Access Statistics for Edoardo Otranto

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
A Flexible Specification of Space–Time AutoRegressive Models 0 1 3 50 1 6 26 86
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 0 0 0 277 0 0 7 917
A Realistic Model for Official Interest Rates 0 0 0 61 3 8 15 449
A Time Varying Parameter Approach to Analyze the Macroeconomic Consequences of Crime 0 0 0 74 3 5 7 234
A Vector Multiplicative Error Model with Spillover Effects and Co-movements 0 0 2 10 4 5 14 26
Adding Flexibility to Markov Switching Models 0 1 1 77 5 8 19 107
Analisi degli effetti del residuo fiscale 0 0 0 0 4 5 7 15
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching 0 0 1 247 0 9 18 660
Classification of Volatility in Presence of Changes in Model Parameters 1 1 1 70 7 8 19 274
Classifying the Markets Volatility with ARMA Distance Measures 0 0 0 205 4 7 10 438
Clustering Heteroskedastic Time Series by Model-Based Procedures 0 0 0 140 8 22 29 472
Clustering Mutual Funds by Return and Risk Levels 1 2 6 201 4 5 16 593
Clustering Space-Time Series: A Flexible STAR Approach 0 0 0 68 2 4 11 64
Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM 0 0 0 90 3 7 15 107
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach 0 0 0 57 3 4 8 58
Cycles in Crime and Economy Revised 0 0 0 106 1 2 8 368
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 0 0 0 0 1 1 4 13
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 0 0 0 96 1 5 7 381
Dating the Italian BUsiness Cycle: A Comparison of Procedures 0 0 3 307 4 6 25 1,272
Dating the Italian Business Cycle: A Comparison of Procedures 0 0 3 161 4 5 14 749
Does Crime Affect Economic Growth? 0 0 0 0 3 9 18 143
Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections 0 2 2 2 0 1 2 2
Extraction of Common Signal from Series with Different Frequency 0 0 0 149 3 6 10 537
Financial Clustering in Presence of Dominant Markets 0 0 0 3 3 8 10 51
Forecasting Realized Volatility with Changes of Regimes 0 0 0 100 0 3 8 136
Identifying Financial Time Series with Similar Dynamic Conditional Correlation 0 0 0 35 3 5 13 154
Il residuo fiscale nelle regioni italiane 0 0 0 0 3 5 10 17
Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach 0 0 0 95 0 5 10 237
Indirect estimation of Markov switching models with endogenous switching 0 0 0 42 4 8 16 157
Measuring the Effects of Unconventional Policies on Stock Market Volatility 0 0 0 25 7 38 129 188
Misura dell’effetto criminalità sull’economia italiana 0 0 0 0 0 1 2 4
Model effect on projected mortality indicators 0 0 0 20 2 5 14 89
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 0 0 0 0 0 5 10 19
Modeling the Dependence of Conditional Correlations on Volatility 0 0 0 148 1 5 21 241
Modeling the dependence of conditional correlations on market volatility 0 0 0 0 0 1 6 42
Modeling the dependence of conditional correlations on volatility 0 0 0 27 1 1 5 68
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 0 0 7 2 4 9 33
Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models 0 1 2 45 0 5 17 79
Modelling the discrete and infrequent official interest rate change in the UK 0 0 0 60 3 3 8 251
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics 0 0 1 40 3 5 13 70
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 18 4 7 9 57
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 0 0 2 8 13 22
On Classifying the Effects of Policy Announcements on Volatility 0 0 0 7 4 4 7 18
On Classifying the Effects of Policy Announcements on Volatility 0 0 0 19 2 2 11 37
On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence 0 0 0 24 2 11 20 35
Realized Covariance Models with Time-varying Parameters and Spillover Effects 0 0 2 17 0 2 15 35
Realized Volatility Forecasting: Robustness to Measurement Errors 0 0 0 59 4 6 13 92
Realized Volatility and Change of Regimes 0 0 0 81 3 4 11 189
Realized covariance models with time-varying parameters and spillover effects 0 0 0 0 2 2 2 2
Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models 0 0 0 252 0 5 14 706
Reducing Bias in a Matching Estimation of Endogenous Treatment Effect 0 0 0 26 1 3 11 76
Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter 0 0 0 356 4 6 17 769
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS 0 1 3 25 2 8 14 41
Spatial Effects in Dynamic Conditional Correlations 0 0 0 68 1 9 20 113
Spillover Effects in the Volatility of Financial Markets 0 0 1 54 0 1 11 149
The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach 0 0 0 88 1 15 23 260
The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools 0 0 0 15 0 5 11 130
The Markov Switching Asymmetric Multiplicative Error Model 1 1 1 55 4 7 18 130
Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models 0 6 6 6 2 6 6 6
Unconventional Policies Effects on Stock Market Volatility: A MAP Approach 0 0 0 9 0 4 11 34
VOLatility Archive for Realized Estimates (VOLARE) 1 18 18 18 12 34 34 34
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 0 0 0 39 0 2 14 165
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 0 0 0 235 3 4 17 534
Volatility Swings in the US Financial Markets 0 0 0 45 2 5 7 119
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 0 0 0 119 2 3 10 304
Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation 0 0 0 98 1 3 11 286
Volatility Transmission in Financial Markets: A New Approach 0 0 0 89 3 3 10 213
Volatility jumps and the classification of monetary policy announcements 0 0 2 15 3 6 14 24
Volatility jumps and the classification of monetary policy announcements 0 0 0 4 0 2 12 20
the Multi-State Markov Switching Model 0 0 0 355 1 2 11 641
Total Working Papers 4 34 58 5,291 165 424 1,007 15,042

