{"id":"https://openalex.org/W2155746370","doi":"https://doi.org/10.1007/s10260-007-0075-3","title":"Regime switching: Italian financial markets over a century","display_name":"Regime switching: Italian financial markets over a century","publication_year":2007,"publication_date":"2007-11-13","ids":{"openalex":"https://openalex.org/W2155746370","doi":"https://doi.org/10.1007/s10260-007-0075-3","mag":"2155746370"},"language":"en","primary_location":{"id":"doi:10.1007/s10260-007-0075-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-007-0075-3","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006760490","display_name":"Margherita Velucchi","orcid":"https://orcid.org/0000-0002-1841-0484"},"institutions":[{"id":"https://openalex.org/I45084792","display_name":"University of Florence","ror":"https://ror.org/04jr1s763","country_code":"IT","type":"education","lineage":["https://openalex.org/I45084792"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Margherita Velucchi","raw_affiliation_strings":["Dipartimento di Statistica \u201cG. Parenti\u201d, Universit\u00e0 di Firenze, Via G. B. Morgagni, 59-50134, Florence, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Statistica \u201cG. Parenti\u201d, Universit\u00e0 di Firenze, Via G. B. Morgagni, 59-50134, Florence, Italy","institution_ids":["https://openalex.org/I45084792"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5006760490"],"corresponding_institution_ids":["https://openalex.org/I45084792"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.21423542,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"18","issue":"1","first_page":"67","last_page":"86"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.7232927083969116},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6043491959571838},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.569101870059967},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5618104934692383},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.511898398399353},{"id":"https://openalex.org/keywords/financial-sector","display_name":"Financial sector","score":0.4198063611984253},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.3995862603187561},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3389142155647278},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2491513192653656},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.13184407353401184}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7232927083969116},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6043491959571838},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.569101870059967},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5618104934692383},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.511898398399353},{"id":"https://openalex.org/C2986840890","wikidata":"https://www.wikidata.org/wiki/Q837171","display_name":"Financial sector","level":2,"score":0.4198063611984253},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3995862603187561},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3389142155647278},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2491513192653656},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.13184407353401184},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10260-007-0075-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-007-0075-3","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:stmapp:v:18:y:2009:i:1:p:67-86","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10260-007-0075-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:flore.unifi.it:2158/343726","is_oa":false,"landing_page_url":"http://hdl.handle.net/2158/343726","pdf_url":null,"source":{"id":"https://openalex.org/S4306402033","display_name":"Florence Research (University of Florence)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45084792","host_organization_name":"University of Florence","host_organization_lineage":["https://openalex.org/I45084792"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5199999809265137,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W96939060","https://openalex.org/W560155772","https://openalex.org/W629080350","https://openalex.org/W634232463","https://openalex.org/W640921561","https://openalex.org/W1579544842","https://openalex.org/W1591024817","https://openalex.org/W1969960895","https://openalex.org/W1977480757","https://openalex.org/W1979575715","https://openalex.org/W1994193869","https://openalex.org/W1997853288","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2002938413","https://openalex.org/W2003631406","https://openalex.org/W2013109882","https://openalex.org/W2014378975","https://openalex.org/W2042287092","https://openalex.org/W2044503966","https://openalex.org/W2061160212","https://openalex.org/W2074812030","https://openalex.org/W2100213767","https://openalex.org/W2101026703","https://openalex.org/W2101544483","https://openalex.org/W2104456410","https://openalex.org/W2109295402","https://openalex.org/W2119477725","https://openalex.org/W2151564376","https://openalex.org/W2152141296","https://openalex.org/W2157895285","https://openalex.org/W2263718638","https://openalex.org/W2279975898","https://openalex.org/W2480997855","https://openalex.org/W2756173283","https://openalex.org/W2898496258","https://openalex.org/W3021786867","https://openalex.org/W3123118666","https://openalex.org/W3124107692","https://openalex.org/W3126061203","https://openalex.org/W3146166473","https://openalex.org/W4241115065","https://openalex.org/W6675436536","https://openalex.org/W7026879863"],"related_works":["https://openalex.org/W2291973775","https://openalex.org/W2172176281","https://openalex.org/W2326995271","https://openalex.org/W2313663880","https://openalex.org/W4246333074","https://openalex.org/W2753760220","https://openalex.org/W93195270","https://openalex.org/W3154843575","https://openalex.org/W2370669686","https://openalex.org/W2645942849"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-09-03T10:48:47.769340","created_date":"2025-10-10T00:00:00"}