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 4 5 68
Clustering Mutual Funds by Return and Risk Levels 0 0 4 199 0 7 12 588
Comparing and selecting performance measures for ranking assets 0 0 0 67 3 5 9 249
Comparing and selecting performance measures using rank correlations 0 0 0 31 3 8 9 161
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 0 2 96
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 0 4 6 93
Total Working Papers 0 0 4 347 6 28 43 1,255

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 5 6 91
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 2 35 1 10 18 161
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 2 4 178
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 0 2 126 2 7 12 250
Are performance measures equally stable? 0 0 0 8 0 4 5 60
Combining day-ahead forecasts for British electricity prices 0 0 2 43 0 5 13 183
Comparing and selecting performance measures using rank correlations 0 0 1 18 1 7 13 185
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 0 81 86 146
Component estimation for electricity prices: Procedures and comparisons 0 0 0 29 1 6 10 121
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 1 8 10 55
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 0 5 31 3 8 14 68
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 1 8 11 162
Interval prediction for chaotic time series 0 0 0 95 0 1 2 262
Is a random walk the best exchange rate predictor? 0 0 0 90 0 2 4 229
Looking for skewness in financial time series 0 0 0 74 1 17 17 340
Misspecification tests for periodic long memory GARCH models 0 0 0 14 0 7 9 77
Nonlinear models for ground-level ozone forecasting 0 0 0 2 0 1 2 17
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 0 4 6 36
Periodic Long-Memory GARCH Models 0 0 1 75 1 7 15 190
Practical implications of higher moments in risk management 0 0 0 19 0 4 9 83
Predictive accuracy for chaotic economic models 0 0 0 28 0 4 9 106
Testing asymmetry in financial time series 0 0 0 58 0 3 5 146
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 1 2 101
k -Factor GARMA models for intraday volatility forecasting 0 0 1 124 2 8 14 411
Total Journal Articles 0 0 14 1,064 14 210 296 3,658

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Statistics updated 2026-03-04