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 5 68
Clustering Mutual Funds by Return and Risk Levels 0 2 6 201 1 6 17 594
Comparing and selecting performance measures for ranking assets 0 0 0 67 0 4 13 253
Comparing and selecting performance measures using rank correlations 0 0 0 31 0 3 12 164
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 2 4 98
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 0 0 6 93
Total Working Papers 0 2 6 349 1 15 57 1,270

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 2 7 93
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 1 2 3 37 1 6 21 167
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 3 7 181
Are performance measures equally stable? 0 0 0 8 0 5 10 65
Combining day-ahead forecasts for British electricity prices 1 1 3 44 1 3 13 186
Comparing and selecting performance measures using rank correlations 0 0 1 18 1 2 14 187
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 0 4 89 150
Component estimation for electricity prices: Procedures and comparisons 0 0 0 29 1 3 13 124
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 2 12 57
Forecasting of electricity price through a functional prediction of sale and purchase curves 0 1 6 32 0 6 20 74
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 1 3 14 165
Interval prediction for chaotic time series 0 1 1 96 0 5 7 267
Is a random walk the best exchange rate predictor? 0 0 0 90 0 2 4 231
Looking for skewness in financial time series 0 0 0 74 1 1 18 341
Misspecification tests for periodic long memory GARCH models 0 0 0 14 0 2 10 79
Nonlinear models for ground-level ozone forecasting 0 0 0 2 0 1 3 18
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 1 6 12 42
Periodic Long-Memory GARCH Models 0 0 0 75 0 2 16 192
Practical implications of higher moments in risk management 0 0 0 19 0 2 11 85
Predictive accuracy for chaotic economic models 0 0 0 28 0 1 10 107
Testing asymmetry in financial time series 0 0 0 58 0 6 11 152
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 5 7 106
k -Factor GARMA models for intraday volatility forecasting 0 0 0 124 0 4 16 415
Total Journal Articles 2 5 14 943 7 76 345 3,484
1 registered items for which data could not be found
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Statistics updated 2026-06-04