FIORENTINI, GABRIELE
 Distribuzione geografica
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Continente #
NA - Nord America 4.670
EU - Europa 2.812
AS - Asia 1.667
SA - Sud America 228
AF - Africa 39
OC - Oceania 36
Continente sconosciuto - Info sul continente non disponibili 4
Totale 9.456
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Nazione #
US - Stati Uniti d'America 4.643
PL - Polonia 900
RU - Federazione Russa 789
SG - Singapore 449
CN - Cina 373
IT - Italia 320
HK - Hong Kong 232
VN - Vietnam 213
IE - Irlanda 187
BR - Brasile 185
KR - Corea 160
UA - Ucraina 140
SE - Svezia 122
DE - Germania 98
FR - Francia 62
IN - India 60
JO - Giordania 60
FI - Finlandia 56
GB - Regno Unito 50
AU - Australia 36
CH - Svizzera 32
JP - Giappone 26
NL - Olanda 23
AR - Argentina 22
BD - Bangladesh 20
ID - Indonesia 20
CA - Canada 18
ES - Italia 13
IQ - Iraq 13
CI - Costa d'Avorio 9
UZ - Uzbekistan 7
BE - Belgio 6
CL - Cile 6
ZA - Sudafrica 6
EC - Ecuador 5
MA - Marocco 5
MX - Messico 5
SC - Seychelles 5
TR - Turchia 5
EG - Egitto 4
PH - Filippine 4
AZ - Azerbaigian 3
BJ - Benin 3
CO - Colombia 3
EU - Europa 3
KZ - Kazakistan 3
MY - Malesia 3
NG - Nigeria 3
RO - Romania 3
SA - Arabia Saudita 3
UY - Uruguay 3
AE - Emirati Arabi Uniti 2
DZ - Algeria 2
JM - Giamaica 2
LT - Lituania 2
PK - Pakistan 2
PT - Portogallo 2
PY - Paraguay 2
RS - Serbia 2
TW - Taiwan 2
AT - Austria 1
BB - Barbados 1
BG - Bulgaria 1
BH - Bahrain 1
BO - Bolivia 1
DK - Danimarca 1
EE - Estonia 1
HR - Croazia 1
IL - Israele 1
KE - Kenya 1
KG - Kirghizistan 1
LB - Libano 1
MN - Mongolia 1
NP - Nepal 1
PS - Palestinian Territory 1
TT - Trinidad e Tobago 1
VE - Venezuela 1
XK - ???statistics.table.value.countryCode.XK??? 1
ZW - Zimbabwe 1
Totale 9.456
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Città #
Santa Clara 1.764
Warsaw 899
Fairfield 315
Singapore 303
Ashburn 302
Dublin 184
Jacksonville 181
Chandler 180
Hong Kong 176
Seoul 156
Woodbridge 142
Seattle 135
Cambridge 129
Wilmington 126
Hefei 117
Houston 113
San Jose 108
Florence 93
Ann Arbor 69
Princeton 66
Ho Chi Minh City 59
Lauterbourg 54
Dallas 50
Altamura 49
Hanoi 49
Los Angeles 49
Lawrence 48
Mumbai 45
The Dalles 37
Cagliari 36
Boston 35
Melbourne 35
Bern 32
Buffalo 32
Medford 30
Moscow 30
Beijing 26
Tokyo 26
New York 24
Boardman 21
Council Bluffs 21
San Diego 21
Dong Ket 20
Shanghai 17
Amsterdam 16
Clifton 16
Kent 16
Dearborn 15
Frankfurt Am Main 15
São Paulo 14
Milan 13
Rome 13
Jakarta 12
Andover 11
Toronto 11
Da Nang 10
Redondo Beach 10
Abidjan 9
Norwalk 9
Rio de Janeiro 9
Haiphong 8
Salt Lake City 8
Auburn Hills 7
Barcelona 7
Brasília 6
Brussels 6
Frankfurt am Main 6
Guangzhou 6
Helsinki 6
Phoenix 6
Tashkent 6
Verona 6
Buenos Aires 5
Caçapava 5
Falls Church 5
Lappeenranta 5
Saint Petersburg 5
Biên Hòa 4
Can Tho 4
Chicago 4
Curitiba 4
Dhaka 4
Falkenstein 4
Gravataí 4
Hillsboro 4
London 4
Tianjin 4
Valdisotto 4
West Jordan 4
Aracaju 3
Baghdad 3
Baku 3
Basingstoke 3
Bengaluru 3
Bochum 3
Bologna 3
Bắc Ninh 3
Casablanca 3
Catania 3
Cotonou 3
Totale 6.787
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Nome #
Neglected serial correlation tests in UCARIMA models 298
Skewness and kurtosis of multivariate Markov-switching processes 292
Introduction to the special issue in honor of Agustín Maravall 279
Marginal distribution of Markov-switching VAR processes* 265
Dynamic specification tests for dynamic factor models 216
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003 208
Analytic Derivatives and the Computation of GARCH Estimates 205
A spectral EM algorithm for dynamic factor models, Centre for Economic Policy Research DP10417, ISSN: 0265-8003 204
Alternative Covariance Estimators of the Standard Tobit Model 198
Specification tests for non-Gaussian maximum likelihood estimators, Centre for Economic Policy Research DP12934, ISSN: 0265-8003 196
The Rise and Fall of the Natural Interest Rate 190
