IRIS
LECCADITO, Arturo
 Distribuzione geografica
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Continente #
NA - Nord America 1.997
AS - Asia 1.986
EU - Europa 1.191
SA - Sud America 529
AF - Africa 150
OC - Oceania 7
Continente sconosciuto - Info sul continente non disponibili 5
Totale 5.865
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Nazione #
US - Stati Uniti d'America 1.896
SG - Singapore 742
IT - Italia 404
BR - Brasile 391
CN - Cina 352
VN - Vietnam 323
UA - Ucraina 242
DE - Germania 201
HK - Hong Kong 133
TR - Turchia 91
FR - Francia 82
SE - Svezia 61
SN - Senegal 59
BD - Bangladesh 53
KR - Corea 53
FI - Finlandia 51
AR - Argentina 49
IN - India 49
MX - Messico 38
CA - Canada 37
IQ - Iraq 34
GB - Regno Unito 26
RU - Federazione Russa 25
PK - Pakistan 24
NG - Nigeria 22
BE - Belgio 20
CO - Colombia 20
EC - Ecuador 18
ID - Indonesia 17
VE - Venezuela 17
ES - Italia 16
ZA - Sudafrica 16
PH - Filippine 15
PL - Polonia 15
PY - Paraguay 13
MA - Marocco 11
SA - Arabia Saudita 10
CL - Cile 9
EG - Egitto 9
JP - Giappone 9
NL - Olanda 9
UZ - Uzbekistan 9
OM - Oman 8
CH - Svizzera 7
JO - Giordania 7
AU - Australia 6
ET - Etiopia 6
IL - Israele 6
TN - Tunisia 6
AE - Emirati Arabi Uniti 5
AT - Austria 5
BG - Bulgaria 5
DZ - Algeria 5
GH - Ghana 5
GT - Guatemala 5
KE - Kenya 5
MY - Malesia 5
NP - Nepal 5
PA - Panama 5
PE - Perù 5
RO - Romania 5
DO - Repubblica Dominicana 4
EU - Europa 4
HN - Honduras 4
LB - Libano 4
AZ - Azerbaigian 3
BO - Bolivia 3
CR - Costa Rica 3
IE - Irlanda 3
IR - Iran 3
MN - Mongolia 3
PT - Portogallo 3
TH - Thailandia 3
BH - Bahrain 2
CI - Costa d'Avorio 2
JM - Giamaica 2
KH - Cambogia 2
KZ - Kazakistan 2
LK - Sri Lanka 2
MT - Malta 2
RS - Serbia 2
TW - Taiwan 2
UY - Uruguay 2
YE - Yemen 2
AL - Albania 1
AM - Armenia 1
BB - Barbados 1
BN - Brunei Darussalam 1
CY - Cipro 1
CZ - Repubblica Ceca 1
DK - Danimarca 1
GE - Georgia 1
GF - Guiana Francese 1
GR - Grecia 1
GY - Guiana 1
LA - Repubblica Popolare Democratica del Laos 1
LT - Lituania 1
LY - Libia 1
MD - Moldavia 1
ML - Mali 1
Totale 5.855
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Città #
Singapore 311
Dallas 265
Chandler 243
San Jose 175
Jacksonville 131
Hong Kong 128
Ho Chi Minh City 127
Ashburn 107
Beijing 102
Boardman 101
Hanoi 84
San Mateo 67
Dakar 59
Rende 56
Dearborn 55
New York 52
Seoul 51
Lauterbourg 48
Kocaeli 43
Helsinki 42
Hefei 40
Shanghai 40
Izmir 39
Cosenza 36
Bremen 33
Roxbury 32
Lawrence 31
Ann Arbor 30
Los Angeles 29
São Paulo 29
Munich 23
Des Moines 22
Council Bluffs 20
Inglewood 20
Santa Clara 20
The Dalles 20
Brooklyn 17
Brussels 16
Columbus 16
Ogden 16
Rome 16
Florence 15
Ottawa 14
Rio de Janeiro 14
San Francisco 14
Seattle 14
Haiphong 13
Palermo 13
Baghdad 12
Milan 12
Montalto Uffugo 12
Paola 12
Warsaw 12
Frankfurt am Main 11
Katsina 11
Lagos 11
London 11
Spirano 11
Wilmington 11
Falkenstein 10
Feroleto Antico 10
Guangzhou 10
Cambridge 9
Dhaka 9
Johannesburg 9
Mexico City 9
Cairo 8
Can Tho 8
Da Nang 8
Erbil 8
Naples 8
Quito 8
Tianjin 8
Troia 8
Amman 7
Boston 7
Brasília 7
Caracas 7
Chennai 7
Chicago 7
Cropani 7
Guayaquil 7
Lahore 7
Mascalucia 7
Pescara 7
Toronto 7
Boydton 6
Curitiba 6
Karachi 6
Margherita di Savoia 6
Montreal 6
Rogliano 6
Strasbourg 6
Tashkent 6
Thái Nguyên 6
Tokyo 6
Turku 6
Verona 6
Accra 5
Addis Ababa 5
Totale 3.311
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Nome #
Assessing contagion risk from energy and non-energy commodity markets 179
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 173
A regime Switching Ohlson model 170
A multinomial approach for option pricing under regime-switching jump-diffusion models 169
Extracting Market Information from Equity Options with Exponential Lévy Processes 167
A reduced lattice model for option pricing under regime-switching 166
Ask CARL: Forecasting Tail Probability for Energy Commodities 162
Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests 149
A new method for generating approximation algorithms for financial mathematics applications 147
Computationally simple lattice methods for option and bond pricing 141
