Catalogo dei prodotti della ricerca

OTRANTO, Edoardo
 Distribuzione geografica
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Continente #
AS - Asia 402
SA - Sud America 146
EU - Europa 119
NA - Nord America 100
AF - Africa 7
OC - Oceania 1
Totale 775
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Nazione #
SG - Singapore 355
BR - Brasile 141
US - Stati Uniti d'America 89
IT - Italia 72
HK - Hong Kong 20
DE - Germania 14
MX - Messico 8
NL - Olanda 8
AT - Austria 7
IQ - Iraq 5
RU - Federazione Russa 5
TR - Turchia 5
FI - Finlandia 3
MA - Marocco 3
AE - Emirati Arabi Uniti 2
AR - Argentina 2
CA - Canada 2
CL - Cile 2
CN - Cina 2
GE - Georgia 2
SE - Svezia 2
TW - Taiwan 2
UZ - Uzbekistan 2
AL - Albania 1
AU - Australia 1
BD - Bangladesh 1
BH - Bahrain 1
BY - Bielorussia 1
CO - Colombia 1
DO - Repubblica Dominicana 1
EG - Egitto 1
FR - Francia 1
GB - Regno Unito 1
HR - Croazia 1
IE - Irlanda 1
IN - India 1
MK - Macedonia 1
MN - Mongolia 1
NG - Nigeria 1
NP - Nepal 1
PS - Palestinian Territory 1
TN - Tunisia 1
VA - Santa Sede (Città del Vaticano) 1
VN - Vietnam 1
ZA - Sudafrica 1
Totale 775
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Città #
Singapore 231
Cosenza 28
Hong Kong 18
The Dalles 14
Nuremberg 12
Seattle 12
São Paulo 9
Mexico City 6
Brasília 5
Paternò 5
Rio de Janeiro 5
Rome 5
Fairfield 4
Vienna 4
Ashburn 3
Curitiba 3
Goiânia 3
Pisa 3
Sulaymaniyah 3
Uberlândia 3
Ambrolauri 2
Aracaju 2
Beijing 2
Florence 2
Helsinki 2
Houston 2
Joinville 2
Magenta 2
Materlândia 2
Messina 2
New York 2
Porto Alegre 2
Pouso Alegre 2
Praia Grande 2
Rabat 2
Rio Grande 2
Salvador 2
San Paolo di Civitate 2
Santo André 2
St Petersburg 2
São Vicente 2
Tashkent 2
Turin 2
Américo Brasiliense 1
Anchieta 1
Antakya 1
Aparecida de Goiânia 1
Bari 1
Basra 1
Belo Horizonte 1
Belo Jardim 1
Bento Gonçalves 1
Bologna 1
Brusque 1
Bursa 1
Cachoeiro de Itapemirim 1
Cairo 1
Campinas 1
Capivari 1
Catania 1
Colatina 1
Concórdia 1
Conselheiro Lafaiete 1
Cosmópolis 1
Costa Rica 1
Cuartel V 1
Delmiro Gouveia 1
Dubai 1
Dublin 1
Erbil 1
Erzurum 1
Eunápolis 1
Falkenstein 1
Feliz 1
Fes 1
Fier 1
Florianópolis 1
Forquilhinha 1
Gaza 1
Governador Valadares 1
Guaratinga 1
Guareí 1
Ho Chi Minh City 1
Iguape 1
Ipanguaçu 1
Ipatinga 1
Iporá 1
Istanbul 1
Itabaiana 1
Itabira 1
Itajaí 1
Itapuí 1
Jacutinga 1
Jacuí 1
Jaraguá 1
Joselândia 1
João Pessoa 1
Juazeiro 1
Juiz de Fora 1
Juína Municipality 1
Totale 479
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Nome #
Community mobility in the European regions during COVID-19 pandemic: A partitioning around medoids with noise cluster based on space–time autoregressive models 47
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 32
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 17
HAR-based realized volatility clustering 16
MODEL EFFECT ON PROJECTED MORTALITYINDICATORS 15
Realized Volatility Forecasting: Robustness to Measurement Errors 14
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 14
A vector multiplicative error model with spillover effects and co-movements 14
Are monetary policy announcements related to volatility jumps? 14
Classification of volatility in presence of changes in model parameters 14
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION 13
Measuring the Effect of Unconventional Policies on Stock Market Volatility 13
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model 13
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT 13
Asset allocation using flexible dynamic correlation models with regime switching 12
Models with Time-Varying Parameters for Realized Covariance 12
Realized Volatility and Change of Regimes 12
Modeling the Dependence of Conditional Correlations on Volatility 11
Unconventional policies effects on stock market volatility: The MAP approach 11
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 11
Long and short run dynamics in realized covariance matrices: a robust MIDAS approach 11
Nonlinear HAR Models and Nonlinear Least Squares: Asymptotic Properties 11
Clustering space-time series: FSTAR as a flexible STAR approach 11
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 11
Long and Short run dynamics in Realized Covariance Matrices: a Robust MIDAS Approach 11
Reducing Bias of the Matching Estimator of Treatment Effect in a Nonexperimental Evaluation Procedure 11
Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS 11
Cycles in crime and economy: leading, lagging and coincident behaviors 11
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence 11
The Markov Switching Asymmetric Multiplicative Error Model 10
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 10
Forecasting the macro determinants of bank credit quality: a non-linear perspective 10
