Giuseppe Orlando : Citation Profile


Are you Giuseppe Orlando?

Università degli Studi di Bari "Aldo Moro"

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

11

Articles

3

Papers

15

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 1
   Journals where Giuseppe Orlando has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 7 (46.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por230
   Updated: 2022-01-23    RAS profile: 2022-01-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Giuseppe Orlando.

Is cited by:

Cites to:

Billio, Monica (8)

Levy, Daniel (6)

Addo, Peter Martey (5)

Dezhbakhsh, Hashem (3)

juselius, katarina (3)

Moreno, Manuel (3)

Colander, David (3)

GUEGAN, Dominique (3)

Kirman, Alan (3)

White, Alan (3)

White, Alan (3)

Main data


Where Giuseppe Orlando has published?


Journals with more than one article published# docs
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Giuseppe Orlando (2021 and 2020)


YearTitle of citing document
2021How to handle negative interest rates in a CIR framework. (2021). Kamm, Kevin ; di Francesco, Marco. In: Papers. RePEc:arx:papers:2106.03716.

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2021Deep Calibration of Interest Rates Model. (2021). Sarr, Djibril ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:2110.15133.

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2021A new chaotic system with nested coexisting multiple attractors and riddled basins. (2021). You, Zhenzhen ; Zhou, Ling ; Tang, Yun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921004112.

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2021Are Sustainable Companies More Likely to Default? Evidence from the Dynamics between Credit and ESG Ratings. (2021). Posch, Peter ; Poppe, Lars ; Aslan, Aydin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8568-:d:606100.

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2021Improving the Estimation and Predictions of Small Time Series Models. (2021). Liu-Evans, Gareth. In: Working Papers. RePEc:liv:livedp:202106.

Full description at Econpapers || Download paper

Giuseppe Orlando has edited the books:


YearTitleTypeCited

Works by Giuseppe Orlando:


YearTitleTypeCited
2018On The Calibration of Short-Term Interest Rates Through a CIR Model In: Papers.
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2018Challenges in approximating the Black and Scholes call formula with hyperbolic tangents In: Papers.
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2021Challenges in approximating the Black and Scholes call formula with hyperbolic tangents.(2021) In: Decisions in Economics and Finance.
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This paper has another version. Agregated cites: 0
article
2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach In: Papers.
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2020Forecasting interest rates through Vasicek and CIR models: A partitioning approach.(2020) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 2
article
2018Recurrence quantification analysis of business cycles In: Chaos, Solitons & Fractals.
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article1
2021Recurrence Quantification Analysis of Business Cycles.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
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This paper has another version. Agregated cites: 1
chapter
2016A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle In: Mathematics and Computers in Simulation (MATCOM).
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article1
2019Interest rates calibration with a CIR model In: Journal of Risk Finance.
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article2
2019A new approach to forecast market interest rates through the CIR model In: Studies in Economics and Finance.
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article1
2021Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) In: Administrative Sciences.
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2020Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default In: IJFS.
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2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions In: Risks.
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2021Introduction In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Recurrence Quantification Analysis: Theory and Applications In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021On Business Cycles and Growth In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021The Harrod Model In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Kaldor–Kalecki New Model on Business Cycles In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021An Empirical Test of Harrod’s Model In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Dynamical Systems In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021An Example of Nonlinear Dynamical System: The Logistic Map In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Bifurcations In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Chaos In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Embedding Dimension and Mutual Information In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Applied Spectral Analysis In: Dynamic Modeling and Econometrics in Economics and Finance.
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2021Interest rates forecasting: Between Hull and White and the CIR#—How to make a single?factor model work In: Journal of Forecasting.
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