kong	50
CA - Canada	46
FI - Finlandia	45
FR - Francia	36
RU - Federazione Russa	33
KR - Corea	28
IN - India	27
TR - Turchia	25
BE - Belgio	23
ID - Indonesia	22
MA - Marocco	22
BD - Bangladesh	13
NL - Olanda	12
PH - Filippine	11
AR - Argentina	10
UZ - Uzbekistan	9
AT - Austria	8
CH - Svizzera	7
IQ - Iraq	7
MX - Messico	7
AU - Australia	5
ES - Italia	5
PK - Pakistan	5
TH - Thailandia	5
CO - Colombia	4
EC - Ecuador	4
NP - Nepal	4
AZ - Azerbaigian	3
GR - Grecia	3
HR - Croazia	3
IR - Iran	3
LB - Libano	3
MY - Malesia	3
ZA - Sudafrica	3
AE - Emirati Arabi Uniti	2
BO - Bolivia	2
CL - Cile	2
DK - Danimarca	2
EG - Egitto	2
NI - Nicaragua	2
OM - Oman	2
PY - Paraguay	2
SA - Arabia Saudita	2
SK - Slovacchia (Repubblica Slovacca)	2
TW - Taiwan	2
A2 - ???statistics.table.value.countryCode.A2???	1
AL - Albania	1
BG - Bulgaria	1
BY - Bielorussia	1
CI - Costa d'Avorio	1
CR - Costa Rica	1
CZ - Repubblica Ceca	1
ET - Etiopia	1
EU - Europa	1
HU - Ungheria	1
IL - Israele	1
JO - Giordania	1
KE - Kenya	1
KZ - Kazakistan	1
LT - Lituania	1
MD - Moldavia	1
NG - Nigeria	1
NO - Norvegia	1
NZ - Nuova Zelanda	1
PE - Perù	1
SI - Slovenia	1
SY - Repubblica araba siriana	1
TN - Tunisia	1
VE - Venezuela	1
Totale	6.164

Nome	#
Do we need a stochastic trend in cay estimation? Yes.	573
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone	537
SYSTEMICALLY IMPORTANT BANKS:A PERMUTATION TEST APPROACH	519
Networks in risk spillovers: a multivariate GARCH perspective	465
Global Systemically Important Banks: A Permutation Test Approach	440
Proximity-structured multivariate volatility models for systemic risk	427
Combining permutation tests to rank systemically important banks	423
Opinion Dynamics and Disagreements on Financial Networks	421
A time varying performance evaluation of hedge fund strategies through aggregation	398
Hedge fund tail risk: An investigation in stressed markets	396
Disagreement in Signed Financial Networks	391
Empirical Projected Copula Process and Conditional Independence An Extended Version	366
A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth	357
Orthogonal Polynomials Derivative for Empirical Copula	238
Networks in risk spillovers: A multivariate GARCH perspective	118
Multivariate radial symmetry of copula functions: Finite sample comparison in the i.i.d case	104
Non parametric contributions to the study of Copula symmetries	95
Totale	6.268

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	307	0	0	0	0	0	0	0	0	0	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	1.356	151	90	92	161	162	123	172	76	195	134	0	0
Totale													6.268