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 1 1 2 64
Clustering Mutual Funds by Return and Risk Levels 1 3 6 198 1 3 8 580
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 3 4 243
Comparing and selecting performance measures using rank correlations 0 0 0 31 0 0 0 152
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 1 1 95
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 1 1 1 88
Total Working Papers 1 3 6 346 3 9 16 1,222

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 0 19 0 0 3 86
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 2 34 2 3 8 149
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 2 3 176
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 0 7 124 0 0 9 238
Are performance measures equally stable? 0 0 0 8 0 0 3 55
Combining day-ahead forecasts for British electricity prices 1 1 3 42 2 2 10 175
Comparing and selecting performance measures using rank correlations 0 1 1 18 0 1 3 174
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 13 1 2 5 63
Component estimation for electricity prices: Procedures and comparisons 0 0 2 29 0 0 4 111
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 0 1 45
Forecasting of electricity price through a functional prediction of sale and purchase curves 1 4 6 30 1 4 10 58
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 0 1 4 152
Interval prediction for chaotic time series 0 0 0 95 0 0 1 260
Is a random walk the best exchange rate predictor? 0 0 0 90 0 0 3 227
Looking for skewness in financial time series 0 0 0 74 0 0 3 323
Misspecification tests for periodic long memory GARCH models 0 0 0 14 0 0 1 69
Nonlinear models for ground-level ozone forecasting 0 0 0 2 0 0 2 15
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 0 0 0 30
Periodic Long-Memory GARCH Models 0 0 2 75 0 2 5 178
Practical implications of higher moments in risk management 0 0 0 19 0 0 1 74
Predictive accuracy for chaotic economic models 0 0 0 28 0 3 4 100
Testing asymmetry in financial time series 0 0 0 58 0 0 1 141
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 0 1 99
k -Factor GARMA models for intraday volatility forecasting 0 0 1 124 1 1 5 400
Total Journal Articles 2 6 26 1,059 7 21 90 3,398

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Statistics updated 2025-09-05