statistiche ricercatore

Continente	#
NA - Nord America	986
EU - Europa	818
AS - Asia	328
SA - Sud America	119
Continente sconosciuto - Info sul continente non disponibili	107
AF - Africa	17
OC - Oceania	2
Totale	2.377

Nazione	#
US - Stati Uniti d'America	966
RU - Federazione Russa	207
IT - Italia	201
IE - Irlanda	165
SG - Singapore	112
BR - Brasile	105
GB - Regno Unito	85
CN - Cina	80
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	8
MX - Messico	8
TR - Turchia	7
ES - Italia	6
KR - Corea	5
NL - Olanda	5
BD - Bangladesh	4
MA - Marocco	4
NG - Nigeria	4
PL - Polonia	4
AR - Argentina	3
EC - Ecuador	3
ID - Indonesia	3
IQ - Iraq	3
JP - Giappone	3
PK - Pakistan	3
ZA - Sudafrica	3
CL - Cile	2
DZ - Algeria	2
JO - Giordania	2
PY - Paraguay	2
SA - Arabia Saudita	2
UY - Uruguay	2
UZ - Uzbekistan	2
VE - Venezuela	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
EE - Estonia	1
GT - Guatemala	1
HN - Honduras	1
JM - Giamaica	1
KE - Kenya	1
KZ - Kazakistan	1
LU - Lussemburgo	1
LY - Libia	1
MD - Moldavia	1
ML - Mali	1
MY - Malesia	1
NI - Nicaragua	1
NP - Nepal	1
NZ - Nuova Zelanda	1
PH - Filippine	1
PS - Palestinian Territory	1
RO - Romania	1
RS - Serbia	1
TH - Thailandia	1
Totale	2.271

Nome	#
Mixing and moments properties of a non-stationary copula-based Markov process	222
Dynamic copula methods in Finance	194
Convolution Copula Econometrics	177
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	167
Joint life insurance pricing using extended Marshall-Olkin models	158
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type	152
A Convolution-based Autoregressive Process	151
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator	146
Tail behavior of a sum of two dependence and heavy-tailed distributions	146
Identifying the Brownian covariation from the co-jumps given discrete observations	142
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study	135
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting	134
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches	124
Time-varying dependence and currency tail risk during the Covid-19 pandemic	118
Convolution Based Unit Root Processes: A Simulation Approach	118
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets	93
Totale	2.377

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2021/2022	226	0	0	0	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	164	29	30	85	20	0	0	0	0	0	0	0	0
Totale													2.377