IRIS Institutional Research Information System - AIR Archivio Istituzionale della Ricerca

MERCURI, LORENZO
 Distribuzione geografica
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Continente #
EU - Europa 3.180
NA - Nord America 1.746
AS - Asia 1.581
SA - Sud America 160
AF - Africa 22
OC - Oceania 3
Continente sconosciuto - Info sul continente non disponibili 2
Totale 6.694
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Nazione #
US - Stati Uniti d'America 1.720
GB - Regno Unito 1.591
IT - Italia 803
CN - Cina 553
SG - Singapore 522
DE - Germania 186
RU - Federazione Russa 144
BR - Brasile 123
HK - Hong Kong 106
FR - Francia 102
SE - Svezia 89
BD - Bangladesh 86
IN - India 83
VN - Vietnam 71
DK - Danimarca 63
IE - Irlanda 57
FI - Finlandia 42
NL - Olanda 41
TR - Turchia 31
JP - Giappone 28
KR - Corea 26
ID - Indonesia 23
AR - Argentina 14
CA - Canada 13
AT - Austria 9
RO - Romania 9
MX - Messico 8
PK - Pakistan 8
UA - Ucraina 8
CH - Svizzera 7
AL - Albania 6
CZ - Repubblica Ceca 6
IQ - Iraq 6
PH - Filippine 6
BE - Belgio 5
CO - Colombia 5
ES - Italia 5
IR - Iran 5
SA - Arabia Saudita 5
ZA - Sudafrica 5
VE - Venezuela 4
AU - Australia 3
CI - Costa d'Avorio 3
CL - Cile 3
DZ - Algeria 3
EC - Ecuador 3
HU - Ungheria 3
MA - Marocco 3
MY - Malesia 3
PY - Paraguay 3
SC - Seychelles 3
DO - Repubblica Dominicana 2
EG - Egitto 2
GR - Grecia 2
JO - Giordania 2
NP - Nepal 2
PE - Perù 2
PL - Polonia 2
QA - Qatar 2
TH - Thailandia 2
TW - Taiwan 2
UY - Uruguay 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
AO - Angola 1
BO - Bolivia 1
EU - Europa 1
GE - Georgia 1
GT - Guatemala 1
IL - Israele 1
JM - Giamaica 1
KW - Kuwait 1
KZ - Kazakistan 1
LB - Libano 1
NG - Nigeria 1
OM - Oman 1
PS - Palestinian Territory 1
SN - Senegal 1
TT - Trinidad e Tobago 1
UZ - Uzbekistan 1
Totale 6.694
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Città #
Southend 1.556
Singapore 292
Milan 284
Ashburn 130
Fairfield 129
Seattle 114
San Jose 103
Wilmington 101
Dearborn 100
Hong Kong 99
Frankfurt am Main 96
Chandler 93
Ann Arbor 79
Beijing 73
Woodbridge 60
Council Bluffs 57
Dublin 57
Santa Clara 55
Sunnyvale 52
Guangzhou 49
Hefei 49
Dallas 45
Houston 45
Cambridge 42
Lauterbourg 36
Princeton 34
Los Angeles 31
Boardman 30
Nanjing 29
Bengaluru 26
Ho Chi Minh City 21
Rome 21
Buffalo 20
Hanoi 20
Istanbul 20
Moscow 20
New York 20
Shanghai 20
Umeå 20
Vertemate con Minoprio 20
Mountain View 19
Rho 19
Tianjin 17
Des Moines 14
Hangzhou 14
Jakarta 14
Redwood City 14
Salerno 14
Tokyo 14
Florence 13
Turin 13
Bologna 12
Helsinki 12
Jinan 12
Lappeenranta 12
Cangzhou 11
Changsha 11
Seoul 11
Redmond 10
San Diego 10
Karlsruhe 9
Naples 9
Nuremberg 9
Phoenix 9
Hebei 8
London 8
Shenyang 8
São Paulo 8
Taiyuan 8
Amsterdam 7
Berlin 7
Bühl 7
Fremont 7
Nanchang 7
Pittsburgh 7
Rio de Janeiro 7
Shenzhen 7
Cusano Milanino 6
Gaiarine 6
San Fiorano 6
Vienna 6
Atlanta 5
Boston 5
Brussels 5
Fuzhou 5
Grafing 5
Medford 5
Moncalieri 5
Pescara 5
Quanzhou 5
San Francisco 5
Timisoara 5
Carpi 4
Jiaxing 4
Kunming 4
Kırıkkale 4
Orem 4
Putian 4
Shikatebukuro 4
Abidjan 3
Totale 4.656
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Nome #
Implicit expectiles and measures of implied volatility 326
On Properties of the MixedTS Distribution and Its Multivariate Extension 326
Risk parity for mixed tempered stable distributed sources of risk 311
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming 303
Financial Technical Indicator and Algorithmic Trading Strategy Based on Machine Learning and Alternative Data 293
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization 291
COGARCH(p,q) : Simulation and Inference with yuima Package 288
On the dependence structure between S&P500, VIX and implicit Interexpectile Differences 271
VIX computation based on affine stochastic volatility models in discrete time 267
Discrete-Time Approximation of a Cogarch(p,q) Model and its Estimation 249
Estimation of Lévy CARMA models in the yuima package: application on the financial time series 225
Discrete time approximation of a COGARCH(p,q) model and its estimation 207
On multivariate extensions of the Mixed Tempered Stable distribution 200
Estimation and Simulation of a COGARCH(p,q) model in the YUIMA project 199
Mixed tempered stable distribution 192
Option pricing in an exponential MixedTS Lévy process 189
Hedge fund portfolio allocation with higher moments and MVG models 182
Implementation of Lévy CARMA model in Yuima package 180
A Hawkes model with CARMA(p,q) intensity 178
Risk measurement using the mixed tempered stable distribution 174
Finite Mixture Approximation of CARMA(p,q) Models 174
Option pricing in a Garch model with tempered stable innovations 171
Option pricing in a dynamic variance gamma model 168
Pricing Asian options in affine Garch models 165
Option pricing in a conditional bilateral gamma model 153
Approximation of the variance gamma model with a finite mixture of normals 152
Portfolio selection with independent component analysis 151
Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach 150
Portfolio allocation using multivariate variance gamma models 141
Noise inference for ergodic Lévy driven SDE 123
An efficient unified approach for spread option pricing in a copula market model 116
Pricing of Futures with a CARMA(p, q) Model Driven by a Time Changed Brownian Motion 107
Option pricing with a compound CARMA( p , q )-Hawkes 106
Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets 97
Lévy CARMA models for shocks in mortality 91
Quasi-likelihood analysis for Student-Lévy regression 76
Student t-Lévy regression model in yuima 11
Analyzing the greenium term structure of twin government bonds 1
Totale 7.004
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Categoria #
all - tutte 19.161
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 19.161
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202115 0 0 0 0 0 0 0 0 0 0 0 15
2021/2022669 29 68 31 34 87 49 62 65 79 60 40 65
2022/2023379 39 25 66 41 41 73 9 13 26 8 25 13
2023/2024416 17 29 32 65 66 22 9 27 17 15 63 54
2024/2025762 29 48 29 82 105 30 48 89 36 54 52 160
2025/20261.753 125 96 193 143 220 111 169 113 178 164 198 43
Totale 7.004