OTRANTO, Edoardo

OTRANTO, Edoardo  

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Titolo Data di pubblicazione Autore(i) File
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations 1-gen-2012 Otranto, Edoardo
A GARCH-Volatility dependent DCC model 1-gen-2010 Otranto, Edoardo
A Hidden Markov Model approach to classify and predict the sign of financial local trends 1-gen-2008 M., Bicego; Grosso, Enrico; Otranto, Edoardo
A New Approach to Study the Volatility Transmission Across Markets 1-gen-2004 G., Gallo; Otranto, Edoardo
A nonparametric Bayesian Approach to detect the number of regimes in Markov Switching models 1-gen-1999 Otranto, Edoardo; G. M., Gallo
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 1-gen-2002 Otranto, Edoardo; G., Gallo
A Test for Model Choice in Seasonal Adjustment 1-gen-2002 F., Bacchini; R., Iannaccone; Otranto, Edoardo
A time varying Hidden Markov model with latent information 1-gen-2007 Otranto, Edoardo
A Time Varying Hidden Markov Model with Latent Information 1-gen-2008 Otranto, Edoardo
Adding flexibility to Markov Switching Models 1-gen-2015 Otranto, Edoardo
Analyzing the sign of financial local trends via Hidden Markov Models 1-gen-2009 M., Bicego; Grosso, Enrico; Otranto, Edoardo
Asset allocation using dynamic conditional correlation models with Markov Switching 1-gen-2007 Otranto, Edoardo
Asset allocation using flexible dynamic correlation models with regime switching 1-gen-2008 Otranto, Edoardo
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 1-gen-2010 Otranto, Edoardo
Avversione al matrimonio? L’esperienza della popolazione irlandese dopo la Grande Carestia (1851-1911) 1-gen-2000 L., Kennedy; Otranto, Edoardo; Pozzi, Lucia
Capturing the Spillover Effect with Multiplicative Error Models 1-gen-2015 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
Classifying Italian Pension Funds via GARCH Distance 1-gen-2008 Otranto, Edoardo; A., Trudda
Classifying the Markets Volatility with ARMA Distance Measures 1-gen-2005 Otranto, Edoardo