Access Statistics for Giuseppe Orlando

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
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 14 0 0 2 24
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 1 1 1 21 1 2 7 33
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 0 5 1 2 2 26
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 0 1 3
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 8 2 2 5 40
Resilience and complex dynamics - safeguarding local stability against global instability 1 1 1 24 1 1 3 23
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 0 8 0 0 4 14
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 0 4
Total Working Papers 2 2 3 83 5 7 24 167

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle 0 0 0 30 0 0 3 85
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 0 2 7
A new approach to forecast market interest rates through the CIR model 0 2 4 18 1 4 11 66
A three-factor stochastic model for forecasting production of energy materials 0 1 1 4 0 2 2 12
Addressing the financial impact of natural disasters in the era of climate change 0 1 2 2 1 2 7 7
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 2 3 8
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 0 1 4 11
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 0 2 2 2 2 28
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 0 1 2 12
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 0 0 14
Exchange traded products: Taxonomy, risk and mitigations 0 2 2 2 0 2 2 2
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 1 1 0 0 4 5
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 0 2 13 1 2 11 78
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 0 0 2
Interest rates calibration with a CIR model 2 3 9 63 4 5 27 212
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 1 1 2 5 1 2 6 21
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 2 5 0 0 4 10
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 0 0 1 8 0 0 2 36
Recurrence quantification analysis of business cycles 0 0 0 7 1 1 4 32
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 0 2 0 0 3 10
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 0 0 0 0 0 0
Total Journal Articles 3 10 26 167 11 26 99 658

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Survey on Business Cycles: History, Theory and Empirical Findings 0 0 0 0 0 0 3 11
An Empirical Test of Harrod’s Model 0 0 0 0 0 0 1 3
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 0 1 3 7
Applied Spectral Analysis 0 0 0 0 0 1 1 5
Bifurcations 0 0 0 0 0 0 1 2
Chaos 0 0 0 0 0 0 1 9
Dynamical Systems 0 0 0 0 0 0 2 7
Embedding Dimension and Mutual Information 0 0 0 0 0 0 2 10
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 1 1 1 6 29 58
Introduction 0 0 0 0 0 1 1 9
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 1 2 7 16
On Business Cycles and Growth 0 0 0 0 0 2 4 13
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 0 0 2 20
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 0 3 10 25
The Harrod Model 0 0 0 0 0 0 3 10
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 0 1 4 12
Total Chapters 0 0 1 2 2 17 74 217

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Statistics updated 2025-06-06