Access Statistics for Edoardo Otranto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Specification of Space–Time AutoRegressive Models 0 0 3 47 3 4 10 63
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 0 0 0 277 0 0 1 910
A Realistic Model for Official Interest Rates 0 0 0 61 0 2 2 434
A Time Varying Parameter Approach to Analyze the Macroeconomic Consequences of Crime 0 0 0 74 0 0 1 227
Adding Flexibility to Markov Switching Models 0 0 0 76 0 0 3 88
Analisi degli effetti del residuo fiscale 0 0 0 0 0 0 1 8
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 0 0 2 246 0 0 4 642
Classification of Volatility in Presence of Changes in Model Parameters 0 0 0 69 1 1 1 256
Classifying the Markets Volatility with ARMA Distance Measures 0 0 1 205 0 0 3 428
Clustering Heteroskedastic Time Series by Model-Based Procedures 0 0 0 140 0 0 0 443
Clustering Mutual Funds by Return and Risk Levels 0 0 4 195 0 1 7 577
Clustering Space-Time Series: A Flexible STAR Approach 0 0 0 68 0 1 2 53
Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM 0 0 1 90 0 0 1 92
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 0 0 1 57 0 1 2 50
Cycles in Crime and Economy Revised 0 0 0 106 0 1 2 360
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 0 0 0 0 0 1 1 9
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 0 0 0 96 0 0 1 374
Dating the Italian BUsiness Cycle: A Comparison of Procedures 2 3 5 306 3 8 25 1,250
Dating the Italian Business Cycle: A Comparison of Procedures 2 2 3 160 2 2 4 737
Does Crime Affect Economic Growth? 0 0 0 0 0 2 9 125
Extraction of Common Signal from Series with Different Frequency 0 0 0 149 0 0 2 527
Financial Clustering in Presence of Dominant Markets 0 0 0 3 0 0 0 41
Forecasting Realized Volatility with Changes of Regimes 0 0 1 100 1 1 2 129
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 0 0 0 35 1 1 1 142
Il residuo fiscale nelle regioni italiane 0 0 0 0 0 0 1 7
Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach 0 0 0 95 0 0 0 227
Indirect estimation of Markov switching models with endogenous switching 0 0 1 42 0 0 3 141
Measuring the Effects of Unconventional Policies on Stock Market Volatility 0 0 0 25 1 1 3 60
Misura dell’effetto criminalità sull’economia italiana 0 0 0 0 0 0 0 2
Model effect on projected mortality indicators 0 0 0 20 0 0 1 75
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 0 1 9
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 0 0 2 220
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 1 2 36
Modeling the dependence of conditional correlations on volatility 0 0 0 27 0 0 1 63
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 1 1 1 44 2 2 5 64
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 0 0 2 24
Modelling the discrete and infrequent official interest rate change in the UK 0 0 0 60 0 1 1 243
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 0 0 1 9
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 0 0 1 48
On Classifying the Effects of Policy Announcements on Volatility 0 0 0 19 0 0 1 26
On Classifying the Effects of Policy Announcements on Volatility 0 0 0 7 0 0 0 11
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence 0 0 1 24 0 0 3 15
Realized Volatility Forecasting: Robustness to Measurement Errors 0 0 0 59 1 1 3 80
Realized Volatility and Change of Regimes 0 0 0 81 0 0 1 178
Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models 0 0 0 252 0 2 3 692
Reducing Bias in a Matching Estimation of Endogenous Treatment Effect 0 0 0 26 0 0 4 65
Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter 0 0 0 356 1 1 3 753
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 0 0 0 22 0 0 2 27
Spatial Effects in Dynamic Conditional Correlations 0 0 0 68 1 2 4 94
Spillover Effects in the Volatility of Financial Markets 0 0 0 53 0 0 0 138
The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach 0 0 0 88 0 0 0 237
The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools 0 0 0 15 0 0 2 119
The Markov Switching Asymmetric Multiplicative Error Model 0 0 0 54 0 1 2 112
Unconventional Policies Effects on Stock Market Volatility: A MAP Approach 0 0 0 9 0 0 0 23
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 0 0 0 39 2 2 4 153
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 0 0 0 235 0 0 0 517
Volatility Swings in the US Financial Markets 0 0 0 45 0 0 0 112
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 0 0 0 119 0 0 0 294
Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation 0 0 0 98 0 0 2 275
Volatility Transmission in Financial Markets: A New Approach 0 0 0 89 0 1 2 203
Volatility jumps and the classification of monetary policy announcements 0 0 0 4 0 1 1 8
Volatility jumps and the classification of monetary policy announcements 0 1 1 13 0 1 3 10
the Multi-State Markov Switching Model 0 0 1 355 0 0 2 630
Total Working Papers 5 7 26 5,176 19 43 151 13,965

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS 1 1 1 61 1 1 3 229
A realistic model for official interest rate movements and their consequences 0 0 0 21 0 1 2 91
Asset allocation using flexible dynamic correlation models with regime switching 1 1 1 39 1 1 1 130
Capturing the Spillover Effect With Multiplicative Error Models 0 0 1 1 0 0 2 4
Clustering heteroskedastic time series by model-based procedures 0 0 0 33 0 0 1 112
Clustering space-time series: FSTAR as a flexible STAR approach 0 0 0 3 0 0 1 47
Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach 0 0 0 3 0 1 1 29
Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model 0 0 0 0 0 0 3 3
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 0 1 2 11 0 1 5 50
Does Crime Affect Economic Growth? 7 18 55 1,970 37 96 450 25,453
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 0 0 0 10 0 0 0 53
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 1 6 0 1 3 46
Financial clustering in presence of dominant markets 0 0 0 3 0 0 0 45
Forecasting realized volatility with changing average levels 0 0 0 15 0 0 0 80
Forecasting the macro determinants of bank credit quality: a non-linear perspective 0 1 1 5 0 1 4 12
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 0 0 163
Identifying financial time series with similar dynamic conditional correlation 0 0 0 31 1 1 2 103
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 10 1 1 3 50
Models to date the business cycle: The Italian case 2 2 2 45 2 2 3 142
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 4 0 0 0 33
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 1 26 0 1 3 137
Realized volatility forecasting: Robustness to measurement errors 0 0 1 14 1 1 4 44
Spatial effects in dynamic conditional correlations 0 0 0 2 0 0 1 26
The choice of time interval in seasonal adjustment: A heuristic approach 0 0 0 4 0 0 1 63
The multi-chain Markov switching model 0 0 2 131 1 2 6 313
Unconventional policies effects on stock market volatility: The MAP approach 0 2 2 2 0 2 3 3
Volatility clustering in the presence of time-varying model parameters 0 0 0 0 1 1 1 6
Volatility spillovers, interdependence and comovements: A Markov Switching approach 0 0 0 87 0 0 1 262
Volatility transmission across currencies and commodities with US uncertainty measures 0 0 0 9 1 1 1 42
Volatility transmission across markets: a Multichain Markov Switching model 0 0 0 89 0 0 0 280
Total Journal Articles 11 26 71 2,692 47 115 505 28,051

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classifying Italian Pension Funds via GARCH Distance 0 0 0 0 0 0 3 7
Total Chapters 0 0 0 0 0 0 3 7

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06