CAVICCHIOLI, MADDALENA
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 5.402
EU - Europa 4.352
AS - Asia 1.213
AF - Africa 74
SA - Sud America 58
OC - Oceania 26
Continente sconosciuto - Info sul continente non disponibili 3
Totale 11.128
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 5.368
IT - Italia 1.702
GB - Regno Unito 1.460
SG - Singapore 435
SE - Svezia 260
CN - Cina 256
HK - Hong Kong 226
DE - Germania 222
FR - Francia 121
FI - Finlandia 102
TR - Turchia 90
UA - Ucraina 90
RU - Federazione Russa 78
IE - Irlanda 56
BG - Bulgaria 53
ID - Indonesia 50
DZ - Algeria 42
NL - Olanda 38
IN - India 36
BE - Belgio 28
VE - Venezuela 25
CA - Canada 24
BR - Brasile 23
MY - Malesia 23
AU - Australia 22
PK - Pakistan 20
ES - Italia 19
JP - Giappone 14
LT - Lituania 14
VN - Vietnam 14
AT - Austria 13
CZ - Repubblica Ceca 11
DK - Danimarca 11
PL - Polonia 11
CH - Svizzera 9
MX - Messico 9
PT - Portogallo 8
RO - Romania 8
AL - Albania 7
EG - Egitto 7
NO - Norvegia 7
PH - Filippine 7
SK - Slovacchia (Repubblica Slovacca) 7
GR - Grecia 6
KR - Corea 6
SY - Repubblica araba siriana 6
ZA - Sudafrica 6
ET - Etiopia 5
HU - Ungheria 5
MA - Marocco 5
IR - Iran 4
NZ - Nuova Zelanda 4
PE - Perù 4
SA - Arabia Saudita 4
TW - Taiwan 4
EU - Europa 3
IL - Israele 3
JO - Giordania 3
KE - Kenya 3
NP - Nepal 3
TN - Tunisia 3
AE - Emirati Arabi Uniti 2
CL - Cile 2
CO - Colombia 2
IS - Islanda 2
MN - Mongolia 2
TH - Thailandia 2
AR - Argentina 1
BD - Bangladesh 1
BF - Burkina Faso 1
BZ - Belize 1
EC - Ecuador 1
HR - Croazia 1
IQ - Iraq 1
LK - Sri Lanka 1
MD - Moldavia 1
RS - Serbia 1
RW - Ruanda 1
SI - Slovenia 1
ZM - Zambia 1
Totale 11.128
Salva come PNG Salva come JPEG
Città #
Southend 1.226
Santa Clara 841
Fairfield 641
Chandler 466
Ashburn 393
Singapore 335
Woodbridge 331
Houston 321
Modena 274
Wilmington 253
Seattle 247
Ann Arbor 227
Hong Kong 217
Cambridge 202
Jacksonville 197
Dearborn 185
Nyköping 132
Bologna 120
Milan 101
Reggio Emilia 83
Beijing 77
San Diego 73
Helsinki 67
Princeton 61
Eugene 53
Sofia 53
Izmir 48
Redwood City 44
Rome 43
Jakarta 42
Parma 39
London 32
Moscow 32
Dublin 29
Bremen 24
Verona 24
New York 23
Brussels 20
Boardman 17
Shanghai 17
Coventry 16
Glasgow 16
Naples 15
Trento 15
Falls Church 14
Florence 14
Padova 14
Sydney 14
Madrid 13
Cleveland 12
Formigine 12
San Francisco 12
Bibbiano 11
Greenford 11
Munich 11
Norwich 11
Valencia 11
Lappeenranta 10
Scuola 10
Cesena 9
Palazzolo sull'Oglio 9
Saulgau 9
Turin 9
Berlin 8
Dong Ket 8
Kilburn 8
Monza 8
Norwalk 8
Palermo 8
Toronto 8
Amsterdam 7
Bochum 7
Botticino 7
Bratislava 7
Chennai 7
Constantine 7
Falkenstein 7
Ferrara 7
Frankfurt am Main 7
Islamabad 7
Karachi 7
Kuala Lumpur 7
Menlo Park 7
Paris 7
Porto Alegre 7
San Cesario sul Panaro 7
Sant'agata Sul Santerno 7
Tirana 7
Agrigento 6
Brno 6
Cairo 6
Catania 6
Chicago 6
Chiswick 6
Dalmine 6
Guangzhou 6
Hefei 6
Istanbul 6
Maastricht 6
Marseille 6
Totale 8.142
Salva come PNG Salva come JPEG
Nome #
Learning from failure. Big Data analysis for detecting the patterns of failure in innovative startups 364
Learning from failure. Big data analysis for detecting the patterns of failure in innovative startups 326
A HYBRID TOOL FOR HYBRID PROJECTS: HOW CROWDFUNDING CAN SCALE THE IMPACT OF SOCIAL ENTREPRENEURSHIP 291
Testing threshold cointegration in Wagner's Law: the role of military spending 288
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries 279
Central Bank Independence, Financial Instability and Politics: New Evidence for OECD and Non-OECD Countries 270
Higher order moments of Markov switching VARMA models 265
Asymptotic Fisher information matrix of Markov switching VARMA models 258
Statistical Analysis of Mixture Vector Autoregressive Models 245
Testing threshold cointegration in Wagner’s Law: The role of military spending 241
On mixture autoregressive conditional heteroskedasticity 237
Determinants of Central Bank independence: a random forest approach 230
Acute Triangulations of Trapezoids and Pentagons 221
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models 216
Estimation and asymptotic covariance matrix for stochastic volatility models 215
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS 207
Third and fourth moments of vector autoregressions with regime switching 203
Validating Markov Switching VAR Through Spectral Representations 203
Fourth Moment Structure of Markov Switching Multivariate GARCH Models 202
Spectral Representation and Autocovariance Structure of Markov Switching DSGE Models 201
Unfolding the relationship between mortality, economic fluctuations and health in Italy 201
Che cos’è la statistica? Una prima introduzione alla scienza dei dati 196
