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 Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 1 4 16 206 3 8 50 701
A Realistic Model for Official Interest Rates 2 6 14 41 9 21 83 147
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 0 11 39 69 4 25 95 119
Classifying the Markets Volatility with ARMA Distance Measures 0 2 10 170 1 11 37 313
Clustering Heteroskedastic Time Series by Model-Based Procedures 4 8 22 62 9 23 76 141
Clustering Mutual Funds by Return and Risk Levels 3 8 43 69 8 26 129 154
Dating the Italian BUsiness Cycle: A Comparison of Procedures 4 8 30 56 23 60 194 394
Dating the Italian Business Cycle: A Comparison of Procedures 0 3 14 117 6 19 79 559
Extraction of Common Signal from Series with Different Frequency 2 3 13 104 6 14 63 302
MODELLING THE DISCRETE AND INFREQUENT OFFICIAL INTEREST RATE CHANGE IN THE UK 0 0 8 39 1 5 33 111
Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models 3 12 33 88 14 33 101 173
Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter 2 9 31 311 8 21 78 585
The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach 0 1 4 68 2 3 12 153
The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools 0 1 2 4 0 4 12 43
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 2 4 42 80 4 9 78 134
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 2 4 16 76 4 9 45 166
Volatility Transmission in Financial Markets: A New Approach 2 2 12 57 4 6 34 101
the Multi-State Markov Switching Model 2 5 22 279 3 10 39 424
Total Working Papers 29 91 371 1,896 109 307 1,238 4,720

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 2 8 43 2 5 16 130
Clustering heteroskedastic time series by model-based procedures 1 1 6 8 1 2 12 20
Frontiers in Time Series Analysis: Introduction 1 2 7 43 1 3 20 111
Models to date the business cycle: The Italian case 1 4 9 13 2 6 18 29
The multi-chain Markov switching model 1 3 18 63 1 3 31 155
Volatility spillovers, interdependence and comovements: A Markov Switching approach 2 3 24 30 5 9 43 56
Volatility transmission across markets: a Multichain Markov Switching model 0 4 15 44 0 10 34 104
Total Journal Articles 7 19 87 244 12 38 174 605

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Statistics updated 2009-11-04