logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
E

Edoardo Otranto

University of Messina

16H指数
131论文数
1.0K被引数
收录论文 11
发表时间
logo
On using fuzzy clustering for detecting the number of states in Markov switching models关于使用模糊聚类检测马尔可夫转换模型中的状态数量
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2025-05-02
err0
errOAAI
errOtranto, Edoardo; Domianello, Luca Scaffidi
err分享
err收藏
Modeling meaningful volatility events to classify monetary policy announcements
errBIG DATA RESEARCH
IF4.2
err2025-05-01
err0
PREAI
errGallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
err分享
err收藏
On classifying the effects of policy announcements on volatility
errINTERNATIONAL JOURNAL OF APPROXIMATE REASONING
IF3
err2021-07-01
err6
errOAAI
errGallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
err分享
err收藏
Realized volatility forecasting: Robustness to measurement errors已实现波动率预测: 对测量误差的稳健性
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err19
PREAI
errCipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo
err分享
err收藏
Forecasting the macro determinants of bank credit quality: a non-linear perspective
errJOURNAL OF RISK FINANCE
IF4.7
err2020-08-03
err10
errOAAI
errFallanca, Maria Grazia; Forgione, Antonio Fabio; Otranto, Edoardo
err分享
err收藏
Nonlinearities and regimes in conditional correlations with different dynamics
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err6
errOAAI
errBauwens, Luc; Otranto, Edoardo
err分享
err收藏
Volatility transmission across currencies and commodities with US uncertainty measures
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2016-07-01
err21
PREAI
errKhalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat; Ramchander, Sanjay
err分享
err收藏
Forecasting realized volatility with changing average levels
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2015-07-01
err43
PREAI
errGallo, Giampiero M.; Otranto, Edoardo
err分享
err收藏
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
errECONOMIC MODELLING
IF4.7
err2014-08-01
err8
PREAI
errKhalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo
err分享
err收藏
Models to date the business cycle: The Italian case
errECONOMIC MODELLING
IF4.7
err2008-09-01
err8
PREAI
errBruno, Giancarlo; Otranto, Edoardo
err分享
err收藏
The multi-chain Markov switching model
errJOURNAL OF FORECASTING
IF2.7
err2005-01-01
err25
PREAI
errOtranto, E
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
S
Shawkat Hammoudeh
H 指数: 81 · 论文数: 425
L
Luc Bauwens
H 指数: 38 · 论文数: 320
G
Giampiero M. Gallo
H 指数: 28 · 论文数: 211
S
Sanjay Ramchander
H 指数: 24 · 论文数: 85
F
Fabrizio Cipollini
H 指数: 16 · 论文数: 77
查看更多