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 19 44
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 1 3 25 0 2 17 53
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 3 9 0 1 27 56
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 1 7 10
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 1 1 10 0 7 19 62
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 0 24 0 0 10 33
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 10 0 1 11 26
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 3 7
Total Working Papers 0 2 8 95 0 12 113 291

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A benchmark-asset principal component factorization for index tracking on large investment universes 0 0 3 3 1 5 24 27
A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle 0 0 2 32 0 0 10 95
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 0 21 28
A new approach to forecast market interest rates through the CIR model 0 0 1 20 0 1 19 91
A three-factor stochastic model for forecasting production of energy materials 0 0 1 5 0 0 7 19
Addressing the financial impact of natural disasters in the era of climate change 0 0 0 3 0 1 9 18
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 1 1 6 15
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 0 0 10 22
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 1 4 0 1 5 36
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 1 1 1 0 2 8 20
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 0 0 6 21
Exchange traded products: Taxonomy, risk and mitigations 0 0 1 3 2 2 18 20
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 1 1 28 33
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 0 4 18 0 0 28 109
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 2 13 17
Interest rates calibration with a CIR model 0 1 6 72 1 5 36 256
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 0 6 0 2 15 38
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 0 1 19 30
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 0 11 47
Predicting bank defaults in Italy: A comparative analysis of conventional and machine learning approaches 0 0 1 1 2 3 13 13
Recurrence quantification analysis of business cycles 0 0 1 8 0 1 9 41
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 1 3 0 0 17 27
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 0 1 1 3 21 26
Total Journal Articles 0 2 23 199 9 31 353 1,049

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 3 11 22
An Empirical Test of Harrod’s Model 0 0 0 0 0 0 5 9
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 0 0 11 19
Applied Spectral Analysis 0 0 0 0 0 0 11 17
Bifurcations 0 0 0 0 1 1 7 10
Chaos 0 0 0 0 0 0 4 13
Dynamical Systems 0 0 0 0 0 0 7 17
Embedding Dimension and Mutual Information 0 0 0 0 0 0 7 18
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 1 3 34 95
Introduction 0 0 0 0 0 0 3 12
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 2 2 12 30
On Business Cycles and Growth 0 0 0 0 0 0 9 24
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 1 1 18 38
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 1 2 14 40
The Harrod Model 0 0 0 0 0 1 15 26
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 0 0 11 25
Total Chapters 0 0 0 2 8 13 179 415

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Statistics updated 2026-10-11