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 1 64
Clustering Mutual Funds by Return and Risk Levels 0 0 5 199 3 3 10 584
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 1 5 244
Comparing and selecting performance measures using rank correlations 0 0 0 31 0 1 1 153
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 1 2 96
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 0 1 2 89
Total Working Papers 0 0 5 347 3 7 21 1,230

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 1 1 3 87
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 2 35 2 4 10 153
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 0 3 176
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 1 3 126 4 8 11 247
Are performance measures equally stable? 0 0 0 8 1 2 3 57
Combining day-ahead forecasts for British electricity prices 0 1 2 43 2 5 12 180
Comparing and selecting performance measures using rank correlations 0 0 1 18 1 5 8 179
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 44 46 49 109
Component estimation for electricity prices: Procedures and comparisons 0 0 1 29 2 5 8 117
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 4 6 6 51
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 1 6 31 1 3 10 61
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 0 1 5 154
Interval prediction for chaotic time series 0 0 0 95 0 1 2 261
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 2 2 2 325
Misspecification tests for periodic long memory GARCH models 0 0 0 14 4 5 6 74
Nonlinear models for ground-level ozone forecasting 0 0 0 2 1 2 4 17
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 0 2 2 32
Periodic Long-Memory GARCH Models 0 0 1 75 3 8 12 186
Practical implications of higher moments in risk management 0 0 0 19 1 6 7 80
Predictive accuracy for chaotic economic models 0 0 0 28 3 5 8 105
Testing asymmetry in financial time series 0 0 0 58 0 2 2 143
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 1 2 100
k -Factor GARMA models for intraday volatility forecasting 0 0 1 124 1 4 7 404
Total Journal Articles 0 4 17 1,064 77 124 185 3,525

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Statistics updated 2026-01-09