Edoardo Otranto

According to our database, Edoardo Otranto authored at least 7 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

On classifying the effects of policy announcements on volatility.

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto

Int. J. Approx. Reason., 2021

2019

Clustering space-time series: FSTAR as a flexible STAR approach.

Edoardo Otranto, Massimo Mucciardi

Adv. Data Anal. Classif., 2019

2015

Financial clustering in presence of dominant markets.

Edoardo Otranto, Romana Gargano

Adv. Data Anal. Classif., 2015

2010

Identifying financial time series with similar dynamic conditional correlation.

Edoardo Otranto

Comput. Stat. Data Anal., 2010

2008

Clustering heteroskedastic time series by model-based procedures.

Edoardo Otranto

Comput. Stat. Data Anal., 2008

Volatility spillovers, interdependence and comovements: A Markov Switching approach.

Giampiero M. Gallo, Edoardo Otranto

Comput. Stat. Data Anal., 2008

A Hidden Markov Model Approach to Classify and Predict the Sign of Financial Local Trends.

Manuele Bicego, Enrico Grosso, Edoardo Otranto

Proceedings of the Structural, 2008