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 4 10 19 43
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 0 3 23 3 5 17 49
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 3 4 9 6 10 28 53
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 2 2 6 9
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 6 8 16 54
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 3 4 9 31
Stochastic Local Volatility models and the Wei-Norman factorization method 1 1 2 10 6 7 11 25
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 2 2 3 7
Total Working Papers 1 4 11 92 32 48 109 271

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 1 5 90
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 2 3 21 28
A new approach to forecast market interest rates through the CIR model 0 0 2 20 2 9 24 89
A three-factor stochastic model for forecasting production of energy materials 0 0 1 5 1 3 7 19
Addressing the financial impact of natural disasters in the era of climate change 0 0 1 3 1 1 11 17
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 4 6 14
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 1 2 10 21
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 2 4 1 2 9 35
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 1 2 5 17
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 2 7 21
Exchange traded products: Taxonomy, risk and mitigations 0 1 1 3 2 6 13 15
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 5 15 26 31
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 1 1 3 16 9 16 30 107
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 4 6 13 15
Interest rates calibration with a CIR model 1 1 8 69 5 10 36 244
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 2 6 2 6 16 36
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 2 14 17 27
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 3 6 11 47
Recurrence quantification analysis of business cycles 0 0 0 7 1 2 8 39
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 1 3 6 9 16 26
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 2 2 23 23
Total Journal Articles 2 3 22 186 50 121 314 961

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 3 3 5 16
An Empirical Test of Harrod’s Model 0 0 0 0 0 2 6 9
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 1 4 10 17
Applied Spectral Analysis 0 0 0 0 1 4 12 17
Bifurcations 0 0 0 0 0 1 6 8
Chaos 0 0 0 0 0 2 4 13
Dynamical Systems 0 0 0 0 0 2 10 17
Embedding Dimension and Mutual Information 0 0 0 0 0 3 7 17
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 3 10 31 88
Introduction 0 0 0 0 0 2 2 11
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 1 4 13 28
On Business Cycles and Growth 0 0 0 0 0 3 11 24
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 5 7 13 33
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 3 5 11 36
The Harrod Model 0 0 0 0 6 7 13 23
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 1 2 13 25
Total Chapters 0 0 0 2 24 61 167 382

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Statistics updated 2026-05-06