GALLO, GIAMPIERO MARIA
 Distribuzione geografica
Continente #
NA - Nord America 4.867
EU - Europa 2.464
AS - Asia 1.522
SA - Sud America 216
AF - Africa 59
OC - Oceania 49
Totale 9.177
Nazione #
US - Stati Uniti d'America 4.846
RU - Federazione Russa 892
SG - Singapore 450
CN - Cina 385
IT - Italia 317
PL - Polonia 308
HK - Hong Kong 252
SE - Svezia 242
IE - Irlanda 202
UA - Ucraina 178
KR - Corea 173
BR - Brasile 166
DE - Germania 127
JO - Giordania 84
FI - Finlandia 68
VN - Vietnam 59
GB - Regno Unito 50
AU - Australia 49
IN - India 45
FR - Francia 44
CI - Costa d'Avorio 27
TR - Turchia 26
AR - Argentina 19
CA - Canada 17
NL - Olanda 16
SC - Seychelles 14
EC - Ecuador 11
BD - Bangladesh 7
BE - Belgio 7
ID - Indonesia 7
JP - Giappone 7
ZA - Sudafrica 7
CO - Colombia 6
LT - Lituania 6
IQ - Iraq 5
MA - Marocco 4
PK - Pakistan 4
IL - Israele 3
IR - Iran 3
MY - Malesia 3
PE - Perù 3
PY - Paraguay 3
UZ - Uzbekistan 3
BJ - Benin 2
CL - Cile 2
ES - Italia 2
GR - Grecia 2
MX - Messico 2
SA - Arabia Saudita 2
UY - Uruguay 2
VE - Venezuela 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BO - Bolivia 1
CG - Congo 1
EG - Egitto 1
GY - Guiana 1
KE - Kenya 1
KG - Kirghizistan 1
LB - Libano 1
MU - Mauritius 1
PA - Panama 1
PT - Portogallo 1
SN - Senegal 1
TT - Trinidad e Tobago 1
Totale 9.177
Città #
Santa Clara 1.602
Fairfield 463
Warsaw 307
Singapore 271
Jacksonville 269
Chandler 257
Ashburn 245
Woodbridge 210
Dublin 201
Seattle 200
Hong Kong 195
Cambridge 182
Seoul 171
Wilmington 165
Houston 138
Beijing 120
Buffalo 104
Hefei 101
Princeton 68
Ann Arbor 61
Medford 57
Melbourne 49
Los Angeles 45
Lawrence 39
Altamura 38
Florence 37
Moscow 36
Abidjan 27
Boston 27
Kent 27
Mumbai 27
Milan 26
San Diego 26
Boardman 23
Rome 21
Salerno 20
Strasbourg 20
Izmir 18
Shanghai 18
Council Bluffs 17
Ho Chi Minh City 17
The Dalles 14
Hanoi 11
Norwalk 11
London 10
São Paulo 9
Toronto 9
Dearborn 8
Frankfurt Am Main 8
Dong Ket 7
Falkenstein 7
Siena 7
Brussels 6
Clifton 6
Dallas 6
Munich 6
Naples 6
Quito 6
Saint Petersburg 6
Tappahannock 6
Verona 6
Andover 5
Campinas 5
Chicago 5
Helsinki 5
Hillsboro 5
Madison 5
Belo Horizonte 4
Bogotá 4
Buenos Aires 4
Chennai 4
Comacchio 4
Denver 4
Jakarta 4
Phoenix 4
Porto Alegre 4
Ronchi dei Legionari 4
Asunción 3
Baghdad 3
Bologna 3
Brasília 3
Curitiba 3
Durban 3
Frankfurt am Main 3
Hải Dương 3
Itaquaquecetuba 3
Joinville 3
Kansas City 3
Kyoto 3
Lima 3
Montreal 3
Pescara 3
Redondo Beach 3
Rio de Janeiro 3
Sesto Fiorentino 3
Stockholm 3
Tel Aviv 3
Tokyo 3
Trieste 3
Vicenza 3
Totale 6.239
Nome #
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity 285
Disentangling systemic and idiosyncratic volatility for large panels of assets. A seminonparametric Vector MEM 262
Using overbooking to manage no-shows in an Italian healthcare center 233
Comparison of volatility measures: a risk management perspective 177
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets 165
Automated Variable Selection in Vector Multiplicative Error Models 164
Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach 162
Early News is Good News: The Effects of Market Opening on Market Volatility 160
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 159
Modeling Euro STOXX 50 Volatility with Common and Market–specific Components 158
Exchange market pressure: some caveats in empirical applications 158
Intra-daily volume modeling and prediction for algorithmic trading 157
Metodi quantitativi per i mercati finanziari 155
Market interdependence and financial volatility transmission in East Asia 154
A Multiple Indicators Model for Volatility Using Intra-Daily Data 152
A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets 151
Automated variable selection in vector Multiplicative Error Models 151
A model for multivariate non-negative valued processes in financial econometrics 149
