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 1 1 4 195 2 2 6 576
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 1 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 1 24 0 0 1 87
Total Working Papers 1 1 5 343 2 3 9 1,212

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 1 19 1 2 3 85
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 0 0 1 33 0 0 8 143
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 2 67 1 1 6 174
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 1 2 10 124 1 3 14 238
Are performance measures equally stable? 0 0 0 8 1 1 3 55
Combining day-ahead forecasts for British electricity prices 0 1 2 41 1 4 6 170
Comparing and selecting performance measures using rank correlations 0 0 0 17 0 1 1 172
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 13 0 0 4 60
Component estimation for electricity prices: Procedures and comparisons 1 1 2 29 1 2 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 1 1 4 26 2 4 11 54
Generalised long-memory GARCH models for intra-daily volatility 0 0 1 51 0 2 4 151
Interval prediction for chaotic time series 0 0 0 95 1 1 2 260
Is a random walk the best exchange rate predictor? 0 0 1 90 1 1 2 225
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 0 0 0 68
Nonlinear models for ground-level ozone forecasting 0 0 0 2 2 2 3 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 1 74 0 2 2 175
Practical implications of higher moments in risk management 0 0 0 19 1 1 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 1 1 1 99
k -Factor GARMA models for intraday volatility forecasting 0 0 0 123 0 0 2 397
Total Journal Articles 3 6 28 1,050 14 28 87 3,362

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03