IRIS
LECCADITO, Arturo
 Distribuzione geografica
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Continente #
NA - Nord America 2.611
AS - Asia 2.057
EU - Europa 1.359
SA - Sud America 539
AF - Africa 153
Continente sconosciuto - Info sul continente non disponibili 120
OC - Oceania 8
Totale 6.847
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Nazione #
US - Stati Uniti d'America 2.475
SG - Singapore 751
IT - Italia 552
BR - Brasile 394
CN - Cina 375
VN - Vietnam 330
UA - Ucraina 243
DE - Germania 201
HK - Hong Kong 134
TR - Turchia 92
FR - Francia 82
BD - Bangladesh 72
SE - Svezia 61
CA - Canada 60
SN - Senegal 59
KR - Corea 53
FI - Finlandia 51
AR - Argentina 50
IN - India 50
MX - Messico 40
IQ - Iraq 34
GB - Regno Unito 32
RU - Federazione Russa 28
CO - Colombia 24
PK - Pakistan 24
NG - Nigeria 22
BE - Belgio 20
ID - Indonesia 20
VE - Venezuela 19
EC - Ecuador 18
PL - Polonia 17
ES - Italia 16
PH - Filippine 16
ZA - Sudafrica 16
PY - Paraguay 13
JP - Giappone 11
MA - Marocco 11
SA - Arabia Saudita 10
CL - Cile 9
EG - Egitto 9
NL - Olanda 9
UZ - Uzbekistan 9
OM - Oman 8
CH - Svizzera 7
GH - Ghana 7
GT - Guatemala 7
IL - Israele 7
JO - Giordania 7
RO - Romania 7
AU - Australia 6
ET - Etiopia 6
MY - Malesia 6
NP - Nepal 6
TN - Tunisia 6
AE - Emirati Arabi Uniti 5
AT - Austria 5
BG - Bulgaria 5
CR - Costa Rica 5
DZ - Algeria 5
KE - Kenya 5
PA - Panama 5
PE - Perù 5
DO - Repubblica Dominicana 4
EU - Europa 4
HN - Honduras 4
IE - Irlanda 4
IR - Iran 4
JM - Giamaica 4
LB - Libano 4
AZ - Azerbaigian 3
BO - Bolivia 3
MN - Mongolia 3
PT - Portogallo 3
TH - Thailandia 3
BH - Bahrain 2
CI - Costa d'Avorio 2
CZ - Repubblica Ceca 2
DK - Danimarca 2
KH - Cambogia 2
KZ - Kazakistan 2
LK - Sri Lanka 2
MD - Moldavia 2
MT - Malta 2
PR - Porto Rico 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
BZ - Belize 1
CG - Congo 1
CY - Cipro 1
EE - Estonia 1
GE - Georgia 1
GF - Guiana Francese 1
GR - Grecia 1
GY - Guiana 1
Totale 6.715
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Città #
Singapore 317
Dallas 268
Chandler 243
San Jose 215
Council Bluffs 212
Ashburn 193
Jacksonville 131
Ho Chi Minh City 130
Hong Kong 129
Beijing 110
Boardman 101
Hanoi 85
New York 68
San Mateo 67
Dakar 59
Milan 57
Rende 56
Dearborn 55
Seoul 51
Lauterbourg 48
Kocaeli 43
Helsinki 42
Hefei 40
Shanghai 40
Izmir 39
Cosenza 36
Los Angeles 36
Santa Clara 36
Bremen 33
Roxbury 32
Lawrence 31
Ann Arbor 30
São Paulo 29
Chicago 28
Rome 28
Munich 23
Columbus 22
Des Moines 22
Brooklyn 21
Inglewood 20
The Dalles 20
Florence 19
Charlottesville 17
Brussels 16
Ogden 16
Toronto 16
San Francisco 15
Haiphong 14
Ottawa 14
Palermo 14
Rio de Janeiro 14
Seattle 14
Warsaw 13
Atlanta 12
Baghdad 12
London 12
Montalto Uffugo 12
Paola 12
Dhaka 11
Frankfurt am Main 11
Katsina 11
Lagos 11
Miano 11
Naples 11
Spirano 11
Wilmington 11
Falkenstein 10
Feroleto Antico 10
Guangzhou 10
Mexico City 10
Phoenix 10
Cambridge 9
Johannesburg 9
Cairo 8
Can Tho 8
Caracas 8
Da Nang 8
Erbil 8
Quito 8
Tianjin 8
Troia 8
Verona 8
Accra 7
Amman 7
Boston 7
Brasília 7
Chennai 7
Cropani 7
Guayaquil 7
Lahore 7
Mascalucia 7
Montreal 7
Pescara 7
Bologna 6
Boydton 6
Curitiba 6
Karachi 6
Margherita di Savoia 6
North Bergen 6
Rogliano 6
Totale 3.835
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Nome #
A new method for generating approximation algorithms for financial mathematics applications 210
Assessing contagion risk from energy and non-energy commodity markets 200
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 193
A regime Switching Ohlson model 189
Extracting Market Information from Equity Options with Exponential Lévy Processes 188
A reduced lattice model for option pricing under regime-switching 185
A multinomial approach for option pricing under regime-switching jump-diffusion models 180
Ask CARL: Forecasting Tail Probability for Energy Commodities 174
Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests 161
CARL and His POT: Measuring Risks in Commodity Markets 161
Computationally simple lattice methods for option and bond pricing 154
