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 63
Clustering Mutual Funds by Return and Risk Levels 0 0 4 195 0 1 7 577
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 0 1 240
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 0 0 94
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 0 0 0 87
Total Working Papers 0 0 4 343 0 1 9 1,213

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 1 3 86
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 2 34 2 3 8 146
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 2 67 0 0 5 174
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 0 10 124 0 0 12 238
Are performance measures equally stable? 0 0 0 8 0 0 3 55
Combining day-ahead forecasts for British electricity prices 0 0 2 41 1 3 8 173
Comparing and selecting performance measures using rank correlations 0 0 0 17 0 1 2 173
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 13 0 1 5 61
Component estimation for electricity prices: Procedures and comparisons 0 0 2 29 0 0 5 111
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 0 2 45
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 0 4 26 0 0 9 54
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 0 0 3 151
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 1 90 2 2 4 227
Looking for skewness in financial time series 0 0 1 74 0 0 5 323
Misspecification tests for periodic long memory GARCH models 0 0 0 14 1 1 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 1 2 75 0 1 3 176
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 0 1 97
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 1 1 124 1 2 4 399
Total Journal Articles 0 3 29 1,053 7 15 89 3,377

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Statistics updated 2025-06-06