OTRANTO, Edoardo
OTRANTO, Edoardo
"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; Grosso, Enrico; 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 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
2007-01-01 Otranto, Edoardo
A Time Varying Hidden Markov Model with Latent Information
2008-01-01 Otranto, Edoardo
A Time varying parameter approach to analyze the macroeconomic consequences of crime
2010-01-01 Otranto, Edoardo; Detotto, Claudio
Adding flexibility to Markov Switching Models
2015-01-01 Otranto, Edoardo
Analyzing the sign of financial local trends via Hidden Markov Models
2009-01-01 M., Bicego; Grosso, Enrico; 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
2008-01-01 Otranto, Edoardo
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching
2010-01-01 Otranto, Edoardo
Avversione al matrimonio? L’esperienza della popolazione irlandese dopo la Grande Carestia (1851-1911)
2000-01-01 L., Kennedy; Otranto, Edoardo; Pozzi, Lucia
Capturing the Spillover Effect with Multiplicative Error Models
2015-01-01 Otranto, Edoardo
Classication of Volatility in Presence of Time Varying Parameters
2011-01-01 Otranto, Edoardo