BILLIO, Monica
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 17.986
EU - Europa 12.859
AS - Asia 5.365
SA - Sud America 45
Continente sconosciuto - Info sul continente non disponibili 30
OC - Oceania 28
AF - Africa 16
Totale 36.329
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 17.505
PL - Polonia 4.624
CN - Cina 4.486
IT - Italia 3.365
UA - Ucraina 831
DE - Germania 755
SE - Svezia 708
IE - Irlanda 635
GB - Regno Unito 573
FI - Finlandia 523
CA - Canada 456
HK - Hong Kong 229
TR - Turchia 222
RU - Federazione Russa 209
FR - Francia 208
SG - Singapore 105
BE - Belgio 80
AT - Austria 72
NL - Olanda 69
VN - Vietnam 58
IN - India 57
CH - Svizzera 50
KR - Corea 49
IR - Iran 39
ES - Italia 32
JP - Giappone 32
DK - Danimarca 22
EU - Europa 22
AU - Australia 21
BR - Brasile 20
DO - Repubblica Dominicana 18
UZ - Uzbekistan 14
GR - Grecia 13
LB - Libano 13
AE - Emirati Arabi Uniti 12
NO - Norvegia 12
RO - Romania 12
CZ - Repubblica Ceca 10
BG - Bulgaria 9
CL - Cile 9
A2 - ???statistics.table.value.countryCode.A2??? 8
HR - Croazia 8
ID - Indonesia 8
TH - Thailandia 8
IL - Israele 7
NZ - Nuova Zelanda 7
BJ - Benin 6
PT - Portogallo 6
TW - Taiwan 6
AL - Albania 5
AR - Argentina 5
BD - Bangladesh 5
LU - Lussemburgo 5
MD - Moldavia 5
CO - Colombia 4
HU - Ungheria 4
PE - Perù 4
VE - Venezuela 3
BN - Brunei Darussalam 2
CR - Costa Rica 2
GH - Ghana 2
IS - Islanda 2
LI - Liechtenstein 2
MK - Macedonia 2
MN - Mongolia 2
MX - Messico 2
NG - Nigeria 2
PH - Filippine 2
PK - Pakistan 2
SI - Slovenia 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
ZA - Sudafrica 2
AG - Antigua e Barbuda 1
AZ - Azerbaigian 1
BB - Barbados 1
CY - Cipro 1
DZ - Algeria 1
IQ - Iraq 1
KZ - Kazakistan 1
LV - Lettonia 1
ME - Montenegro 1
MY - Malesia 1
NP - Nepal 1
PA - Panama 1
RS - Serbia 1
SA - Arabia Saudita 1
SM - San Marino 1
TN - Tunisia 1
Totale 36.329
Salva come PNG Salva come JPEG
Città #
Warsaw 4.593
Woodbridge 3.397
Chandler 1.905
Fairfield 1.689
Jacksonville 1.388
Ann Arbor 1.112
Ashburn 949
Houston 894
Seattle 767
Mestre 677
Dublin 631
Wilmington 623
Cambridge 529
Nanjing 484
Jinan 462
Hangzhou 404
Shenyang 369
Tianjin 335
Venezia 332
Toronto 318
Dearborn 316
New York 300
Beijing 264
Des Moines 254
Guangzhou 253
Hebei 223
Hong Kong 214
Andover 208
Izmir 191
Venice 188
Boston 177
Boardman 176
San Mateo 171
Mülheim 165
Changsha 164
Princeton 157
Nanchang 150
Zhengzhou 150
Taizhou 139
Haikou 128
Taiyuan 128
Ningbo 127
Jiaxing 112
Milan 109
Rome 106
Fuzhou 95
Ottawa 89
Padova 84
Redwood City 84
Brussels 74
San Diego 72
Battaglia Terme 71
Helsinki 68
Los Angeles 60
Saint Petersburg 57
Verona 57
Vienna 51
Dong Ket 49
Bremen 45
Kunming 42
Washington 39
Altamura 36
Frankfurt Am Main 35
Hefei 35
London 35
Norwalk 33
Bologna 30
Pune 30
San Paolo di Civitate 30
San Donà Di Piave 28
Treviso 28
Amsterdam 25
Dallas 25
Phoenix 24
Edmonton 23
Frankfurt am Main 22
Shanghai 22
Southend 22
Auburn Hills 19
Philadelphia 19
Latiano 18
Orange 18
Vicenza 18
Chengdu 16
Istanbul 16
Leawood 16
Munich 15
Pianiga 15
Santo Domingo Este 15
Trieste 15
Zanjan 15
Dolo 14
Edinburgh 14
Kraków 14
Paris 14
Seongnam 14
Xiangfen 14
Palermo 13
Glasgow 12
Lanzhou 12
Totale 28.284
Salva come PNG Salva come JPEG
Nome #
An entropy-based early warning indicator for systemic risk 595
Which Market Integration Measure? 535
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study 474
Entropy and systemic risk measures 466
A test for a new modelling: The Univariate MT-STAR Model 452
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 442
Modeling Systemic Risk with Markov Switching Graphical SUR Models 439
Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets 435
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 433
Backard/forward optimal combination of performance measures for equity screening 432
CDS Industrial Sector Indices, credit and liquidity risk 427
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 418
Sparse BGVAR models for Systemic Risk Analysis 417
Markov switching GARCH models for Bayesian hedging on energy futures markets 411
Bayesian Graphical Models for STructural Vector Autoregressive Processes 410
A Cross-Sectional Performance Measure for Portfolio Management 407
Bayesian Markov switching tensor regression for time-varying networks 405
Bayesian dynamic tensor regression 398
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect. 396
Le discipline economiche e aziendali nei 150 anni di storia di Ca’ Foscari 387
Bayesian inference in dynamic models with latent factors 381
Understanding Exchange Rates Dynamics 377
Combination Schemes for Turning Point Predictions 371
Bayesian nonparametric sparse VAR models 370
Networks in risk spillovers: a multivariate GARCH perspective 367
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 358
Inside the ESG Ratings: (Dis)agreement and performance 352
Combining predictive densities using Bayesian filtering with applications to US economics data 345
