statistiche ricercatore

Continente	#
NA - Nord America	881
EU - Europa	807
AS - Asia	323
SA - Sud America	118
Continente sconosciuto - Info sul continente non disponibili	107
AF - Africa	17
OC - Oceania	2
Totale	2.255

Nazione	#
US - Stati Uniti d'America	865
RU - Federazione Russa	207
IT - Italia	192
IE - Irlanda	165
SG - Singapore	112
BR - Brasile	105
GB - Regno Unito	84
CN - Cina	79
FR - Francia	51
HK - Hong Kong	43
VN - Vietnam	40
SE - Svezia	27
DE - Germania	19
FI - Finlandia	18
UA - Ucraina	14
IN - India	9
BE - Belgio	8
CA - Canada	7
MX - Messico	7
TR - Turchia	7
ES - Italia	6
KR - Corea	5
NL - Olanda	5
MA - Marocco	4
NG - Nigeria	4
PL - Polonia	4
AR - Argentina	3
BD - Bangladesh	3
EC - Ecuador	3
IQ - Iraq	3
JP - Giappone	3
PK - Pakistan	3
ZA - Sudafrica	3
CL - Cile	2
DZ - Algeria	2
ID - Indonesia	2
JO - Giordania	2
PY - Paraguay	2
UY - Uruguay	2
UZ - Uzbekistan	2
AE - Emirati Arabi Uniti	1
AL - Albania	1
AM - Armenia	1
AT - Austria	1
AU - Australia	1
BH - Bahrain	1
CH - Svizzera	1
CI - Costa d'Avorio	1
CW - ???statistics.table.value.countryCode.CW???	1
CY - Cipro	1
HN - Honduras	1
KE - Kenya	1
KZ - Kazakistan	1
LU - Lussemburgo	1
LY - Libia	1
MD - Moldavia	1
ML - Mali	1
NI - Nicaragua	1
NP - Nepal	1
NZ - Nuova Zelanda	1
PH - Filippine	1
PS - Palestinian Territory	1
RO - Romania	1
RS - Serbia	1
SA - Arabia Saudita	1
TH - Thailandia	1
VE - Venezuela	1
Totale	2.149

Nome	#
Mixing and moments properties of a non-stationary copula-based Markov process	219
Dynamic copula methods in Finance	185
Convolution Copula Econometrics	165
Joint life insurance pricing using extended Marshall-Olkin models	151
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	147
A Convolution-based Autoregressive Process	145
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type	144
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator	138
Tail behavior of a sum of two dependence and heavy-tailed distributions	137
Identifying the Brownian covariation from the co-jumps given discrete observations	136
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study	130
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting	129
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches	121
Convolution Based Unit Root Processes: A Simulation Approach	113
Time-varying dependence and currency tail risk during the Covid-19 pandemic	110
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets	85
Totale	2.255

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2021/2022	332	0	53	53	42	33	16	4	24	10	9	35	53
2022/2023	253	17	26	21	25	26	49	7	22	42	4	12	2
2023/2024	296	11	6	32	7	16	107	93	1	0	2	1	20
2024/2025	332	8	29	36	22	32	11	35	23	29	20	35	52
2025/2026	765	46	105	66	53	176	22	107	18	10	59	14	89
2026/2027	42	29	13	0	0	0	0	0	0	0	0	0	0
Totale													2.255