Bayesian Analysis of Output Gap 181
Efficient MCMC sampling in dynamic mixture models 179
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 176
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction" 176
A spectral EM algorithm for dynamic factor models 173
New testing approaches for mean-variance predictability, Centre for Economic Policy Research DP 13426, ISSN: 0265-8003 170
Constrained Indirect Estimation 165
A Tobit Model with GARCH Errors 160
Sequential estimation of shape parameters in multivariate dynamic models 157
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions 157
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 154
Fast ML estimation of dynamic bifactor models: An application to European inflation 153
Consistent non-Gaussian pseudo maximum likelihood estimators 150
The marginal likelihood of dynamic mixture models 149
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 148
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 145
New testing approaches for mean variance predictability 145
Efficient MCMC sampling in dynamic mixture models 145
Aggregate Output Measurements: A Common Trend Approach 144
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 143
Indirect Inference and Variance Reduction using Control Variates 142
Estimating Variances and Covariances in a Censored Regression Model 142
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods" 140
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 137
Constrained indirect inference estimation. 135
From Autocovariances to Moving Average: An Algorithm Comparison 128
Fast indirect estimation of latent factor models with conditional heteroskedasticity 128
New testing approaches for mean–variance predictability 128
“Conditional Means of Time Series Processes and Time Series Processes for Conditional Means. ” 126
Latent factor models with conditional heteroskedasticity: estimation and forecast 125
GDP solera: the ideal vintage mix 124
Sequential estimation of shape parameters in multivariate dynamic models 124
Likelihood-based Estimation of Latent Generalized ARCH Structure 122
Specification tests for non-Gaussian maximum likelihood estimators, 121
Tests for serial dependence in static, nongaussian factor models 120
PML versus minimum ?(2): the comeback 119
Dynamic specification tests for static factor models 119
“Identification, estimation and testing of conditionally heteroskedastic factor models” 119
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 119
Specification tests for non-Gaussian structural vector autoregressions 117
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 117
Multivariate Hermite polynomials and information matrix tests 116
Indirect Estimation of Continuous Time Interest Rate Models 115
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 111
Moment tests of independent components 110
Indirect Estimation of Just-Identified Models with Control Variates. 109
Tests for serial depedence in static, non-Gaussian factor models 104
La Estimacion Diaria de la Prima de Riesgo de la Volatilidad 104
Indirect Inference and Variance Reduction using Control Variates 103
The marginal likelihood of Structural Time Series Models, with application to the US and the euro area NAIRU 100
“Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market” 97
Information matrix tests for multinomial logit models 87
Totale 9.529
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Categoria #
all - tutte 23.789
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 23.789
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202156 0 0 0 0 0 0 0 0 0 0 0 56
2021/2022328 7 29 18 13 13 18 17 28 22 26 48 89
2022/2023906 118 127 23 52 64 178 90 42 137 10 22 43
2023/2024280 12 42 62 13 17 22 6 59 15 10 9 13
2024/20253.159 101 256 134 319 1.319 617 43 102 91 37 84 56
2025/20262.141 179 392 294 202 167 93 307 123 143 162 78 1
Totale 9.529