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 1 1 3 25
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 1 2 22 0 1 9 36
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 1 1 1 6 1 3 5 29
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 0 0 3
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 2 9 0 1 7 43
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 0 0 3 23
Stochastic Local Volatility models and the Wei-Norman factorization method 0 1 1 9 0 1 5 15
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 0 4
Total Working Papers 1 3 7 87 2 7 32 178

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 0 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 0 4 19 0 1 13 72
A three-factor stochastic model for forecasting production of energy materials 0 0 1 4 0 0 2 12
Addressing the financial impact of natural disasters in the era of climate change 0 0 3 3 0 1 8 9
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 0 3 9
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 0 1 4 12
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 1 1 3 0 3 5 31
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 0 0 2 12
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 0 1 15
Exchange traded products: Taxonomy, risk and mitigations 0 0 2 2 0 0 2 2
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 1 1 0 0 3 5
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 1 2 14 1 2 10 81
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 1 2 4
Interest rates calibration with a CIR model 0 1 12 66 1 5 27 220
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 1 3 6 0 2 7 23
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 1 5 0 1 2 11
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 0 0 0 8 0 0 0 36
Recurrence quantification analysis of business cycles 0 0 0 7 0 0 3 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 1 1 1 0 4 5 5
Total Journal Articles 0 5 31 176 2 21 104 693

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 0 11
An Empirical Test of Harrod’s Model 0 0 0 0 0 1 2 4
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 1 1 3 8
Applied Spectral Analysis 0 0 0 0 1 1 2 6
Bifurcations 0 0 0 0 0 1 2 3
Chaos 0 0 0 0 0 0 1 9
Dynamical Systems 0 0 0 0 2 3 3 10
Embedding Dimension and Mutual Information 0 0 0 0 0 1 2 11
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 1 3 23 61
Introduction 0 0 0 0 0 0 1 9
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 0 2 7 18
On Business Cycles and Growth 0 0 0 0 0 2 5 15
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 0 0 1 20
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 0 0 8 26
The Harrod Model 0 0 0 0 1 1 3 11
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 0 1 4 14
Total Chapters 0 0 0 2 6 17 67 236

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Statistics updated 2025-10-06