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 1 20 44
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 1 2 24 0 2 15 51
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 4 9 0 2 27 55
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 0 6 9
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 0 9 0 1 13 55
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 0 24 0 2 10 33
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 10 0 0 10 25
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 3 7
Total Working Papers 0 1 7 93 0 8 104 279

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 2 2 32 0 5 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 1 2 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 1 1 10 18
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 0 0 5 14
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 0 1 11 22
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 2 4 0 0 7 35
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 0 1 6 18
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 0 3 16 18
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 0 1 27 32
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 2 5 18 0 2 30 109
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 0 12 15
Interest rates calibration with a CIR model 1 3 6 72 2 9 34 253
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 0 6 2 2 16 38
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 1 3 20 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
Recurrence quantification analysis of business cycles 0 1 1 8 0 1 8 40
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 1 3 0 1 17 27
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 0 1 0 0 18 23
Total Journal Articles 1 8 20 194 7 32 311 993

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 3 8 19
An Empirical Test of Harrod’s Model 0 0 0 0 0 0 6 9
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 0 2 12 19
Applied Spectral Analysis 0 0 0 0 0 0 12 17
Bifurcations 0 0 0 0 0 1 6 9
Chaos 0 0 0 0 0 0 4 13
Dynamical Systems 0 0 0 0 0 0 10 17
Embedding Dimension and Mutual Information 0 0 0 0 0 1 7 18
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 0 4 32 92
Introduction 0 0 0 0 0 1 3 12
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 0 0 11 28
On Business Cycles and Growth 0 0 0 0 0 0 9 24
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 0 4 17 37
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 0 2 12 38
The Harrod Model 0 0 0 0 0 2 15 25
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 0 20 175 402

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Statistics updated 2026-08-07