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 64
Clustering Mutual Funds by Return and Risk Levels 0 1 5 199 0 1 7 581
Comparing and selecting performance measures for ranking assets 0 0 0 67 1 1 5 244
Comparing and selecting performance measures using rank correlations 0 0 0 31 0 1 1 153
One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction 0 0 0 26 0 1 2 96
Predictive Dimension: An Alternative Definition of the Embedding Dimension 0 0 0 24 1 1 2 89
Total Working Papers 0 1 5 347 2 5 18 1,227

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 0 3 86
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 1 1 2 35 1 2 8 151
A comparison between neural networks and chaotic models for exchange rate prediction 0 0 0 67 0 0 3 176
Analyzing and Forecasting Zonal Imbalance Signs in the Italian Electricity Market 1 2 4 126 3 5 8 243
Are performance measures equally stable? 0 0 0 8 0 1 2 56
Combining day-ahead forecasts for British electricity prices 1 1 3 43 2 3 12 178
Comparing and selecting performance measures using rank correlations 0 0 1 18 2 4 7 178
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 2 2 5 65
Component estimation for electricity prices: Procedures and comparisons 0 0 1 29 2 4 6 115
Dicing with the market: randomized procedures for evaluation of mutual funds 0 0 0 11 0 2 2 47
Forecasting of electricity price through a functional prediction of sale and purchase curves 1 1 6 31 1 2 10 60
Generalised long-memory GARCH models for intra-daily volatility 0 0 0 51 1 2 5 154
Interval prediction for chaotic time series 0 0 0 95 1 1 2 261
Is a random walk the best exchange rate predictor? 0 0 0 90 0 0 3 227
Looking for skewness in financial time series 0 0 0 74 0 0 0 323
Misspecification tests for periodic long memory GARCH models 0 0 0 14 0 1 2 70
Nonlinear models for ground-level ozone forecasting 0 0 0 2 0 1 3 16
On the role of risk in the Morningstar rating for mutual funds 0 0 0 5 1 2 2 32
Periodic Long-Memory GARCH Models 0 0 2 75 5 5 10 183
Practical implications of higher moments in risk management 0 0 0 19 2 5 6 79
Predictive accuracy for chaotic economic models 0 0 0 28 0 2 5 102
Testing asymmetry in financial time series 0 0 0 58 1 2 2 143
The interbanking liquidity market: Short-time prediction and the central bank reserve management 0 0 0 29 0 1 2 100
k -Factor GARMA models for intraday volatility forecasting 0 0 1 124 2 3 6 403
Total Journal Articles 4 5 20 1,064 26 50 114 3,448

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Statistics updated 2025-12-06