OTRANTO, Edoardo

OTRANTO, Edoardo  

Dipartimento di Economia  

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Titolo Data di pubblicazione Autore(i) File
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia" 1-gen-2006 G., Demuro; Otranto, Edoardo
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 1-gen-2012 Otranto, Edoardo
A GARCH-Volatility dependent DCC model 1-gen-2010 Otranto, Edoardo
A Hidden Markov Model approach to classify and predict the sign of financial local trends 1-gen-2008 M., Bicego; E., Grosso; Otranto, Edoardo
A New Approach to Study the Volatility Transmission Across Markets 1-gen-2004 G., Gallo; Otranto, Edoardo
A New Criterion for Time Interval Choice in Seasonal Adjustment 1-gen-2000 G., Bruno; Otranto, Edoardo
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 1-gen-1999 Otranto, Edoardo; G. M., Gallo
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 1-gen-2002 Otranto, Edoardo; G., Gallo
A Realistic Model for Official Interest Rates Movements and Their Consequences 1-gen-2011 J. T., Horrillo; Otranto, Edoardo
A Test for Model Choice in Seasonal Adjustment 1-gen-2002 F., Bacchini; R., Iannaccone; Otranto, Edoardo
A Time Varying Hidden Markov Model with Latent Information 1-gen-2008 Otranto, Edoardo
A vector multiplicative error model with spillover effects and co-movements 1-gen-2024 Otranto, Edoardo
Adding Flexibility to Markov Switching Models 1-gen-2016 OTRANTO, Edoardo
Advanced Analysis and Learning on Temporal Data 1-gen-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 1-gen-2009 M., Bicego; E., Grosso; Otranto, Edoardo
Are monetary policy announcements related to volatility jumps? 1-gen-2023 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
Assessing heterogeneity in a matching estimation of endogenous treatment effect 1-gen-2017 Campolo, Maria Gabriella; DI PINO INCOGNITO, Antonino; Otranto, Edoardo
Asset allocation using dynamic conditional correlation models with Markov Switching 1-gen-2007 Otranto, Edoardo
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 1-gen-2010 Otranto, Edoardo
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models 1-gen-2022 Dzuverovic, Emilija; Otranto, Edoardo