Markov Switching GARCH Models: Filtering, Approximations and Duality 194
A Random Forests Approach to Assess Determinants of Central Bank Independence 194
Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy 194
Spectral Density of Markov Switching VARMA Models 193
Exploring differences of CSR perceptions and expectations between Eastern and Western countries: emerging patterns and managerial implications 192
A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process 190
Measuring happiness at work with categorical Principal Component Analysis 190
Nonresponse and measurement errors in income: matching individual survey data with administrative tax data 188
Weak VARMA Representations of Regime-Switching State-Space Models 181
Determining the Number of Regimes in Markov-Switching VAR and VMA Models 180
Too tied to fail: a multidimensional approach to social capital in crowdfunding campaigns. Evidences from Italian agri-food businesses 174
Inference Methods for Stochastic Volatility Models 168
A matrix approach to the Beveridge-Nelson decomposition of Markov-Switching processes with applications to business cycle 166
Eigenvalue Ratio Estimators for the Number of Common Factors 157
Autocovariance and Linear Transformations of Markov Switching VARMA Processes 153
STATISTICA: LA SCIENZA CHE MODELLA I DATI. Un'introduzione alle diverse tipologie di dati. 150
Structural Macroeconomic Analysis for Dynamic Factor Models 143
OLS estimation of Markov Switching VAR models: asymptotics and application to energy use 140
Some Convergence Results on Dynamic Factor Models 133
On Asymptotic Properties of the QML Estimator for GARCH Models 132
Business Cycle and Markov Switching Models with Distributed Lags: a Comparison between US and Euro area 130
Quasi Maximum Likelihood Inference for Stochastic Volatility Models 130
On Spectral Representation of VARMA Models with Change in Regime 128
Statistical Inference for Mixture GARCH Models with Financial Application 127
Generalised Cepstral Models for the Spectrum of Vector Time Series 126
Matrix Algebra and Invertibility Conditions for Linear Dynamic Stochastic General Equilibrium Models 119
Acute Triangulations of Convex Quadrilaterals 116
Statistical Analysis of Markov Switching DSGE Models 116
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis 114
Staying or leaving? A nonlinear framework to explore the role of employee well-being on retention 111
Navigating the post-pandemic era: financial sustainability as a key recovery strategy for luxury brands 109
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic 107
Spectral analysis of Markov switching GARCH models with statistical inference 103
Statistica: dalla datificazione dei processi alla previsione 99
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes 93
The 5 E(lements) of employee-centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation 92
Central Bank Independence, financial instability and politics: new evidence for OECD and non-OECD countries 88
Trend and cycle decomposition in nonlinear time series 76
Generalized autocovariance matrices for multivariate time series 71
Determinants of Central Bank Independence: a Random Forest Approach 49
A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets 45
On the existence of stationary threshold bilinear processes 45
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 43
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables 42
Navigating uncertainty: unveiling the key levers of financial sustainability as a resilience strategy in the luxury industry 41
Crowdability: a new configuration of accountability forms in crowdfunding campaigns of non-profit organisations 40
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends 37
Testing threshold cointegration in Wagner's Law: the role of military spending 34
Impulse response function analysis for Markov switching var models 32
LIKELIHOOD-BASED ANALYSIS IN MIXTURE GLOBAL VARs 30
Trend and cycle decomposition of Markov switching (co)integrated time series 27
Bispectral Analysis of Markov Switching Bilinear Models 23
Forecasting Markov switching vector autoregressions: Evidence from simulation and application 23
Totale 11.337
Salva come PNG Salva come JPEG
Categoria #
all - tutte 41.733
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 41.733
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020990 0 0 0 0 0 0 314 159 233 97 106 81
2020/20211.894 119 79 100 166 210 196 131 232 148 277 117 119
2021/20221.635 53 72 117 127 73 90 97 96 217 177 353 163
2022/20231.658 161 163 112 195 185 208 75 152 182 34 63 128
2023/20241.208 64 85 89 93 194 92 83 146 47 76 102 137
2024/20251.981 243 48 69 254 686 541 140 0 0 0 0 0
Totale 11.337