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 6 8 9 33
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 0 3 23 3 6 14 44
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 1 6 6 13 19 43
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 3 4 4 7
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 1 3 8 46
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 1 4 7 27
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 9 1 3 5 18
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 1 1 5
Total Working Papers 0 0 7 88 21 42 67 223

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 1 4 4 89
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 15 17 18 25
A new approach to forecast market interest rates through the CIR model 1 1 4 20 3 7 18 80
A three-factor stochastic model for forecasting production of energy materials 1 1 2 5 2 3 6 16
Addressing the financial impact of natural disasters in the era of climate change 0 0 2 3 4 7 12 16
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 1 1 4 10
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 5 7 10 19
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 1 2 4 1 2 7 33
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 2 2 5 15
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 3 3 5 19
Exchange traded products: Taxonomy, risk and mitigations 0 0 2 2 3 6 9 9
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 4 10 12 16
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 1 2 15 4 9 16 91
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 2 4 7 9
Interest rates calibration with a CIR model 0 2 8 68 2 11 28 234
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 2 6 5 7 11 30
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 1 2 3 13
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 2 5 41
Recurrence quantification analysis of business cycles 0 0 0 7 4 5 6 37
Simulating heterogeneous corporate dynamics via the Rulkov map 1 1 1 3 1 5 8 17
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 4 16 21 21
Total Journal Articles 3 7 26 183 67 130 215 840

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 2 2 2 13
An Empirical Test of Harrod’s Model 0 0 0 0 2 3 5 7
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 3 5 7 13
Applied Spectral Analysis 0 0 0 0 5 7 9 13
Bifurcations 0 0 0 0 1 4 6 7
Chaos 0 0 0 0 2 2 3 11
Dynamical Systems 0 0 0 0 0 2 8 15
Embedding Dimension and Mutual Information 0 0 0 0 2 3 4 14
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 10 16 32 78
Introduction 0 0 0 0 0 0 1 9
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 3 5 12 24
On Business Cycles and Growth 0 0 0 0 5 5 11 21
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 3 6 7 26
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 4 5 10 31
The Harrod Model 0 0 0 0 2 5 7 16
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 6 9 13 23
Total Chapters 0 0 0 2 50 79 137 321

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Statistics updated 2026-02-12