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 5 12 14 38
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 0 3 23 1 7 14 45
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 3 3 4 9 3 13 22 46
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 4 4 7
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 0 3 8 46
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 1 3 6 28
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 9 0 1 4 18
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 1 5
Total Working Papers 3 3 10 91 10 43 73 233

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 2 4 89
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 1 16 19 26
A new approach to forecast market interest rates through the CIR model 0 1 4 20 2 9 20 82
A three-factor stochastic model for forecasting production of energy materials 0 1 2 5 1 4 7 17
Addressing the financial impact of natural disasters in the era of climate change 0 0 2 3 0 5 11 16
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 1 4 10
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 0 6 9 19
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 1 2 4 1 3 8 34
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 1 3 5 16
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 3 5 19
Exchange traded products: Taxonomy, risk and mitigations 1 1 3 3 4 8 13 13
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 5 13 16 21
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 0 2 15 5 12 20 96
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 2 7 9
Interest rates calibration with a CIR model 0 1 8 68 0 10 27 234
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 2 6 1 6 12 31
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 1 3 4 14
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 1 3 6 42
Recurrence quantification analysis of business cycles 0 0 0 7 0 4 6 37
Simulating heterogeneous corporate dynamics via the Rulkov map 0 1 1 3 2 5 9 19
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 0 9 21 21
Total Journal Articles 1 6 27 184 25 127 233 865

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 2 2 13
An Empirical Test of Harrod’s Model 0 0 0 0 0 2 4 7
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 1 4 8 14
Applied Spectral Analysis 0 0 0 0 2 9 11 15
Bifurcations 0 0 0 0 0 1 5 7
Chaos 0 0 0 0 1 3 3 12
Dynamical Systems 0 0 0 0 1 2 9 16
Embedding Dimension and Mutual Information 0 0 0 0 1 3 5 15
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 4 16 30 82
Introduction 0 0 0 0 0 0 1 9
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 1 4 11 25
On Business Cycles and Growth 0 0 0 0 2 7 12 23
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 1 4 7 27
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 0 5 9 31
The Harrod Model 0 0 0 0 0 4 6 16
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 0 7 12 23
Total Chapters 0 0 0 2 14 73 135 335

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Statistics updated 2026-03-04