Author/Creator: Otranto, Edoardo - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Otranto, Edoardo

1. Adding flexibility to Markov Switching models. (December 2016)

Authors:: Otranto, Edoardo
Journal:: Statistical modelling
Issue:: Volume 16:Number 6(2016)
Page Start:: 477
Record Type:: Journal Article
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2. Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach. Issue 3 (9th November 2017)

Authors:: Gallo, Giampiero M.; Otranto, Edoardo
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 67:Issue 3(2018:May)
Page Start:: 549
Record Type:: Journal Article
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3. Forecasting the macro determinants of bank credit quality: a non-linear perspective. Issue 4 (10th August 2020)

Authors:: Fallanca, Maria Grazia; Forgione, Antonio Fabio; Otranto, Edoardo
Journal:: Journal of risk finance
Issue:: Volume 21:Issue 4(2020)
Page Start:: 423
Record Type:: Journal Article
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4. Forecasting the macro determinants of bank credit quality: a non-linear perspective. Issue 4 (3rd August 2020)

Authors:: Fallanca, Maria Grazia; Forgione, Antonio Fabio; Otranto, Edoardo
Journal:: Journal of risk finance
Issue:: Volume 21:Issue 4(2020)
Page Start:: 423
Record Type:: Journal Article
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5. Modeling the Dependence of Conditional Correlations on Market Volatility. Issue 2 (2nd April 2016)

Authors:: Bauwens, Luc; Otranto, Edoardo
Journal:: Journal of business & economic statistics
Issue:: Volume 34:Issue 2(2016)
Page Start:: 254
Record Type:: Journal Article
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6. Spatial effects in dynamic conditional correlations. Issue 4 (11th March 2016)

Authors:: Otranto, Edoardo; Mucciardi, Massimo; Bertuccelli, Pietro
Journal:: Journal of applied statistics
Issue:: Volume 43:Issue 4(2016)
Page Start:: 604
Record Type:: Journal Article
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7. Unconventional policies effects on stock market volatility: The MAP approach. Issue 5 (14th June 2022)

Authors:: Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 71:Issue 5(2022)
Page Start:: 1245
Record Type:: Journal Article
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8. Unconventional Policies Effects on Stock Market Volatility: The MAP Approach. Issue 5 (14th June 2022)

Authors:: Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 71:Issue 5(2022)
Page Start:: 1245
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