Giuseppe Orlando
Names
| first: |
Giuseppe |
| last: |
Orlando |
Identifer
Contact
Affiliations
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Università degli Studi di Bari "Aldo Moro"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza
Research profile
author of:
- On The Calibration of Short-Term Interest Rates Through a CIR Model (RePEc:arx:papers:1806.03683)
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (RePEc:arx:papers:1810.04623)
by Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela - Forecasting interest rates through Vasicek and CIR models: a partitioning approach (RePEc:arx:papers:1901.02246)
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - Stochastic Local Volatility models and the Wei-Norman factorization method (RePEc:arx:papers:2201.11241)
by Julio Guerrero & Giuseppe Orlando - Straightening skewed markets with an index tracking optimizationless portfolio (RePEc:arx:papers:2203.13766)
by Daniele Bufalo & Michele Bufalo & Francesco Cesarone & Giuseppe Orlando - Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain) (RePEc:arx:papers:2301.08803)
by Julio Guerrero & Maria del Carmen Galiano & Giuseppe Orlando - Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework (RePEc:eee:apmaco:v:446:y:2023:i:c:s0096300323000206)
by Ascione, Giacomo & Mehrdoust, Farshid & Orlando, Giuseppe & Samimi, Oldouz - Recurrence quantification analysis of business cycles (RePEc:eee:chsofr:v:110:y:2018:i:c:p:82-94)
by Orlando, Giuseppe & Zimatore, Giovanna - Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888)
by Orlando, Giuseppe & Bufalo, Michele - A three-factor stochastic model for forecasting production of energy materials (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005347)
by Bufalo, Michele & Orlando, Giuseppe - A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle (RePEc:eee:matcom:v:125:y:2016:i:c:p:83-98)
by Orlando, Giuseppe - Simulating heterogeneous corporate dynamics via the Rulkov map (RePEc:eee:streco:v:61:y:2022:i:c:p:32-42)
by Orlando, Giuseppe - Interest rates calibration with a CIR model (RePEc:eme:jrfpps:jrf-05-2019-0080)
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - A new approach to forecast market interest rates through the CIR model (RePEc:eme:sefpps:sef-03-2019-0116)
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) (RePEc:gam:jadmsc:v:11:y:2021:i:3:p:62-:d:581161)
by Giuseppe Orlando & Edward Bace - Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default (RePEc:gam:jijfss:v:8:y:2020:i:4:p:68-:d:441882)
by Giuseppe Orlando & Roberta Pelosi - Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution (RePEc:gam:jmathe:v:11:y:2022:i:1:p:50-:d:1012571)
by Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci - An Empirical Test on Harrod’s Open Economy Dynamics (RePEc:gam:jmathe:v:7:y:2019:i:6:p:524-:d:238351)
by Giuseppe Orlando & Fabio Della Rossa - Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions (RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538)
by Giuseppe Orlando & Michele Bufalo - Resilience and complex dynamics - safeguarding local stability against global instability (RePEc:new:wpaper:2305)
by Willi Semmler & Fabio Della Rossa & Giuseppe Orlando & Gabriel R. Padro Rosario & Levent Kockesen - Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions (RePEc:new:wpaper:2309)
by Willi Semmler & Fabio Della Rossa & Giuseppe Orlando & Gabriel R. Padro Rosario & Levent Kockesen - Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00305-8)
by Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela - Introduction (RePEc:spr:dymchp:978-3-030-70982-2_1)
by Giuseppe Orlando & Alexander N. Pisarchik & Ruedi Stoop - Recurrence Quantification Analysis: Theory and Applications (RePEc:spr:dymchp:978-3-030-70982-2_10)
by Giuseppe Orlando & Giovanna Zimatore & Alessandro Giuliani - On Business Cycles and Growth (RePEc:spr:dymchp:978-3-030-70982-2_11)
by Giuseppe Orlando & Mario Sportelli - Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier (RePEc:spr:dymchp:978-3-030-70982-2_12)
by Giuseppe Orlando - The Harrod Model (RePEc:spr:dymchp:978-3-030-70982-2_13)
by Giuseppe Orlando & Mario Sportelli & Fabio Della Rossa - Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips (RePEc:spr:dymchp:978-3-030-70982-2_14)
by Giuseppe Orlando & Mario Sportelli - Kaldor–Kalecki New Model on Business Cycles (RePEc:spr:dymchp:978-3-030-70982-2_16)
by Giuseppe Orlando - Recurrence Quantification Analysis of Business Cycles (RePEc:spr:dymchp:978-3-030-70982-2_17)
by Giuseppe Orlando & Giovanna Zimatore - An Empirical Test of Harrod’s Model (RePEc:spr:dymchp:978-3-030-70982-2_18)
by Giuseppe Orlando & Fabio Della Rossa - Dynamical Systems (RePEc:spr:dymchp:978-3-030-70982-2_2)
by Giuseppe Orlando & Giovanni Taglialatela - An Example of Nonlinear Dynamical System: The Logistic Map (RePEc:spr:dymchp:978-3-030-70982-2_3)
by Giuseppe Orlando & Giovanni Taglialatela - Bifurcations (RePEc:spr:dymchp:978-3-030-70982-2_4)
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - Chaos (RePEc:spr:dymchp:978-3-030-70982-2_6)
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - Embedding Dimension and Mutual Information (RePEc:spr:dymchp:978-3-030-70982-2_7)
by Giuseppe Orlando & Ruedi Stoop & Giovanni Taglialatela - Applied Spectral Analysis (RePEc:spr:dymchp:978-3-030-70982-2_9)
by Fabio Della Rossa & Julio Guerrero & Giuseppe Orlando & Giovanni Taglialatela - Nonlinearities in Economics (RePEc:spr:dymeef:978-3-030-70982-2)
by None - A Survey on Business Cycles: History, Theory and Empirical Findings (RePEc:spr:prbchp:978-3-031-27785-6_2)
by Giuseppe Orlando & Mario Sportelli - Forecasting interest rates through Vasicek and CIR models: A partitioning approach (RePEc:wly:jforec:v:39:y:2020:i:4:p:569-579)
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work (RePEc:wly:jforec:v:40:y:2021:i:8:p:1566-1580)
by Giuseppe Orlando & Michele Bufalo - A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes (RePEc:wly:jforec:v:41:y:2022:i:8:p:1608-1622)
by Giuseppe Orlando & Michele Bufalo