4
H index
0
i10 index
41
Citations
Giuseppe Orlando : Citation Profile
Università degli Studi di Bari "Aldo Moro" | RESEARCH PRODUCTION: 15 Articles 8 Papers 16 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2016 - 2023). 
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 |
|---|---|
| Finance Research Letters | 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Deep Calibration of Interest Rates Model. (2021). Sarr, Djibril ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:2110.15133. Full description at Econpapers || Download paper |
| 2023 | A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers || Download paper |
| 2023 | Trend recurrence analysis and time series classification via trend fuzzy granular recurrence plot method. (2023). Yu, Fusheng ; He, Qian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010603. Full description at Econpapers || Download paper |
| 2023 | Examining 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. Full description at Econpapers || Download paper |
| 2024 | Tax and financial credit risks—Empirical evidence from Chinese investment enterprises. (2024). Chen, Fang ; Zhu, Ruihua. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012898. Full description at Econpapers || Download paper |
| 2023 | Non-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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Application 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. 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 | 4 |
| 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: 4 | 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 | 9 |
| 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: 9 | chapter | |
| 2022 | Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2023 | A three-factor stochastic model for forecasting production of energy materials In: Finance Research Letters. [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 |
| In: . [Full Text][Citation analysis] | article | 3 | |
| In: . [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 | 0 |
| 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 |
| 2023 | A Survey on Business Cycles: History, Theory and Empirical Findings In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team