On the Interaction between Ultra-high Frequency Measures of Volatility 148
Financial Econometric Analysis at Ultra--High Frequency: Data Handling Concerns 144
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 143
Volatility Estimation via Hidden Markov Models 142
Volatility spillovers, interdependence and comovements: A Markov Switching approach 142
Vector Multiplicative Error Models: Representation and Inference 141
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 141
Realized variance modeling: decoupling forecasting from estimation 141
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Switching Models 140
Realized volatility forecasting: Robustness to measurement errors 140
Frontiers in Time Series Analysis: Introduction 135
THE ECONOMETRICS OF MACROECONOMICS, FINANCE, AND THE INTERFACE 135
Comparison of Volatility Measures: a Risk Management Perspective 134
Multiplicative Error Models 134
Forecasting realized volatility with changing average levels 133
Ex-post and ex-ante forecasting with provisional data 132
Time-varying/Sign-switching Risk Perception on Foreign Exchange Markets 132
Modelling the Impact of Overnight Surprises on Intra-daily Volatility 132
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 131
Semiparametric Vector MEM 127
Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach 125
Semiparametric Vector MEM 124
Shrinkage Estimation of Semiparametric Multiplicative Error Models 123
A Dynamic Conditional Approach to Portfolio Weights Forecasting 123
Indicatori tecnici e volatilità di serie storiche finanziarie 120
Mixture Processes for Financial Intradaily Durations 120
A selective survey 120
Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS* 118
I Fiorentini e i mezzi di trasporto 116
Linear versus Nonlinear Information Processing: A Look at Neural Networks 115
Hendry, D.F. and J.A Doornik: Empirical model discovery and theory evaluation: automatic selection methods in econometrics 113
Forecast Error Decomposition in a Nonlinear Model with Provisional Data 112
On variable selection for volatility forecasting: the role of focused selection criteria 110
Misure di inflazione e sistema di monitoraggio prezzi: esperienze e prospettive 109
Shrinkage Estimation of Semiparametric Multiplicative Error Models 109
How to Strip a Model to Its Essential Elements 108
Risk-related Asymmetries in Foreign Exchange Markets 107
Copycats and Common Swings. The Impact of the Use of Forecasts in Information Sets. 106
Indirect inference for alpha-stable distributions. 102
Solving Large Sparse Systems of Equations 102
Un benchmarking regionale su scala europea. Uno studio Confindustria 100
The Risk Premium in the Futures Market: Artifact or Reality? 99
The Effects of Trading Activity on Stochastic Volatility 94
Inflazione in Italia: nonlinearità, asimmetria e cambiamenti di regime 90
Ultra-high frequency measures of volatility: an MEM-based approach 89
Time-Varying Mixing Weights in Mixture ACD Models 87
Multiplicative Error Models: 20 years on 86
On the Extraction of a Common Persistent Component from Several Volatility Indicators 85
Doubly multiplicative error models with long- and short-run components 84
On the Nature of Commitment in Flexible Target Zones and the Measurement of Credibility: The 1993 ERM Crisis 80
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 67
Forecast Uncertainty Due to Unreliability of Data 67
Totale 9.209
Categoria #
all - tutte 23.736
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 23.736


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021425 0 0 0 0 0 89 14 71 38 107 36 70
2021/2022452 13 52 22 8 20 18 14 19 27 16 138 105
2022/20231.053 127 107 47 94 105 193 111 47 182 5 25 10
2023/2024316 12 58 69 25 13 8 22 60 4 16 22 7
2024/20253.236 81 269 156 358 1.138 713 74 119 96 50 74 108
2025/20261.490 250 496 242 212 272 18 0 0 0 0 0 0
Totale 9.209