Extreme Returns in a Shortfall Risk Framework 338
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach 336
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 333
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios 332
Backward/forward optimal combination of performance measures for equity screening 331
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 331
Proximity-structured multivariate volatility models for systemic risk 326
Cross-Sectional Analysis through Rank-based Dynamic Portfolios 319
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model 313
Hedge fund tail risk: An investigation in stressed markets 310
Sparse Graphical Vector Autoregression: A Bayesian Approach 302
Systemic Risk Tomography 299
Opinion Dynamics and Disagreements on Financial Networks 292
A time varying performance evaluation of hedge fund strategies through aggregation 288
Efficient Gibbs sampling for Markov switching GARCH models 287
Disagreement in Signed Financial Networks 286
Value-at-Risk: a multivariate switching regime approach 284
Combining predictive densities using Bayesian filtering with applications to US economics data 281
Nonlinear Dynamics and Wavelets for Business Cycle Analysis 279
The European Repo Market, ECB Intervention and the COVID-19 Crisis 276
Markov Switching Models for Volatility: Filtering, Approximation and Duality 273
Bayesian nonparametric sparse Vector Autoregressive models 271
The Univariate MT-STAR Model and a new linearity and unit root test procedure 269
Sparse Graphical Vector Autoregression: A Bayesian Approach 268
Bayesian inference in dynamic models with latent factors 260
Nonlinear dynamics and recurrence plots for detecting financial crisis 260
Validating markov switching VAR through spectral representations 259
Combination schemes for turning point prediction 254
Bayesian Tensor Regression Models 253
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 253
COVID-19 spreading in financial networks: A semiparametric matrix regression model 253
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure 250
Bayesian Graphical Models for Structural Vector Autoregressive Processes 250
Markov Switching GARCH Models: Filtering, Approximations and Duality 249
Bayesian Tensor Binary Regression 248
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed? 247
On the role of domestic and international financial cyclical factors in driving economic growth 247
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 244
Bayesian Inference on Dynamic Models with Latent Factors 243
Granger-causality in Markov Switching Models 231
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 228
Combining forecasts: some results on exchange and interest rates 228
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds 226
Combination schemes for turning point prediction 225
Efficient Gibbs Sampling for Markov Switching GARCH Models 225
A System for Dating and Detecting Turning Points in the Euro Area 224
Bayesian Tensor Regression Models 222
Turning point chronology for the Euro-Zone: A Distance Plot Approach 219
Growth-cycle phases in China’s provinces: A panel Markov-switching approach 216
Bayesian estimation of switching ARMA models 211
Investment Styles in the European Equity Market 206
Bayesian Panel Markov-Switching model with interacting Markov chains 205
The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach 202
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis 200
Cicli e cambiamenti di regime negli indici azionari italiani 199
Dynamic derivative use and accounting information 198
Efficienza, interconnessione e rischio sistemico 195
The European Single Currency and the Volatility of European Stock Markets 194
A Switching Volatility Approach to Estimate Value-at-Risk 194
Phase-Locking and Switching Volatility in Hedge Funds 191
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 189
L'analisi tecnica ed i modelli a logica sfocata 188
Portfolio Symmetry and Momentum 187
Granger-causality in Markov switching models 187
A MCMC approach to maximum likelihood estimation 186
A turning point chronology for the Euro-zone classical and growth cycle 186
Modelli neuronali e modelli switching regime per la valutazione di opzioni finanziarie 183
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 183
Contagion Dynamics on Financial Networks 183
Contagion Dating through Market Interdependence Analysis and Correlation Stability 177
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 176
Relazione sulla situazione e le prospettive della facoltà di Economia 175
Totale 29.333
Salva come PNG Salva come JPEG
Categoria #
all - tutte 89.824
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 89.824
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20191.325 0 0 0 0 0 0 0 0 0 0 498 827
2019/20207.516 780 600 610 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
2023/20241.775 134 143 83 68 256 488 72 225 190 78 38 0
Totale 37.109