ALLAJ, Erindi
 Distribuzione geografica
Continente #
EU - Europa 259
NA - Nord America 205
AS - Asia 42
Totale 506
Nazione #
US - Stati Uniti d'America 203
IT - Italia 112
SE - Svezia 54
IE - Irlanda 48
SG - Singapore 17
CN - Cina 13
KR - Corea 7
NL - Olanda 7
AL - Albania 6
BG - Bulgaria 6
GB - Regno Unito 6
FI - Finlandia 5
FR - Francia 4
DE - Germania 3
BE - Belgio 2
CA - Canada 2
CH - Svizzera 2
AT - Austria 1
ES - Italia 1
IL - Israele 1
IR - Iran 1
JP - Giappone 1
PL - Polonia 1
TR - Turchia 1
TW - Taiwan 1
UA - Ucraina 1
Totale 506
Città #
Chandler 87
Dublin 48
Ashburn 20
Parma 19
Boardman 14
Singapore 12
Milan 10
Princeton 9
Shanghai 9
Amsterdam 6
Neviano degli Arduini 6
Sofia 6
Turin 6
Vigevano 6
Helsinki 5
Rome 5
Tirana 5
Trento 5
Bologna 4
Reggio Emilia 4
Seoul 4
Colombes 3
Brussels 2
Genoa 2
London 2
New York 2
Reggio Nell'emilia 2
San Giovanni in Persiceto 2
Santa Clara 2
Stockholm 2
Verona 2
Bozzolo 1
Bremen 1
Brescia 1
Brody 1
Dallas 1
Des Moines 1
Edinburgh 1
Elbasan 1
Ferrol 1
Fidenza 1
Florence 1
Frankfurt am Main 1
Fremont 1
Istanbul 1
Lewisham 1
Los Angeles 1
Lucca 1
Ottawa 1
Padova 1
Pescara 1
Porto San Giorgio 1
Poznan 1
Redmond 1
Rockville 1
Taipei 1
Tel Aviv 1
Tokyo 1
Toronto 1
Varese 1
Vienna 1
Wilmington 1
Zanjan 1
Zurich 1
Totale 344
Nome #
An Early Warning System for identifying financial instability 105
Integrated volatility estimation: the case of observed noise variables 85
The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation 53
Measuring variability and association for categorical data 51
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 43
ALLAJ, Erindi; MANCINO, Maria Elvira. On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?. Communications in Statistics-Simulation and Computation, 2021, 50.12: 4413-4441. 42
the black–litterman model: a consistent estimation of the parameter tau 41
Two simple measures of variability for categorical data 39
Implicit transaction costs and the fundamental theorems of asset pricing 33
Risk measuring under liquidity risk 32
Identifying the number of latent factors of stochastic volatility models 5
Totale 529
Categoria #
all - tutte 2.378
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 2.378


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202283 0 0 0 0 0 0 40 10 1 3 12 17
2022/2023306 26 39 33 27 23 36 11 21 61 4 16 9
2023/202490 9 10 3 4 12 10 9 5 4 4 7 13
2024/202550 16 19 15 0 0 0 0 0 0 0 0 0
Totale 529