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 2 13 45
Clustering Mutual Funds by Return and Risk Levels 1 1 5 183 5 6 16 540
Comparing and selecting performance measures for ranking assets 1 3 7 62 3 6 14 223
Comparing and selecting performance measures using rank correlations 0 0 0 28 2 3 5 140
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 25 0 0 1 91
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 20 0 1 3 81
Total Working Papers 2 4 12 318 11 18 52 1,120


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 15 2 2 6 72
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 3 20 1 5 19 87
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 59 0 0 2 154
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 1 6 28 46 1 12 53 95
Are performance measures equally stable? 0 0 1 8 1 5 10 44
Combining day-ahead forecasts for British electricity prices 1 1 2 22 1 6 16 105
Comparing and selecting performance measures using rank correlations 0 0 0 17 1 2 7 159
Component estimation for electricity market data: Deterministic or stochastic? 0 2 3 6 1 4 10 33
Component estimation for electricity prices: Procedures and comparisons 2 3 4 23 3 4 13 88
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 10 0 0 3 40
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 2 3 3 0 3 5 5
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 47 4 5 10 135
Interval prediction for chaotic time series 0 0 0 95 0 1 4 251
Is a random walk the best exchange rate predictor? 1 1 2 84 2 2 8 212
Looking for skewness in financial time series 0 0 2 71 1 1 7 307
Misspecification tests for periodic long memory GARCH models 0 0 0 13 1 1 4 63
Nonlinear models for ground-level ozone forecasting 0 0 0 0 0 0 5 5
On the role of risk in the Morningstar rating for mutual funds 0 0 2 5 1 1 5 17
Periodic Long-Memory GARCH Models 0 0 2 71 2 3 13 162
Practical implications of higher moments in risk management 0 0 0 19 0 0 2 72
Predictive accuracy for chaotic economic models 0 0 0 28 0 0 3 92
Testing asymmetry in financial time series 0 0 0 58 0 0 2 138
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 1 2 28 0 1 2 95
k -Factor GARMA models for intraday volatility forecasting 0 0 0 122 0 1 5 389
Total Journal Articles 5 16 55 870 22 59 214 2,820


Statistics updated 2020-09-04