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 2 3 27
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 1 3 23 3 5 11 41
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 1 6 4 8 13 37
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 1 1 1 4
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 2 2 7 45
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 1 3 6 26
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 9 0 2 4 17
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 1 1 5
Total Working Papers 0 1 7 88 12 24 46 202

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 3 3 88
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 3 4 10
A new approach to forecast market interest rates through the CIR model 0 0 3 19 4 5 15 77
A three-factor stochastic model for forecasting production of energy materials 0 0 1 4 1 2 4 14
Addressing the financial impact of natural disasters in the era of climate change 0 0 2 3 1 3 8 12
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 1 2 5 14
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 1 1 2 4 1 1 6 32
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 0 1 3 13
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 1 2 16
Exchange traded products: Taxonomy, risk and mitigations 0 0 2 2 1 4 6 6
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 4 7 8 12
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 1 2 15 3 6 12 87
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 3 5 7
Interest rates calibration with a CIR model 1 2 9 68 8 12 28 232
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 2 6 0 2 6 25
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 1 5 1 1 3 12
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 2 5 5 41
Recurrence quantification analysis of business cycles 0 0 0 7 0 1 2 33
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 0 2 2 6 7 16
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 5 12 17 17
Total Journal Articles 2 4 25 180 35 80 152 773

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 3 5
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 0 2 4 10
Applied Spectral Analysis 0 0 0 0 2 2 4 8
Bifurcations 0 0 0 0 0 3 5 6
Chaos 0 0 0 0 0 0 1 9
Dynamical Systems 0 0 0 0 1 5 8 15
Embedding Dimension and Mutual Information 0 0 0 0 0 1 3 12
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 2 7 23 68
Introduction 0 0 0 0 0 0 1 9
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 0 3 9 21
On Business Cycles and Growth 0 0 0 0 0 1 6 16
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 0 3 4 23
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 1 1 6 27
The Harrod Model 0 0 0 0 2 3 6 14
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 1 3 7 17
Total Chapters 0 0 0 2 9 35 90 271

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Statistics updated 2026-01-09