OTRANTO, Edoardo
OTRANTO, Edoardo
DIPARTIMENTO DI SCIENZE SOCIALI ED ECONOMICHE
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia"
2006 G., Demuro; Otranto, Edoardo
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia"
2006 G., Demuro; Otranto, Edoardo
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations
2012 Otranto, Edoardo
A GARCH-Volatility dependent DCC model
2010 Otranto, Edoardo
A GARCH-Volatility dependent DCC model
2010 Otranto, E.
A Hidden Markov Model approach to classify and predict the sign of financial local trends
2008 M., Bicego; E., Grosso; Otranto, Edoardo
A matrix-variate log-normal model for covariance matrices
2026 Otranto, Edoardo
A New Approach to Study the Volatility Transmission Across Markets
2004 G., Gallo; Otranto, E
A New Criterion for Time Interval Choice in Seasonal Adjustment
2000 G., Bruno; Otranto, Edoardo
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models
1999 Otranto, Edoardo; G. M., Gallo
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
2002 Otranto, Edoardo; G., Gallo
A realistic model for official interest rate movements and their consequences
2011 de Dios Tena, J.; Otranto, E.
A Realistic Model for Official Interest Rates Movements and Their Consequences
2011 J. T., Horrillo; Otranto, Edoardo
A Test for Model Choice in Seasonal Adjustment
2002 F., Bacchini; R., Iannaccone; Otranto, E
A Time Varying Hidden Markov Model with Latent Information
2008 Otranto, Edoardo
A vector multiplicative error model with spillover effects and co-movements
2024 Otranto, Edoardo
Adding flexibility to Markov Switching Models
2015 Otranto, Edoardo
Adding Flexibility to Markov Switching Models
2016 Otranto, Edoardo
Advanced Analysis and Learning on Temporal Data
2016 Douzal-Chouakria, A.; Vilar Fernandez, J. A.; Marteau, P. -F.; Maharaj, A. E.; Alonso Fernandez, A. M.; Otranto, E.; Nicolae, M. -I.
Analyzing the sign of financial local trends via Hidden Markov Models
2009 M., Bicego; Grosso, Enrico; Otranto, Edoardo