Sfoglia per Autore
The Multi-Chain Markov Switching Model
2005-01-01 Otranto, Edoardo
Testing for Equal Predictability of Volatility
2005-01-01 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
Testing for equal predictability of stationary ARMA processes
2006-01-01 Otranto, Edoardo; U., Triacca
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
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model
2007-01-01 G., Gallo; Otranto, Edoardo
A time varying Hidden Markov model with latent information
2007-01-01 Otranto, Edoardo
Testing for Equal Predictability of Stationary ARMA Processes
2007-01-01 Otranto, Edoardo; U., Triacca
Asset allocation using dynamic conditional correlation models with Markov Switching
2007-01-01 Otranto, Edoardo
Evaluating the risk of pension funds by statistical procedures
2007-01-01 Otranto, Edoardo; A., Trudda
Clustering heteroskedastic time series by model-based procedures
2008-01-01 Otranto, Edoardo
Evaluating the risk of pension funds by statistical procedures
2008-01-01 Otranto, Edoardo; Trudda, Alessandro
A Hidden Markov Model approach to classify and predict the sign of financial local trends
2008-01-01 M., Bicego; Grosso, Enrico; Otranto, Edoardo
Clustering mutual funds by return and risk levels
2008-01-01 Otranto, Edoardo; Lisi, Francesco
Statistics for Spatio-Temporal Modelling
2008-01-01 D., Cocchi; J., Mateu; F., Montes; Otranto, Edoardo; E., Porcu; Usai, Antonio
Transition Economies: 21st Century Issues and Challenges
2008-01-01 Otranto, Edoardo; A., Trudda
A Time Varying Hidden Markov Model with Latent Information
2008-01-01 Otranto, Edoardo
Recognizing and forecasting the sign of financial local trends using hidden Markov models
2008-01-01 Grosso, Enrico; Bicego, Manuele; Otranto, Edoardo
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