Sfoglia per Autore
Dating the Italian Business Cycle: a Comparison of Procedures
2005-01-01 G., Bruno; Otranto, Edoardo
Indirect Estimation of Markov Switching Models with Endogenous Switching
2005-01-01 Otranto, Edoardo; G., Calzolari; F. D., Iorio
Testing for equal predictability of stationary ARMA processes
2006-01-01 Otranto, Edoardo; U., Triacca
Frontiers in Time Series Analysis: Introduction
2006-01-01 A., Banerjee; G., Gallo; Otranto, Edoardo
The Choice of Time Interval in Seasonal Adjustment: a Heuristic Approach
2006-01-01 G., Bruno; Otranto, Edoardo
Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits
2006-01-01 F., Bacchini; R., Iannaccone; Otranto, Edoardo
"L’Irregolarità delle Carriere Studentesche: un’Indagine della Facoltà di Economia"
2006-01-01 G., Demuro; Otranto, Edoardo
A time varying Hidden Markov model with latent information
2007-01-01 Otranto, Edoardo
Asset allocation using dynamic conditional correlation models with Markov Switching
2007-01-01 Otranto, Edoardo
Testing for Equal Predictability of Stationary ARMA Processes
2007-01-01 Otranto, Edoardo; U., Triacca
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model
2007-01-01 G., Gallo; Otranto, Edoardo
Evaluating the risk of pension funds by statistical procedures
2007-01-01 Otranto, Edoardo; A., Trudda
Evaluating the risk of pension funds by statistical procedures
2008-01-01 Otranto, Edoardo; Trudda, Alessandro
Clustering heteroskedastic time series by model-based procedures
2008-01-01 Otranto, Edoardo
Classifying Italian Pension Funds via GARCH Distance
2008-01-01 Otranto, Edoardo; A., Trudda
Recognizing and forecasting the sign of financial local trends using hidden Markov models
2008-01-01 Grosso, Enrico; Bicego, Manuele; Otranto, Edoardo
Asset allocation using flexible dynamic correlation models with regime switching
2008-01-01 Otranto, Edoardo
Models to Date the Business Cycle: the Italian Case
2008-01-01 G., Bruno; Otranto, Edoardo
Clustering mutual funds by return and risk levels
2008-01-01 Otranto, Edoardo; Lisi, Francesco
Clustering Heteroskedastic Time Series by Model-Based Procedures
2008-01-01 Otranto, Edoardo
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