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 6 70
Clustering Mutual Funds by Return and Risk Levels 0 0 3 201 0 0 14 594
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 0 10 253
Comparing and selecting performance measures using rank correlations 0 0 0 31 1 1 13 165
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 0 3 98
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 0 0 5 93
Total Working Papers 0 0 3 349 2 3 51 1,273

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 2 2 9 95
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 4 38 1 5 23 172
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 1 6 182
Are performance measures equally stable? 0 0 0 8 2 2 12 67
Combining day-ahead forecasts for British electricity prices 0 0 2 44 0 1 12 187
Comparing and selecting performance measures using rank correlations 0 0 0 18 1 2 15 189
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 0 1 88 151
Component estimation for electricity prices: Procedures and comparisons 0 0 0 29 0 0 13 124
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 0 12 57
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 0 2 32 0 3 19 77
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 0 1 14 166
Interval prediction for chaotic time series 0 0 1 96 0 0 7 267
Is a random walk the best exchange rate predictor? 0 0 0 90 0 0 4 231
Looking for skewness in financial time series 0 0 0 74 0 1 19 342
Misspecification tests for periodic long memory GARCH models 0 0 0 14 0 0 10 79
Nonlinear models for ground-level ozone forecasting 0 0 0 2 1 2 5 20
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 0 0 12 42
Periodic Long-Memory GARCH Models 0 0 0 75 0 2 16 194
Practical implications of higher moments in risk management 0 0 0 19 0 2 13 87
Predictive accuracy for chaotic economic models 0 0 0 28 0 0 7 107
Testing asymmetry in financial time series 0 0 0 58 1 1 12 153
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 0 7 106
k -Factor GARMA models for intraday volatility forecasting 0 0 0 124 0 0 15 415
Total Journal Articles 0 1 9 944 8 26 350 3,510
1 registered items for which data could not be found
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Statistics updated 2026-09-10