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 150
Exploring Dependence Relationships between Bitcoin and Commodity returns: An assessment using the Gerber Cross-Correlation 144
On the determinants of data breaches: A cointegration analysis 141
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management 140
Compound option pricing under stochastic volatility 140
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 139
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 137
Financial Risk Modeling with Markov Chains 136
Compound option pricing under stochastic volatility 136
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method 133
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options 132
Extracting risk-neutral density information from options market prices 132
Hermite Binomial Trees: A novel Technique for Derivatives Pricing 126
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test 126
Geopolitical Risk, Macroeconomic Factors and Different Assets During the War Periods: Implications for Herding and Portfolio Diversification 122
Option pricing under regime-switching jump-diffusion models 121
A reduced lattice model for option pricing under regime-switching 120
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements 120
“Portfolio Selection, VaR and CVaR models with Markov Chains” 117
Portfolio Selection and Risk Management with Markov Chains 116
Multilevel and Tail Risk Management 115
Portfolio Selection, VaR and CVaR models with Markov Chains 114
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions? 113
Calendar effects on returns, volatility and higher moments: Evidence from crypto markets 111
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 109
Trading strategies with implied forward credit default swap spreads 106
Skew Brownian motion discretization: A lattice approach for financial and actuarial applications 105
Extreme Price Moves: An INGARCH Approach to Model Coexceedances in Commodity Markets 105
Combining density forecast accuracy tests: an application to agricultural, energy, and metal commodities 102
Pricing and Hedging Basket Options Under Shifted Asymmetric Jump-Diffusion Processes 100
The interest in online museum experiences and the influence of uncertainty and sentiment factors on tourist arrivals: The case of EU Mediterranean countries 96
Dynamic Responses of Bitcoin, Gold, and Green Bonds to Geopolitical Risk: A Quantile Wavelet Analysis 94
Risk premia in electricity derivatives markets 94
Spillover Dynamics between Green and Non-Green Cryptocurrencies: Unrevealing the Role of Geopolitical Risk 92
On binomial discretizations of correlated skew Brownian motions: Applications to option pricing 90
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 89
Pricing and hedging basket options with exact moment matching 87
True Vs Spurious Long Memory: Some Theoretical Results And A Monte Carlo Comparison 87
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 78
Looking ahead: Forecasting total energy carbon dioxide emissions 77
Modelling and predicting house price indices in Canada via a hybridisation of machine learning methods 58
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho 55
Message in a bottle: Forecasting wine prices 51
Assessing the driving forces of clean and traditional energy exchange-traded funds returns and their time-varying correlation 38
Green and innovative assets in times of uncertainty: A portfolio perspective for environmental financial management 32
The dance of the markets: unveiling bitcoin’s time-varying financial correlations using a GAS-based approach 14
Timescale Patterns of Causality between Climate and Geopolitical Risks and Commodity Markets 12
Totale 6.847
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Categoria #
all - tutte 32.455
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 32.455
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022344 0 0 0 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
2025/20263.087 320 171 412 249 515 229 313 143 211 242 161 121
2026/2027762 182 113 156 311 0 0 0 0 0 0 0 0
Totale 6.847