Access Statistics for Francesco Lisi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Survey on the Four Families of Performance Measures 0 0 0 0 0 0 4 61
Clustering Mutual Funds by Return and Risk Levels 0 0 1 188 0 0 7 565
Comparing and selecting performance measures for ranking assets 0 0 1 67 0 1 5 238
Comparing and selecting performance measures using rank correlations 1 1 1 30 1 1 1 151
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 0 0 94
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 23 0 0 0 86
Total Working Papers 1 1 3 334 1 2 17 1,195


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management 0 0 1 16 0 0 2 80
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 2 30 0 2 10 120
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 64 0 1 3 166
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 3 13 93 1 5 30 189
Are performance measures equally stable? 0 0 0 8 0 0 1 51
Combining day-ahead forecasts for British electricity prices 0 2 6 34 0 4 16 151
Comparing and selecting performance measures using rank correlations 0 0 0 17 0 1 2 170
Component estimation for electricity market data: Deterministic or stochastic? 0 0 1 10 0 0 4 54
Component estimation for electricity prices: Procedures and comparisons 0 0 0 26 0 0 3 102
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 0 0 42
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 0 7 14 1 1 14 31
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 48 0 0 1 145
Interval prediction for chaotic time series 0 0 0 95 0 0 0 257
Is a random walk the best exchange rate predictor? 0 0 0 85 1 2 2 218
Looking for skewness in financial time series 0 0 0 73 0 0 2 317
Misspecification tests for periodic long memory GARCH models 0 0 0 13 0 1 1 66
Nonlinear models for ground-level ozone forecasting 0 0 0 1 0 0 1 10
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 0 0 4 29
Periodic Long-Memory GARCH Models 0 0 0 72 1 1 2 170
Practical implications of higher moments in risk management 0 0 0 19 0 0 0 73
Predictive accuracy for chaotic economic models 0 0 0 28 0 0 2 96
Testing asymmetry in financial time series 0 0 0 58 0 0 0 140
The interbanking liquidity market: Short-time prediction and the central bank reserve management 1 1 1 29 2 2 3 98
k -Factor GARMA models for intraday volatility forecasting 0 0 1 123 0 1 3 393
Total Journal Articles 1 6 32 972 6 21 106 3,168


Statistics updated 2022-11-05