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Items where Discipline is "Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica"
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Number of items at this level: 13.

Article

Banerjee, Anindya and Gallo, Giampiero M. and Otranto, Edoardo (2006) Frontiers in time series analysis: introduction. Oxford Bulletin of Economics and Statistics, Vol. 68 (Suppl. 1), p. 679-682. eISSN 1468-0084. Article.

Bruno, Giancarlo and Otranto, Edoardo (2008) Models to date the business cycle: the Italian case. Economic Modelling, Vol. 25 (5), p. 899-911. ISSN 0264-9993. Article.

Detotto, Claudio and Otranto, Edoardo (2010) Does crime affect economic growth? Kyklos, Vol. 63 (3), p. 330-345. eISSN 1467-6435. Article.

Gallo, Giampiero M. and Otranto, Edoardo (2008) Volatility spillovers, interdependence and comovements: a Markov Switching approach. Computational Statistics & Data Analysis, Vol. 52 (6), p. 3011-3026. ISSN 0167-9473. Article.

Otranto, Edoardo (2005) The multi-chain Markov switching model. Journal of Forecasting, Vol. 24 (7), p. 523-537. eISSN 1099-131X. Article.

Conference or Workshop Item

Bicego, Manuele and Grosso, Enrico and Otranto, Edoardo (2008) A Hidden Markov model approach to classify and predict the sign of financial local trends. In: Structural, Syntactic, and Statistical Pattern Recognition, Joint IAPR International Workshop, SSPR & SPR 2008: proceedings, 4-6 December 2008, Orlando, USA. Berlin - Heidelberg, Springer. p. 852-861. (Lecture Notes in Computer Science, 5342/2008). ISBN 978-3-540-89688-3. Conference or Workshop Item.

Working Paper

Bicego, Manuele and Grosso, Enrico and Otranto, Edoardo (2008) Recognizing and forecasting the sign of financial local trends using hidden Markov models. Cagliari, CRENoS. p. 15 (Working Papers CRENoS, 2008, 03). Working Paper.

Detotto, Claudio and Otranto, Edoardo (2010) Cycles in crime and economy: leading, lagging and coincident behaviors. Cagliari, CRENoS-CUEC. p. 21 (Working Papers CRENoS, 2010, 23). ISBN 978-88-8467-622-1. Working Paper.

Detotto, Claudio and Otranto, Edoardo (2010) A Time varying parameter approach to analyze the macroeconomic consequences of crime. Cagliari, CRENoS-CUEC. p. 23 (Working Papers CRENoS, 2010, 2). ISBN 978-88-84-67-569-9. Working Paper.

Lisi, Francesco and Otranto, Edoardo (2008) Clustering mutual funds by return and risk levels. Cagliari, CRENoS. p. 9 (Working Papers CRENoS, 2008, 13). Working Paper.

Otranto, Edoardo (2008) Asset allocation using flexible dynamic correlation models with regime switching. Cagliari, CRENoS. p. 26 (Working Papers CRENoS, 2008, 10). Working Paper.

Otranto, Edoardo (2008) Clustering heteroskedastic time series by model-based procedures. Cagliari, CRENoS. p. 26 (Working Papers CRENoS, 2008, 01). Working Paper.

Otranto, Edoardo (2009) Improving the forecasting of dynamic conditional correlation: a volatility dependent approach. Cagliari, CRENoS-CUEC. p. 18 (Working Papers CRENoS, 2009, 17). ISBN 978-88-84-67-541-5. Working Paper.

This list was generated on Fri Oct 24 22:35:11 2014 CEST.