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 6 20 44
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 1 1 3 24 1 5 17 50
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 0 4 9 1 8 28 54
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 2 6 9
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 0 8 14 54
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 0 24 2 5 10 33
Stochastic Local Volatility models and the Wei-Norman factorization method 0 1 2 10 0 7 11 25
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 2 3 7
Total Working Papers 1 2 10 93 5 43 109 276

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 1 1 1 31 2 3 7 92
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 2 21 28
A new approach to forecast market interest rates through the CIR model 0 0 2 20 1 8 24 90
A three-factor stochastic model for forecasting production of energy materials 0 0 1 5 0 2 7 19
Addressing the financial impact of natural disasters in the era of climate change 0 0 1 3 0 1 10 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 0 2 10 21
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 2 4 0 1 7 35
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 1 2 6 18
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 0 1 3 2 4 15 17
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 1 11 27 32
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 1 2 4 17 1 12 30 108
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 0 6 13 15
Interest rates calibration with a CIR model 0 1 6 69 3 13 35 247
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 1 6 0 5 15 36
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 2 15 19 29
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 5 11 47
Recurrence quantification analysis of business cycles 1 1 1 8 1 3 8 40
Simulating heterogeneous corporate dynamics via the Rulkov map 0 0 1 3 0 7 16 26
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 0 2 23 23
Total Journal Articles 3 5 22 189 14 110 317 975

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 6 8 19
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 2 5 12 19
Applied Spectral Analysis 0 0 0 0 0 2 12 17
Bifurcations 0 0 0 0 1 2 7 9
Chaos 0 0 0 0 0 1 4 13
Dynamical Systems 0 0 0 0 0 1 10 17
Embedding Dimension and Mutual Information 0 0 0 0 0 2 7 17
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 3 9 33 91
Introduction 0 0 0 0 1 3 3 12
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 0 3 12 28
On Business Cycles and Growth 0 0 0 0 0 1 11 24
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 4 10 17 37
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 2 7 13 38
The Harrod Model 0 0 0 0 2 9 15 25
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 0 2 13 25
Total Chapters 0 0 0 2 18 65 183 400

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Statistics updated 2026-06-04