Statistical Analysis of the Correlation between Italian and U.S. Stock Returns

An estimator of the correlation between Italian and U.S. Stock Returns is introduced. The properties of the estimator are invariant with respect to a wide class of GARCH models. The empirical evidence shows the existence of a positive correlation between Italian an U. S. stock returns.GARCH models, Invariance, Stock Returns.

On the exact sampling distribution of L-statistics

This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution (Arellano-Valle Genton, 2003). The paper also examines the exact distribution of L-statistics when the sampled population is Skew Normal. Exact distributions of L-statistics from normal samples easily follows as special case.

Sampling Distribution of the Gini Index from a Skew Normal

The Gini concentration ratio has been extensively used in the study of "inequality" of distributions. According to Chakrabarthy (1982), "the Lorenz curve and the Gini index have remained the most popular and powerful tool in the analyses of size distribution of income". A major statistical limitation of Gini Concentration Ratio is the absence and the intractability of appropriate sampling distribution (Hart, 1971, Nigard Sandstrom, 1981) We find that the exact sampling distribution of the Gini Concentration Index for a sample from a Skew Normal population has an Extended Skew Normal distribution. This result can be easily particularized to the normal case.Skew Normal, L-statistics, Small Sample, Gini Concentration Ratio, Exact Distribution.

Indagine sulla domanda di edilizia residenziale universitaria degli studenti iscritti alla Universita' degli Studi di Foggia

Nel presente lavoro si analizza la domanda di edilizia residenziale da parte degli studenti iscritti presso il polo didattico foggiano delle Universita' degli Studi di Foggia e di Bari e del Politecnico di Bari, per definire il corretto dimensionamento dei progetti delle residenze universitarie, previsto dalle L. 338/2000, L. 388/2000 e dal D. 116/2001. Dopo aver suddiviso gli iscritti al polo didattico in base alla regione e alla provincia di residenza sono state calcolate le distanze da Foggia dei comuni di residenza e si e' fatta una analisi centrografica.

Indagine sulla domanda di edilizia residenziale universitaria degli studenti iscritti alla Universita' ed al Politecnico di Bari

Scopo del lavoro e' la stima della domanda di edilizia residenziale da parte degli studenti iscritti presso i diversi poli didattici dellUniversita' e del Politecnico di Bari in vista della realizzazione di nuove residenze universitarie. Dopo aver definito i bacini di utenza dei diversi poli didattici si e' passati alla determinazione dei baricentri geografici dei diversi corsi di studio e dei poli didattici.

A LISREL model to measure the satisfaction of graduates at University of Foggia

Focusing on the graduates of the University of Foggia that are employed, we analyze their satisfaction with respect to the instruments given by the University to afford their actual job. By some structural equation model we have fund relations between observed and latent variables, particularly in matter of relationship between the job realisation and the graduation satisfaction.

Analisi delle caratteristiche socio-culturali dei laureati e diplomati allUniversita' degli Studi di Foggia

Il passaggio dal mondo dellUniversita' a quello del lavoro e' influenzato da un insieme di variabili quali la congiuntura economica, la domanda di competenze specialistiche, la preparazione acquisita, il livello di specializzazione o professionalizzazione, la flessibilita' e le precedenti esperienze lavorative. Scopo del presente lavoro e' analizzare i laureati presso lAteneo foggiano a partire dallistituzione delle sue cinque facolta': Agraria, Economia, Giurisprudenza, Lettere e Filosofia, Medicina e Chirurgia. Nella prima parte analizzeremo le principali caratteristiche socio-demografiche e culturali dei 3.513 laureati e diplomati allUniversita' di Foggia, attraverso lanalisi dei dati amministrativi a nostra disposizione. Nella seconda parte del lavoro tali dati sono stati integrati con quelli ottenuti mediante delle interviste telefoniche.

Editorial for the special issue on: IES 2015

Since 2005, the Italian Statistical Society Permanent Group “Statistics for quality evaluation of services” (SVQS Group) organizes a biannual confer- ence. The 6th edition called IES 2015 was held in Bari, 8-9 July, 2015. This special issue of EJASA collects a selection of contributions related to the key words of the conference

Evaluation of Italian Judicial System

Italy is frequently reprimanded by the European Court of Human Rights (ECtHR) over the amount of time it takes Italian courts to reach verdicts. European Court decisions have lead to calls for an urgent intervention in order to save time and costs in Italian judicial system. Efficiency and effectiveness are key targets for managing justice in Italy. Nevertheless they are not easy to achieve. In this paper, using a Stochastic Frontier Model (SFM) we compare the Italian courts efficiency to identify strong and weak points

Chapter A bibliometric study of global research activity in relation to the use of partial least squares for policy evaluation

Structural equation modeling (SEM), especially partial least squares path modeling (PLS-PM) has become a mainstream method in many fields of research. In the last years it has been increasingly disseminated in a variety of disciplines. The researchers have been promoting this new statistical methods for the evaluation of policies. Generally, policy evaluation applies evaluation principles and methods to examine the content, implementation or impact of a policy. To better understand and characterize this trend, a bibliometric study of international papers on this subject has been developed in order to describe the use of SEM and PLS-PM approaches in the policy evaluation in the almost last 20 years. A total of 450 articles from 2000 to 2020 have been selected and analyzed in order to discover the research trends in this field and the main dimensions and words related to the terms “decision making” and “SEM-PLS” approach, that are most commonly employed in the scientific literature. The research has been conducted in theWeb of Science from ISI Web of Knowledge database and Scopus database, with the aim of identifying the major themes, authors, areas, types of the sources, titles, years of publication and countries of these publications, as well as the main themes related to the two topic analyze