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-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; Grosso, Enrico; Otranto, Edoardo
A Hidden Markov Model approach to classify and predict the sign of financial local trends
2008 M., Bicego; E., Grosso; 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 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 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