Concepedia

Edoardo Otranto

EO

22

Publications

862

Citations

16

H-Index

2002

Active since

Affiliations

University of Messina(Current)

University of Sassari

University of Florence

Drexel University

Qatar University

Edoardo Otranto is an author at University of Messina specializing in business, finance, and statistics.

Top concepts

BusinessFinanceStatisticsEconomicsAsset PricingVolatility ModelingFinancial EconomicsEngineeringTime Series EconometricsForecasting

Publications per year

2002–2021

22

Publications

22

Volatility spillovers, interdependence and comovements: A Markov Switching approach

Giampiero M. Gallo, Edoardo Otranto · Computational Statistics & Data Analysis · 2007 · 122 citations

Volatility Modeling, Economics, Financial Economics +4

Clustering heteroskedastic time series by model-based procedures

Edoardo Otranto · Computational Statistics & Data Analysis · 2008 · 104 citations · Full text

Engineering, Data Science, Heteroskedastic Time Series +4

Forecasting realized volatility with changing average levels

Giampiero M. Gallo, Edoardo Otranto · International Journal of Forecasting · 2015 · 62 citations · Full text

Forecasting Methodology, Volatility Modeling, Engineering +6

Does Crime Affect Economic Growth?

Claudio Detotto, Edoardo Otranto · Kyklos · 2010 · 55 citations

Criminal Code, Economic Development, Crime Analysis +18

Patterns of volatility transmissions within regime switching across GCC and global markets

Ahmed Khalifa, Shawkat Hammoudeh, Edoardo Otranto · International Review of Economics & Finance · 2013 · 55 citations

Global Markets, Volatility Modeling, Financial Economics +10

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