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 6 61
Clustering Mutual Funds by Return and Risk Levels 0 1 3 188 0 5 10 564
Comparing and selecting performance measures for ranking assets 0 0 1 67 0 1 6 237
Comparing and selecting performance measures using rank correlations 0 0 1 29 0 0 3 150
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 1 23 0 0 2 86
Total Working Papers 0 1 6 333 0 6 27 1,192


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 1 1 1 16 1 1 4 80
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 1 5 30 0 3 17 117
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 1 64 0 0 4 165
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 1 4 16 90 3 6 40 180
Are performance measures equally stable? 0 0 0 8 0 0 1 51
Combining day-ahead forecasts for British electricity prices 0 2 6 32 1 3 25 147
Comparing and selecting performance measures using rank correlations 0 0 0 17 0 1 3 169
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 9 0 0 8 53
Component estimation for electricity prices: Procedures and comparisons 0 0 2 26 0 0 6 101
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 0 1 42
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 2 4 10 1 3 10 23
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 48 0 0 4 145
Interval prediction for chaotic time series 0 0 0 95 0 0 1 257
Is a random walk the best exchange rate predictor? 0 0 0 85 0 0 1 216
Looking for skewness in financial time series 0 0 0 73 1 2 3 317
Misspecification tests for periodic long memory GARCH models 0 0 0 13 0 0 1 65
Nonlinear models for ground-level ozone forecasting 0 0 0 1 0 0 1 10
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 1 3 5 29
Periodic Long-Memory GARCH Models 0 0 1 72 0 0 2 168
Practical implications of higher moments in risk management 0 0 0 19 0 0 0 73
Predictive accuracy for chaotic economic models 0 0 0 28 0 0 4 96
Testing asymmetry in financial time series 0 0 0 58 0 0 0 140
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 28 0 0 1 96
k -Factor GARMA models for intraday volatility forecasting 0 0 1 123 0 0 3 392
Total Journal Articles 2 10 37 961 8 22 145 3,132


Statistics updated 2022-06-07