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS 0 0 1 61 4 7 20 248
A realistic model for official interest rate movements and their consequences 0 0 0 21 3 8 18 109
Asset allocation using flexible dynamic correlation models with regime switching 0 0 1 39 4 7 19 148
Capturing the Spillover Effect With Multiplicative Error Models 0 1 2 3 3 10 21 25
Clustering heteroskedastic time series by model-based procedures 0 0 1 34 1 4 13 125
Clustering space-time series: FSTAR as a flexible STAR approach 0 0 0 3 0 3 8 55
Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach 0 0 0 3 4 6 12 41
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors 0 0 0 0 2 3 3 3
Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model 0 0 0 0 0 1 5 8
Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach 0 0 1 12 1 3 19 69
Does Crime Affect Economic Growth? 5 15 54 2,017 22 98 310 25,726
Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy 0 0 0 10 0 0 10 63
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 6 5 7 11 57
Financial clustering in presence of dominant markets 0 0 0 3 1 2 5 50
Forecasting realized volatility with changing average levels 0 0 0 15 5 9 16 96
Forecasting the macro determinants of bank credit quality: a non-linear perspective 0 0 0 5 3 5 13 25
Frontiers in Time Series Analysis: Introduction 0 0 0 57 2 5 9 172
Identifying financial time series with similar dynamic conditional correlation 0 0 0 31 0 4 13 115
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models 1 1 2 5 2 4 13 17
Modeling the Dependence of Conditional Correlations on Market Volatility 0 0 1 11 2 4 11 60
Models to date the business cycle: The Italian case 0 0 2 45 2 6 15 155
Nonlinearities and regimes in conditional correlations with different dynamics 0 0 1 5 2 4 17 50
On using fuzzy clustering for detecting the number of states in Markov switching models 0 0 0 0 3 5 16 16
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 0 26 3 8 17 154
Realized volatility forecasting: Robustness to measurement errors 0 0 0 14 7 14 21 64
Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS 0 0 0 2 1 2 10 15
Spatial effects in dynamic conditional correlations 0 0 0 2 0 3 7 33
The choice of time interval in seasonal adjustment: A heuristic approach 0 0 0 4 0 1 7 70
The multi-chain Markov switching model 1 1 3 134 3 5 20 332
Unconventional policies effects on stock market volatility: The MAP approach 0 0 0 2 3 5 16 19
Volatility clustering in the presence of time-varying model parameters 0 0 0 0 0 0 2 7
Volatility spillovers, interdependence and comovements: A Markov Switching approach 0 0 0 87 4 6 10 272
Volatility transmission across currencies and commodities with US uncertainty measures 0 0 0 9 2 8 14 55
Volatility transmission across markets: a Multichain Markov Switching model 0 0 0 89 0 1 3 283
Total Journal Articles 7 18 69 2,755 94 258 724 28,737

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classifying Italian Pension Funds via GARCH Distance 0 0 0 0 0 1 6 13
Clustering mutual funds by return and risk levels 0 0 0 0 2 2 2 2
Total Chapters 0 0 0 0 2 3 8 15

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06