4
H index
1
i10 index
50
Citations
Giuseppe Orlando : Citation Profile
Università degli Studi di Bari "Aldo Moro" | RESEARCH PRODUCTION: 20 Articles 8 Papers 1 Books 16 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2016 - 2025). 
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:
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Main data
Where Giuseppe Orlando has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Forecasting | 3 |
| Finance Research Letters | 2 |
| Risks | 2 |
| Mathematics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 6 |
| Working Papers / New School for Social Research, Department of Economics | 2 |
Recent works citing Giuseppe Orlando (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Deep Calibration of Interest Rates Model. (2024). ben Alaya, Mohamed ; Sarr, Djibril ; Kebaier, Ahmed. In: Papers. RePEc:arx:papers:2110.15133. Full description at Econpapers || Download paper |
| 2024 | New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669. Full description at Econpapers || Download paper |
| 2024 | Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093. Full description at Econpapers || Download paper |
| 2024 | Tax and financial credit risks—Empirical evidence from Chinese investment enterprises. (2024). Zhu, Ruihua ; Chen, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012898. Full description at Econpapers || Download paper |
| 2024 | Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959. Full description at Econpapers || Download paper |
| 2025 | Brazilian Selic Rate Forecasting with Deep Neural Networks. (2025). Moreira, Rodrigo ; Rodrigues, Larissa Ferreira ; Silva, Flvio Oliveira. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10597-2. Full description at Econpapers || Download paper |
| 2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper |
| 2024 | A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. (2024). di Bari, Antonio ; Bufalo, Michele ; Villani, Giovanni ; Biancardi, Marta. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05249-x. Full description at Econpapers || Download paper |
| 2024 | Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x. Full description at Econpapers || Download paper |
| 2024 | The emergence of chaos in productivity distribution dynamics. (2024). Gomes, Orlando. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-023-00419-9. Full description at Econpapers || Download paper |
| 2024 | Increasing returns and labor markets in a predator–prey model. (2024). Virgillito, Maria Enrica ; Dosi, Giovanni ; Usula, Davide. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:2:d:10.1007_s00191-024-00861-x. Full description at Econpapers || Download paper |
| 2024 | Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model. (2024). Orlando, Giuseppe ; Ceci, Claudia ; Bufalo, Michele. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-023-00350-y. Full description at Econpapers || Download paper |
Giuseppe Orlando has edited the books:
| Year | Title | Type | Cited |
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Works by Giuseppe Orlando:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | On The Calibration of Short-Term Interest Rates Through a CIR Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Challenges in approximating the Black and Scholes call formula with hyperbolic tangents In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Challenges in approximating the Black and Scholes call formula with hyperbolic tangents.(2021) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2019 | Forecasting interest rates through Vasicek and CIR models: a partitioning approach In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Forecasting interest rates through Vasicek and CIR models: A partitioning approach.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2022 | Stochastic Local Volatility models and the Wei-Norman factorization method In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Straightening skewed markets with an index tracking optimizationless portfolio In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Modeling COVID-19 pandemic with financial markets models: The case of Ja\en (Spain) In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 0 |
| 2018 | Recurrence quantification analysis of business cycles In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 10 |
| 2021 | Recurrence Quantification Analysis of Business Cycles.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 10 | chapter | |
| 2024 | Addressing the financial impact of natural disasters in the era of climate change In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2023 | A three-factor stochastic model for forecasting production of energy materials In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2025 | Skew–Brownian processes for estimating the volatility of crude oil Brent In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2016 | A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2022 | Simulating heterogeneous corporate dynamics via the Rulkov map In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Interest rates calibration with a CIR model In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 4 |
| 2019 | A new approach to forecast market interest rates through the CIR model In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) In: Administrative Sciences. [Full Text][Citation analysis] | article | 2 |
| 2020 | Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default In: IJFS. [Full Text][Citation analysis] | article | 7 |
| 2022 | Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution In: Mathematics. [Full Text][Citation analysis] | article | 3 |
| 2019 | An Empirical Test on Harrod’s Open Economy Dynamics In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2021 | Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions In: Risks. [Full Text][Citation analysis] | article | 2 |
| 2023 | Resilience and complex dynamics - safeguarding local stability against global instability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Introduction In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Recurrence Quantification Analysis: Theory and Applications In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | On Business Cycles and Growth In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | The Harrod Model In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Kaldor–Kalecki New Model on Business Cycles In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | An Empirical Test of Harrod’s Model In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Dynamical Systems In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | An Example of Nonlinear Dynamical System: The Logistic Map In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Bifurcations In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Chaos In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Embedding Dimension and Mutual Information In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2021 | Applied Spectral Analysis In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
| 2024 | Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model In: Mathematics and Financial Economics. [Full Text][Citation analysis] | book | 0 |
| 2023 | A Survey on Business Cycles: History, Theory and Empirical Findings In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2021 | Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2022 | A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team