Giuseppe Orlando : Citation Profile


Are you Giuseppe Orlando?

Università degli Studi di Bari "Aldo Moro"

3

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

16

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 4
   Journals where Giuseppe Orlando has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 14 (29.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por230
   Updated: 2024-01-16    RAS profile: 2023-11-08    
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Relations with other researchers


Works with:

Kockesen, Levent (2)

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

Is cited by:

Levy, Daniel (5)

zvezdina, nataliya (1)

Egan, Paul (1)

Mikhaylov, Alexey (1)

Cites to:

Billio, Monica (14)

Semmler, Willi (9)

Addo, Peter Martey (8)

Levy, Daniel (7)

Oosterlee, Cornelis (6)

GUEGAN, Dominique (6)

Grzelak, Lech (5)

Blanchard, Olivier (4)

White, Alan (4)

Dezhbakhsh, Hashem (4)

juselius, katarina (3)

Main data


Where Giuseppe Orlando has published?


Journals with more than one article published# docs
Journal of Forecasting3
Finance Research Letters2
Mathematics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Working Papers / New School for Social Research, Department of Economics2

Recent works citing Giuseppe Orlando (2024 and 2023)


YearTitle of citing document
2023A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707.

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2023Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377.

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2023Non-Performing Loans and Net Interest Margin in the MENA Region: Linear and Non-Linear Analyses. (2023). Hakimi, Abdelaziz ; Kozarevi, Emira ; Alnabulsi, Khalil. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:64-:d:1132355.

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2023.

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2023.

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2023.

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2023Application of the kNN-Based Method and Survival Approach in Estimating Loss Given Default for Unresolved Cases. (2023). Matuszyk, Anna ; Kopciuszewski, Pawe ; Ptak-Chmielewska, Aneta. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:42-:d:1064290.

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2023Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies. (2023). Athari, Seyed Alireza ; Farmanesh, Panteha ; Saliba, Chafic. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00494-2.

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2023.

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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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paper2
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 nother version. Agregated cites: 2
article
2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach In: Papers.
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paper3
2020Forecasting interest rates through Vasicek and CIR models: A partitioning approach.(2020) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 3
article
2022Stochastic Local Volatility models and the Wei-Norman factorization method In: Papers.
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paper0
2022Straightening skewed markets with an index tracking optimizationless portfolio In: Papers.
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paper0
2023Modeling COVID-19 pandemic with financial markets models: The case of Ja\en (Spain) In: Papers.
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paper0
2023Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework In: Applied Mathematics and Computation.
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article0
2018Recurrence quantification analysis of business cycles In: Chaos, Solitons & Fractals.
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article8
2021Recurrence Quantification Analysis of Business Cycles.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
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This paper has nother version. Agregated cites: 8
chapter
2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model In: Finance Research Letters.
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article2
2023A three-factor stochastic model for forecasting production of energy materials In: Finance Research Letters.
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article0
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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article3
2022Simulating heterogeneous corporate dynamics via the Rulkov map In: Structural Change and Economic Dynamics.
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article0
2019Interest rates calibration with a CIR model In: Journal of Risk Finance.
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article4
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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article2
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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article7
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article1
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article0
2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions In: Risks.
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article0
2023Resilience and complex dynamics - safeguarding local stability against global instability In: Working Papers.
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2023Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions In: Working Papers.
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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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chapter0
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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chapter0
2021The Harrod Model In: Dynamic Modeling and Econometrics in Economics and Finance.
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chapter0
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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chapter0
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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chapter0
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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chapter0
2023A Survey on Business Cycles: History, Theory and Empirical Findings In: Springer Proceedings in Business and Economics.
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chapter0
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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article0
2022A generalized two?factor square?root framework for modeling occurrences of natural catastrophes In: Journal of Forecasting.
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