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 136
CARL and His POT: Measuring Risks in Commodity Markets 136
On the determinants of data breaches: A cointegration analysis 135
Financial Risk Modeling with Markov Chains 129
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 129
Compound option pricing under stochastic volatility 128
Compound option pricing under stochastic volatility 126
Exploring Dependence Relationships between Bitcoin and Commodity returns: An assessment using the Gerber Cross-Correlation 125
Extracting risk-neutral density information from options market prices 123
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 121
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options 121
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 120
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method 120
Hermite Binomial Trees: A novel Technique for Derivatives Pricing 117
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test 117
Option pricing under regime-switching jump-diffusion models 111
“Portfolio Selection, VaR and CVaR models with Markov Chains” 109
Multilevel and Tail Risk Management 109
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements 108
Portfolio Selection and Risk Management with Markov Chains 106
A reduced lattice model for option pricing under regime-switching 105
Geopolitical Risk, Macroeconomic Factors and Different Assets During the War Periods: Implications for Herding and Portfolio Diversification 104
Portfolio Selection, VaR and CVaR models with Markov Chains 102
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions? 100
Extreme Price Moves: An INGARCH Approach to Model Coexceedances in Commodity Markets 98
Trading strategies with implied forward credit default swap spreads 97
Pricing and Hedging Basket Options Under Shifted Asymmetric Jump-Diffusion Processes 93
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 91
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 84
Risk premia in electricity derivatives markets 82
Combining density forecast accuracy tests: an application to agricultural, energy, and metal commodities 81
The interest in online museum experiences and the influence of uncertainty and sentiment factors on tourist arrivals: The case of EU Mediterranean countries 80
Dynamic Responses of Bitcoin, Gold, and Green Bonds to Geopolitical Risk: A Quantile Wavelet Analysis 80
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 79
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 78
Pricing and hedging basket options with exact moment matching 78
Calendar effects on returns, volatility and higher moments: Evidence from crypto markets 76
True Vs Spurious Long Memory: Some Theoretical Results And A Monte Carlo Comparison 76
Spillover Dynamics between Green and Non-Green Cryptocurrencies: Unrevealing the Role of Geopolitical Risk 75
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Looking ahead: Forecasting total energy carbon dioxide emissions 63
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 41
Message in a bottle: Forecasting wine prices 39
Modelling and predicting house price indices in Canada via a hybridisation of machine learning methods 26
Green and innovative assets in times of uncertainty: A portfolio perspective for environmental financial management 18
Assessing the driving forces of clean and traditional energy exchange-traded funds returns and their time-varying correlation 9
The dance of the markets: unveiling bitcoin’s time-varying financial correlations using a GAS-based approach 2
Totale 5.977
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Categoria #
all - tutte 29.332
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 29.332
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202132 0 0 0 0 0 0 0 0 0 0 0 32
2021/2022435 2 82 7 17 41 15 6 82 20 9 53 101
2022/2023575 80 70 20 79 76 47 11 57 55 16 40 24
2023/2024364 24 29 25 15 39 29 16 41 24 21 54 47
2024/2025955 14 121 28 59 69 85 54 34 101 59 71 260
2025/20262.979 320 171 412 249 515 229 313 143 211 242 161 13
Totale 5.977