TOSCANO, GIACOMO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 550
EU - Europa 311
AS - Asia 88
AF - Africa 8
OC - Oceania 5
SA - Sud America 1
Totale 963
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 548
RU - Federazione Russa 130
IT - Italia 73
HK - Hong Kong 32
IE - Irlanda 27
SG - Singapore 21
CN - Cina 17
SE - Svezia 17
DE - Germania 14
GB - Regno Unito 12
BG - Bulgaria 10
FI - Finlandia 9
IN - India 8
ZA - Sudafrica 7
AU - Australia 5
NL - Olanda 5
CH - Svizzera 3
FR - Francia 3
ID - Indonesia 3
NO - Norvegia 3
TW - Taiwan 3
HR - Croazia 2
JO - Giordania 2
JP - Giappone 2
PT - Portogallo 2
AT - Austria 1
BR - Brasile 1
CA - Canada 1
CI - Costa d'Avorio 1
MX - Messico 1
Totale 963
Salva come PNG Salva come JPEG
Città #
Santa Clara 403
Dublin 27
Hong Kong 24
Chandler 21
Singapore 16
Florence 13
Houston 11
Burgas 10
Helsinki 9
Altamura 8
Lawrence 8
Moscow 8
Fairfield 7
Johannesburg 7
Castelfiorentino 6
Como 5
Melbourne 5
Princeton 5
San Diego 5
Scuola 5
Ashburn 4
Frankfurt am Main 4
London 4
Montecatini Terme 4
Pistoia 4
Shenzhen 4
Wilmington 4
Falkenstein 3
Grosio 3
Jakarta 3
Manchester 3
Medford 3
Mumbai 3
Oslo 3
Pescia 3
Pisa 3
Rome 3
Seattle 3
Union City 3
Yubileyny 3
Albufeira 2
Andover 2
Boardman 2
Boston 2
Bristol 2
Chions 2
Cincinnati 2
Cologne 2
Guangzhou 2
Kottayam 2
Lausanne 2
Milan 2
Pathanamthitta 2
Shanghai 2
South Ockendon 2
Takasago 2
The Hague 2
West Jordan 2
Zagreb 2
Abidjan 1
Ann Arbor 1
Beijing 1
Bern 1
Cambridge 1
Central 1
Chicago 1
Columbus 1
Dallas 1
Jacksonville 1
Jinhua 1
Manhasset 1
Massy 1
Mexico City 1
Montreal 1
Norwalk 1
Nuremberg 1
Opmeer 1
Prato 1
Providence 1
Pune 1
Quanzhou 1
Rio de Janeiro 1
San Mateo 1
Sesto Fiorentino 1
Stockholm 1
Vienna 1
Woodbridge 1
Wuhan 1
Totale 737
Salva come PNG Salva come JPEG
Nome #
From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution 158
Is the variance swap rate affine in the spot variance? Evidence from S&P500 data 110
Rate Efficient Asymptotic Normality for the Fourier Estimator of the Leverage Process 108
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data 100
The foreign exchange market in Barcelona at the beginning of the fifteenth century 93
Bias-optimal vol-of-vol estimation: the role of window overlapping 93
The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes 91
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts 84
The Fourier–Malliavin Volatility (FMVol) MATLAB® library 68
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks 55
Asymptotic normality and finite-sample robustness of the Fourier spot volatility estimator in the presence of microstructure noise 34
Totale 994
Salva come PNG Salva come JPEG
Categoria #
all - tutte 2.857
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 2.857
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202113 0 0 0 0 2 1 1 0 2 4 1 2
2021/202264 1 17 0 2 1 1 4 11 0 7 5 15
2022/2023203 11 17 14 6 7 26 26 77 13 1 4 1
2023/202468 3 15 8 3 6 2 6 11 3 5 4 2
2024/2025646 26 52 24 61 272 194 17 0 0 0 0 0
Totale 994