Financial Clustering in Presence of Dominant Markets 10
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 10
Clustering mutual funds by return and risk levels 10
VOLATILITY TRANSMISSION ACROSS CURRENCY,COMMODITY AND EQUITY MARKETS UNDER MULTICHAINREGIME SWITCHING: IMPLICATIONS FORHEDGING AND PORTFOLIO ALLOCATION 10
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 9
On classifying the effects of policy announcements on volatility 9
Proceedings of the 1st International Workshop on Advanced Analytics and Learning on Temporal Data 9
Recognizing and forecasting the sign of financial local trends using hidden Markov models 9
Classification of volatility in presence of changes in model parameters 9
A GARCH-Volatility dependent DCC model 8
Measuring the Effects of Unconventional Policies on Stock Market Volatility 8
Frontiers in Time Series Analysis: Introduction 8
A Test for Model Choice in Seasonal Adjustment 8
Advanced Analysis and Learning on Temporal Data 8
Modeling meaningful volatility events to classify monetary policy announcements 7
REALIZED VOLATILITY AND CHANGES OF REGIME 7
Indirect estimation of Markov Swithing models with endogenous switching 7
Forecasting Realized Volatility with Changing Average Levels 7
A Hidden Markov Model approach to classify and predict the sign of financial local trends 7
Spatial Effects in Dynamic Conditional Correlations 7
A Hidden Markov Model approach to classify and predict the sign of financial local trends 6
A GARCH-Volatility dependent DCC model 6
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS 6
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 6
Modeling the Dependence of Conditional Correlations on Volatility 6
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 6
Asset allocation using dynamic conditional correlation models with Markov Switching 6
Bias Reduction in a Matching Estimation of Treatment Effect 6
Proceedings of the 1st international workshop on advanced analysis and learning on temporal data 6
Transition Economies: 21st Century Issues and Challenges 6
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 6
The Markov Switching Asymmetric Multiplicative Error Model 6
Realized Volatility and Change of Regimes 5
Adding flexibility to Markov Switching Models 5
Volatility clustering in the presence of time-varying model parameters 5
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 5
Volatility clustering in the presence of time-varying model parameters 5
Clustering Heteroskedastic Time Series by Model-Based Procedures 5
Classication of Volatility in Presence of TimeVarying Parameters 5
Modeling realized volatility subject to changes of regime 5
A realistic model for official interest rate movements and their consequences 5
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 5
Frontiers in Time Series Analysis: Introduction 5
Volatility transmissions across currencies and commodities with US uncertainty measures 5
Realized Covariance Models with Time-varying Parameters and Spillover Effects 5
Statistics for Spatio-Temporal Modelling 5
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 5
Models to Date the Business Cycle: the Italian Case 5
Statistics for Spatio-Temporal Modelling 5
Classifying the Markets Volatility with ARMA Distance Measures 5
A New Criterion for Time Interval Choice in Seasonal Adjustment 5
Dating the Italian Business Cycle: a Comparison of Procedures 5
Does crime affect the economic growth? 5
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 5
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 5
Testing for equal predictability of stationary ARMA processes 5
A Time Varying Hidden Markov Model with Latent Information 5
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 4
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 4
The Multi-Chain Markov Switching Model 4
Analyzing the sign of financial local trends via Hidden Markov Models 4
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 4
Clustering heteroskedastic time series by model-based procedures 4
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 4
A Time Varying Hidden Markov Model with Latent Information 4
Evaluating the risk of pension funds by statistical procedures 4
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach 4
Volatility swings in the US financial markets 4
Totale 855
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Categoria #
all - tutte 4.276
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 74
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 4.350
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202220 0 0 4 1 1 3 1 2 0 1 5 2
2022/20237 1 3 0 0 0 1 1 0 1 0 0 0
2023/202410 1 1 0 0 1 3 0 1 0 3 0 0
2024/20251.005 0 0 0 1 1 1 361 63 227 324 27 0
Totale 1.042