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 4 4 5 68
Clustering Mutual Funds by Return and Risk Levels 0 0 5 199 4 7 14 588
Comparing and selecting performance measures for ranking assets 0 0 0 67 2 3 6 246
Comparing and selecting performance measures using rank correlations 0 0 0 31 5 5 6 158
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 4 5 6 93
Total Working Papers 0 0 5 347 19 24 39 1,249

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 4 5 7 91
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 2 35 7 10 17 160
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 2 2 5 178
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 0 1 3 126 1 8 11 248
Are performance measures equally stable? 0 0 0 8 3 4 6 60
Combining day-ahead forecasts for British electricity prices 0 1 2 43 3 7 14 183
Comparing and selecting performance measures using rank correlations 0 0 1 18 5 8 12 184
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 37 83 86 146
Component estimation for electricity prices: Procedures and comparisons 0 0 1 29 3 7 10 120
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 3 7 9 54
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 1 6 31 4 6 13 65
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 7 8 10 161
Interval prediction for chaotic time series 0 0 0 95 1 2 3 262
Is a random walk the best exchange rate predictor? 0 0 0 90 2 2 5 229
Looking for skewness in financial time series 0 0 0 74 14 16 16 339
Misspecification tests for periodic long memory GARCH models 0 0 0 14 3 7 9 77
Nonlinear models for ground-level ozone forecasting 0 0 0 2 0 1 4 17
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 4 5 6 36
Periodic Long-Memory GARCH Models 0 0 1 75 3 11 14 189
Practical implications of higher moments in risk management 0 0 0 19 3 6 10 83
Predictive accuracy for chaotic economic models 0 0 0 28 1 4 9 106
Testing asymmetry in financial time series 0 0 0 58 3 4 5 146
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 1 1 3 101
k -Factor GARMA models for intraday volatility forecasting 0 0 1 124 5 8 12 409
Total Journal Articles 0 4 17 1,064 119 222 296 3,644

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Statistics updated 2026-02-12