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 0 0 3 24
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 0 2 20 1 3 8 31
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 0 5 0 0 1 24
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 0 1 3
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 1 1 8 0 1 6 38
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 23 2 2 4 22
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 0 8 1 3 4 14
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 0 4
Total Working Papers 0 1 4 81 4 9 27 160

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 4 85
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 1 2 7
A new approach to forecast market interest rates through the CIR model 0 1 3 16 0 2 12 62
A three-factor stochastic model for forecasting production of energy materials 0 0 0 3 0 0 0 10
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 0 1 6
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 1 1 3 10
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 2 2 0 0 4 26
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 1 1 2 11
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 0 0 14
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 0 2 13 1 1 9 76
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 0 0 2
Interest rates calibration with a CIR model 0 2 7 60 1 4 31 207
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 1 4 0 0 6 19
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 1 3 5 0 1 5 10
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 0 0 1 8 0 0 3 36
Recurrence quantification analysis of business cycles 0 0 0 7 0 0 4 31
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 1 2 1 1 5 10
Total Journal Articles 0 4 20 155 5 12 91 622

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 3 11
An Empirical Test of Harrod’s Model 0 0 0 0 1 1 1 3
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 0 0 2 6
Applied Spectral Analysis 0 0 0 0 0 0 0 4
Bifurcations 0 0 0 0 1 1 1 2
Chaos 0 0 0 0 1 1 1 9
Dynamical Systems 0 0 0 0 0 0 3 7
Embedding Dimension and Mutual Information 0 0 0 0 0 1 3 10
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 1 1 6 11 28 52
Introduction 0 0 0 0 0 0 0 8
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 2 3 7 14
On Business Cycles and Growth 0 0 0 0 1 1 2 11
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 1 1 4 20
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 1 1 8 22
The Harrod Model 0 0 0 0 1 2 3 10
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 1 1 3 11
Total Chapters 0 0 1 2 16 24 69 200

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Statistics updated 2025-03-03