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Titolo Data di pubblicazione Autore(i) File
A Hidden Markov Model approach to classify and predict the sign of financial local trends 1-gen-2008 M., Bicego; Grosso, Enrico; Otranto, Edoardo
Models to Date the Business Cycle: the Italian Case 1-gen-2008 G., Bruno; Otranto, Edoardo
A Time Varying Hidden Markov Model with Latent Information 1-gen-2008 Otranto, Edoardo
Clustering Heteroskedastic Time Series by Model-Based Procedures 1-gen-2008 Otranto, Edoardo
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 1-gen-2008 G., Gallo; Otranto, Edoardo
Analyzing the sign of financial local trends via Hidden Markov Models 1-gen-2009 M., Bicego; Grosso, Enrico; Otranto, Edoardo
Improving the forecasting of dynamic conditional correlation: a volatility dependent approach 1-gen-2009 Otranto, Edoardo
Turning Point Detection Using Markov Switching Models with Latent Information 1-gen-2010 Otranto, Edoardo
Clustering Mutual Funds by Return and Risk Levels 1-gen-2010 F., Lisi; Otranto, Edoardo
A GARCH-Volatility dependent DCC model 1-gen-2010 Otranto, Edoardo
Modeling and forecasting volatility subject to changes of regime 1-gen-2010 Otranto, Edoardo; G. M., Gallo
Does crime affect the economic growth? 1-gen-2010 C., Detotto; Otranto, Edoardo
A Time varying parameter approach to analyze the macroeconomic consequences of crime 1-gen-2010 Otranto, Edoardo; Detotto, Claudio
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 1-gen-2010 Otranto, Edoardo
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 1-gen-2010 Otranto, Edoardo
Cycles in crime and economy: leading, lagging and coincident behaviors 1-gen-2010 Otranto, Edoardo; Detotto, Claudio
Modeling realized volatility subject to changes of regime 1-gen-2011 G. M., Gallo; Otranto, Edoardo
Classication of Volatility in Presence of Time Varying Parameters 1-gen-2011 Otranto, Edoardo
Classification of volatility in presence of changes in model parameters 1-gen-2011 Otranto, Edoardo
REALIZED VOLATILITY AND CHANGES OF REGIME 1-gen-2011 G. M., Gallo; Otranto, Edoardo
Mostrati risultati da 41 a 60 di 82
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