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 12 15 39
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 0 0 3 23 1 5 15 46
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 0 3 4 9 1 10 23 47
Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) 0 0 0 1 0 3 4 7
On The Calibration of Short-Term Interest Rates Through a CIR Model 0 0 1 9 2 3 10 48
Resilience and complex dynamics - safeguarding local stability against global instability 0 0 1 24 0 2 6 28
Stochastic Local Volatility models and the Wei-Norman factorization method 0 0 1 9 1 2 5 19
Straightening skewed markets with an index tracking optimizationless portfolio 0 0 0 2 0 0 1 5
Total Working Papers 0 3 10 91 6 37 79 239

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 2 5 90
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes 0 0 0 3 0 16 19 26
A new approach to forecast market interest rates through the CIR model 0 1 4 20 5 10 25 87
A three-factor stochastic model for forecasting production of energy materials 0 1 1 5 1 4 6 18
Addressing the financial impact of natural disasters in the era of climate change 0 0 1 3 0 4 10 16
An Empirical Test on Harrod’s Open Economy Dynamics 0 0 0 0 4 5 7 14
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents 0 0 0 1 1 6 10 20
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) 0 0 2 4 0 2 8 34
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution 0 0 0 0 0 3 5 16
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions 0 0 0 1 2 5 7 21
Exchange traded products: Taxonomy, risk and mitigations 0 1 3 3 0 7 13 13
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 0 0 0 1 5 14 21 26
Forecasting interest rates through Vasicek and CIR models: A partitioning approach 0 0 2 15 2 11 21 98
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework 0 0 0 0 2 4 9 11
Interest rates calibration with a CIR model 0 0 8 68 5 7 32 239
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work 0 0 2 6 3 9 14 34
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 0 0 0 5 11 13 15 25
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 3 8 44
Recurrence quantification analysis of business cycles 0 0 0 7 1 5 7 38
Simulating heterogeneous corporate dynamics via the Rulkov map 0 1 1 3 1 4 10 20
Skew–Brownian processes for estimating the volatility of crude oil Brent 0 0 1 1 0 4 21 21
Total Journal Articles 0 4 25 184 46 138 273 911

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 2 2 13
An Empirical Test of Harrod’s Model 0 0 0 0 2 4 6 9
An Example of Nonlinear Dynamical System: The Logistic Map 0 0 0 0 2 6 9 16
Applied Spectral Analysis 0 0 0 0 1 8 12 16
Bifurcations 0 0 0 0 1 2 6 8
Chaos 0 0 0 0 1 4 4 13
Dynamical Systems 0 0 0 0 1 2 10 17
Embedding Dimension and Mutual Information 0 0 0 0 2 5 7 17
Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips 0 0 0 1 3 17 30 85
Introduction 0 0 0 0 2 2 3 11
Kaldor–Kalecki New Model on Business Cycles 0 0 0 0 2 6 12 27
On Business Cycles and Growth 0 0 0 0 1 8 13 24
Recurrence Quantification Analysis of Business Cycles 0 0 0 0 1 5 8 28
Recurrence Quantification Analysis: Theory and Applications 0 0 0 0 2 6 9 33
The Harrod Model 0 0 0 0 1 3 7 17
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier 0 0 0 1 1 7 12 24
Total Chapters 0 0 0 2 23 87 150 358

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Statistics updated 2026-04-09