IRIS
LECCADITO, Arturo
 Distribuzione geografica
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Continente #
NA - Nord America 959
EU - Europa 683
AS - Asia 231
AF - Africa 66
OC - Oceania 5
Continente sconosciuto - Info sul continente non disponibili 4
SA - Sud America 2
Totale 1.950
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Nazione #
US - Stati Uniti d'America 941
UA - Ucraina 228
IT - Italia 182
DE - Germania 137
CN - Cina 92
TR - Turchia 80
SE - Svezia 57
SN - Senegal 55
SG - Singapore 33
BE - Belgio 18
CA - Canada 17
FI - Finlandia 17
RU - Federazione Russa 14
KR - Corea 13
NG - Nigeria 11
FR - Francia 10
GB - Regno Unito 10
HK - Hong Kong 6
AU - Australia 5
EU - Europa 4
BR - Brasile 2
IL - Israele 2
IN - India 2
MT - Malta 2
TW - Taiwan 2
AT - Austria 1
CH - Svizzera 1
CZ - Repubblica Ceca 1
GR - Grecia 1
IE - Irlanda 1
MX - Messico 1
PH - Filippine 1
PL - Polonia 1
RS - Serbia 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 1.950
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Città #
Chandler 243
Jacksonville 126
San Mateo 66
Dakar 55
Dearborn 52
Kocaeli 43
Rende 40
Izmir 37
Shanghai 35
Bremen 32
Roxbury 31
Ann Arbor 30
Lawrence 30
New York 22
Ashburn 21
Des Moines 21
Inglewood 20
Brussels 16
Helsinki 16
Singapore 16
Ogden 15
Florence 14
Ottawa 14
Beijing 13
Seoul 13
Montalto Uffugo 12
Katsina 11
Wilmington 11
Boardman 9
Paola 9
Cambridge 8
Cosenza 8
Troia 8
Brooklyn 7
Mascalucia 7
Seattle 7
Guangzhou 6
Rogliano 6
Rome 6
Strasbourg 6
Crotone 5
Los Angeles 5
Redwood City 5
Hong Kong 4
Norwalk 4
Palermo 4
San Francisco 4
Grafing 3
Lecce 3
London 3
Melbourne 3
Reggio Calabria 3
Toronto 3
Wuhan 3
Arezzo 2
Bovalino 2
Changsha 2
Citta 2
Cowdenbeath 2
Dallas 2
Fuscaldo 2
Haifa 2
Houston 2
Kilburn 2
Latina 2
Munich 2
Naples 2
Ningbo 2
Roubaix 2
Seelze 2
Taipei 2
Taurano 2
Tervuren 2
Zebbiegh 2
Zhengzhou 2
Augusta 1
Austin 1
Bad Muenstereifel 1
Belgrade 1
Berlin 1
Bratislava 1
Brno 1
Canberra 1
Castrolibero 1
Central 1
Chicago 1
Ciechanów 1
Cinquefrondi 1
Dipignano 1
Dublin 1
Falls Church 1
Frankfurt am Main 1
Geneva 1
Gunzenhausen 1
Haikou 1
Hangzhou 1
Hefei 1
Hermosillo 1
Hyderabad 1
Jinhua 1
Totale 1.261
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Nome #
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 78
A multinomial approach for option pricing under regime-switching jump-diffusion models 77
A reduced lattice model for option pricing under regime-switching 75
Ask CARL: Forecasting Tail Probability for Energy Commodities 74
Financial Risk Modeling with Markov Chains 72
Assessing contagion risk from energy and non-energy commodity markets 72
Compound option pricing under stochastic volatility 72
A regime Switching Ohlson model 70
Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests 69
On the determinants of data breaches: A cointegration analysis 67
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test 65
Computationally simple lattice methods for option and bond pricing 63
A new method for generating approximation algorithms for financial mathematics applications 59
Extracting Market Information from Equity Options with Exponential Lévy Processes 59
Extracting risk-neutral density information from options market prices 59
Hermite Binomial Trees: A novel Technique for Derivatives Pricing 58
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 58
Compound option pricing under stochastic volatility 57
Portfolio Selection and Risk Management with Markov Chains 55
CARL and His POT: Measuring Risks in Commodity Markets 55
Option pricing under regime-switching jump-diffusion models 54
Trading strategies with implied forward credit default swap spreads 50
Portfolio Selection, VaR and CVaR models with Markov Chains 50
Multilevel and Tail Risk Management 50
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method 49
Extreme Price Moves: An INGARCH Approach to Model Coexceedances in Commodity Markets 48
A reduced lattice model for option pricing under regime-switching 40
Pricing and Hedging Basket Options Under Shifted Asymmetric Jump-Diffusion Processes 39
Exploring Dependence Relationships between Bitcoin and Commodity returns: An assessment using the Gerber Cross-Correlation 38
True Vs Spurious Long Memory: Some Theoretical Results And A Monte Carlo Comparison 35
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options 33
Pricing and hedging basket options with exact moment matching 33
Risk premia in electricity derivatives markets 33
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements 32
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 29
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions? 25
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 19
The interest in online museum experiences and the influence of uncertainty and sentiment factors on tourist arrivals: The case of EU Mediterranean countries 16
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 13
Looking ahead: Forecasting total energy carbon dioxide emissions 10
Message in a bottle: Forecasting wine prices 6
Totale 2.016
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Categoria #
all - tutte 12.750
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 12.750
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020258 25 24 3 25 17 60 10 30 21 2 29 12
2020/2021303 33 4 31 32 3 28 13 39 2 77 10 31
2021/2022426 2 81 7 16 41 14 6 81 20 9 52 97
2022/2023572 79 70 20 79 75 47 11 56 55 16 40 24
2023/2024362 24 29 25 15 39 29 16 41 23 20 54 47
2024/20259 9 0 0 0 0 0 0 0 0 0 0 0
Totale 2.016