TOSCANO, GIACOMO
 Distribuzione geografica
Continente #
EU - Europa 162
NA - Nord America 120
AS - Asia 40
AF - Africa 4
SA - Sud America 1
Totale 327
Nazione #
US - Stati Uniti d'America 118
IT - Italia 67
IE - Irlanda 27
HK - Hong Kong 18
SE - Svezia 17
GB - Regno Unito 12
BG - Bulgaria 10
DE - Germania 9
IN - India 7
RU - Federazione Russa 7
SG - Singapore 5
ZA - Sudafrica 4
CH - Svizzera 3
CN - Cina 3
NL - Olanda 3
TW - Taiwan 3
FR - Francia 2
HR - Croazia 2
JO - Giordania 2
JP - Giappone 2
PT - Portogallo 2
BR - Brasile 1
CA - Canada 1
FI - Finlandia 1
MX - Messico 1
Totale 327
Città #
Dublin 27
Chandler 21
Houston 11
Burgas 10
Florence 10
Hong Kong 10
Altamura 8
Lawrence 8
Fairfield 7
Castelfiorentino 6
Moscow 6
Como 5
Princeton 5
San Diego 5
Scuola 5
Frankfurt am Main 4
Johannesburg 4
London 4
Montecatini Terme 4
Pistoia 4
Wilmington 4
Ashburn 3
Grosio 3
Manchester 3
Medford 3
Pescia 3
Pisa 3
Rome 3
Seattle 3
Union City 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
Mumbai 2
Pathanamthitta 2
Singapore 2
South Ockendon 2
Takasago 2
The Hague 2
West Jordan 2
Zagreb 2
Ann Arbor 1
Beijing 1
Bern 1
Cambridge 1
Central 1
Chicago 1
Columbus 1
Dallas 1
Helsinki 1
Jacksonville 1
Manhasset 1
Massy 1
Mexico City 1
Montreal 1
Norwalk 1
Opmeer 1
Prato 1
Providence 1
Pune 1
Rio de Janeiro 1
San Mateo 1
Sesto Fiorentino 1
Stockholm 1
Woodbridge 1
Totale 259
Nome #
From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution 98
Is the variance swap rate affine in the spot variance? Evidence from S&P500 data 50
Rate Efficient Asymptotic Normality for the Fourier Estimator of the Leverage Process 48
The foreign exchange market in Barcelona at the beginning of the fifteenth century 38
Bias-optimal vol-of-vol estimation: the role of window overlapping 34
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data 32
The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes 26
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts 23
Totale 349
Categoria #
all - tutte 1.724
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 1.724


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
2024/20251 1 0 0 0 0 0 0 0 0 0 0 0
Totale 349