Details about Giuseppe Orlando
Access statistics for papers by Giuseppe Orlando.
Last updated 2025-03-21. Update your information in the RePEc Author Service.
Short-id: por230
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Working Papers
2023
- Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions
Working Papers, New School for Social Research, Department of Economics
- Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain)
Papers, arXiv.org View citations (1)
- Resilience and complex dynamics - safeguarding local stability against global instability
Working Papers, New School for Social Research, Department of Economics
2022
- Stochastic Local Volatility models and the Wei-Norman factorization method
Papers, arXiv.org View citations (1)
- Straightening skewed markets with an index tracking optimizationless portfolio
Papers, arXiv.org
2019
- Forecasting interest rates through Vasicek and CIR models: a partitioning approach
Papers, arXiv.org View citations (2)
See also Journal Article Forecasting interest rates through Vasicek and CIR models: A partitioning approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (8) (2020)
2018
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Papers, arXiv.org View citations (1)
See also Journal Article Challenges in approximating the Black and Scholes call formula with hyperbolic tangents, Decisions in Economics and Finance, Springer (2021) View citations (4) (2021)
- On The Calibration of Short-Term Interest Rates Through a CIR Model
Papers, arXiv.org
Journal Articles
2025
- Exchange traded products: Taxonomy, risk and mitigations
International Review of Financial Analysis, 2025, 101, (C)
- Skew–Brownian processes for estimating the volatility of crude oil Brent
International Journal of Forecasting, 2025, 41, (2), 763-780
2024
- Addressing the financial impact of natural disasters in the era of climate change
The North American Journal of Economics and Finance, 2024, 73, (C) View citations (1)
- Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact
Risks, 2024, 12, (5), 1-26
2023
- A three-factor stochastic model for forecasting production of energy materials
Finance Research Letters, 2023, 51, (C)
- Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework
Applied Mathematics and Computation, 2023, 446, (C)
2022
- A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes
Journal of Forecasting, 2022, 41, (8), 1608-1622 View citations (1)
- Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
Mathematics, 2022, 11, (1), 1-20 View citations (3)
- Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Finance Research Letters, 2022, 47, (PA) View citations (6)
- Simulating heterogeneous corporate dynamics via the Rulkov map
Structural Change and Economic Dynamics, 2022, 61, (C), 32-42 View citations (1)
2021
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Decisions in Economics and Finance, 2021, 44, (1), 73-100 View citations (4)
See also Working Paper Challenges in approximating the Black and Scholes call formula with hyperbolic tangents, Papers (2018) View citations (1) (2018)
- Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)
Administrative Sciences, 2021, 11, (3), 1-28 View citations (2)
- Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
Risks, 2021, 9, (5), 1-35 View citations (5)
- Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work
Journal of Forecasting, 2021, 40, (8), 1566-1580 View citations (1)
2020
- Forecasting interest rates through Vasicek and CIR models: A partitioning approach
Journal of Forecasting, 2020, 39, (4), 569-579 View citations (8)
See also Working Paper Forecasting interest rates through Vasicek and CIR models: a partitioning approach, Papers (2019) View citations (2) (2019)
- Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default
IJFS, 2020, 8, (4), 1-22 View citations (8)
2019
- A new approach to forecast market interest rates through the CIR model
Studies in Economics and Finance, 2019, 37, (2), 267-292 View citations (5)
- An Empirical Test on Harrod’s Open Economy Dynamics
Mathematics, 2019, 7, (6), 1-13 View citations (1)
- Interest rates calibration with a CIR model
Journal of Risk Finance, 2019, 20, (4), 370-387 View citations (11)
2018
- Recurrence quantification analysis of business cycles
Chaos, Solitons & Fractals, 2018, 110, (C), 82-94 View citations (13)
See also Chapter Recurrence Quantification Analysis of Business Cycles, Dynamic Modeling and Econometrics in Economics and Finance, 2021, 269-282 (2021) (2021)
2016
- A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle
Mathematics and Computers in Simulation (MATCOM), 2016, 125, (C), 83-98 View citations (8)
Edited books
2021
- Nonlinearities in Economics
Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (4)
Chapters
2023
- A Survey on Business Cycles: History, Theory and Empirical Findings
Springer
2021
- An Empirical Test of Harrod’s Model
Springer
- An Example of Nonlinear Dynamical System: The Logistic Map
Springer
- Applied Spectral Analysis
Springer
- Bifurcations
Springer
- Chaos
Springer
- Dynamical Systems
Springer View citations (1)
- Embedding Dimension and Mutual Information
Springer
- Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips
Springer
- Introduction
Springer
- Kaldor–Kalecki New Model on Business Cycles
Springer
- On Business Cycles and Growth
Springer
- Recurrence Quantification Analysis of Business Cycles
Springer
See also Journal Article Recurrence quantification analysis of business cycles, Elsevier (2018) View citations (13) (2018)
- Recurrence Quantification Analysis: Theory and Applications
Springer
- The Harrod Model
Springer
- Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier
Springer
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