OTRANTO, Edoardo
OTRANTO, Edoardo
Dipartimento di Economia
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia"
2006-01-01 G., Demuro; Otranto, Edoardo
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations
2012-01-01 Otranto, Edoardo
A GARCH-Volatility dependent DCC model
2010-01-01 Otranto, Edoardo
A Hidden Markov Model approach to classify and predict the sign of financial local trends
2008-01-01 M., Bicego; E., Grosso; Otranto, Edoardo
A New Approach to Study the Volatility Transmission Across Markets
2004-01-01 G., Gallo; Otranto, Edoardo
A New Criterion for Time Interval Choice in Seasonal Adjustment
2000-01-01 G., Bruno; Otranto, Edoardo
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models
1999-01-01 Otranto, Edoardo; G. M., Gallo
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
2002-01-01 Otranto, Edoardo; G., Gallo
A Realistic Model for Official Interest Rates Movements and Their Consequences
2011-01-01 J. T., Horrillo; Otranto, Edoardo
A Test for Model Choice in Seasonal Adjustment
2002-01-01 F., Bacchini; R., Iannaccone; Otranto, Edoardo
A Time Varying Hidden Markov Model with Latent Information
2008-01-01 Otranto, Edoardo
A vector multiplicative error model with spillover effects and co-movements
2024-01-01 Otranto, Edoardo
Adding Flexibility to Markov Switching Models
2016-01-01 OTRANTO, Edoardo
Advanced Analysis and Learning on Temporal Data
2016-01-01 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
2009-01-01 M., Bicego; E., Grosso; Otranto, Edoardo
Are monetary policy announcements related to volatility jumps?
2023-01-01 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
Assessing heterogeneity in a matching estimation of endogenous treatment effect
2017-01-01 Campolo, Maria Gabriella; DI PINO INCOGNITO, Antonino; Otranto, Edoardo
Asset allocation using dynamic conditional correlation models with Markov Switching
2007-01-01 Otranto, Edoardo
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching
2010-01-01 Otranto, Edoardo
Asymptotic Properties of the Nonlinear Least Squares Estimator in HE-HAR Models
2022-01-01 Dzuverovic, Emilija; Otranto, Edoardo