OTRANTO, EDOARDO
OTRANTO, EDOARDO
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A Fuzzy Clustering Approach to Detect the Number of States in Markov Switching Models
file da validare2025-01-01 Otranto, Edoardo; Scaffidi Domianello, Luca
HAR-based realized volatility clustering
file da validare2024-01-01 D’Urso, Pierpaolo; Mattera, Raffaele; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach
file da validare2023-01-01 SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo
On the Relationship between Markov Switching Models and Fuzzy Clustering: a Nonparametric Method to Detect the Number of States
file da validare2023-01-01 Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
On using fuzzy clustering for detecting the number of states in Markov switching models
file da validare2025-01-01 Otranto, Edoardo; Domianello, Luca Scaffidi
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS
file da validare2022-01-01 Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca
Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS*
2024-01-01 Scaffidi Domianello, Luca; Gallo, Giampiero M.; Otranto, Edoardo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Fuzzy Clustering Approach to Detect the Number of States in Markov Switching Models | 1-gen-2025 | Otranto, Edoardo; Scaffidi Domianello, Luca | file da validare |
| HAR-based realized volatility clustering | 1-gen-2024 | D’Urso, Pierpaolo; Mattera, Raffaele; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
| Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach | 1-gen-2023 | SCAFFIDI DOMIANELLO, Luca; Otranto, Edoardo | file da validare |
| On the Relationship between Markov Switching Models and Fuzzy Clustering: a Nonparametric Method to Detect the Number of States | 1-gen-2023 | Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
| On using fuzzy clustering for detecting the number of states in Markov switching models | 1-gen-2025 | Otranto, Edoardo; Domianello, Luca Scaffidi | file da validare |
| Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS | 1-gen-2022 | Gallo, Giampiero M.; Otranto, Edoardo; SCAFFIDI DOMIANELLO, Luca | file da validare |
| Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS* | 1-gen-2024 | Scaffidi Domianello, Luca; Gallo, Giampiero M.; Otranto, Edoardo |