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Edoardo Otranto
2010 – today
- 2010
[j3]Edoardo Otranto: Identifying financial time series with similar dynamic conditional correlation. Computational Statistics & Data Analysis 54(1): 1-15 (2010)
2000 – 2009
- 2008
[j2]Giampiero M. Gallo, Edoardo Otranto: Volatility spillovers, interdependence and comovements: A Markov Switching approach. Computational Statistics & Data Analysis 52(6): 3011-3026 (2008)
[j1]Edoardo Otranto: Clustering heteroskedastic time series by model-based procedures. Computational Statistics & Data Analysis 52(10): 4685-4698 (2008)
[c1]Manuele Bicego, Enrico Grosso, Edoardo Otranto: A Hidden Markov Model Approach to Classify and Predict the Sign of Financial Local Trends. SSPR/SPR 2008: 852-861
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last updated on 2012-09-10 15:50 CEST by the dblp team



