| |
| 2008 | ||
|---|---|---|
| 3 | EE | 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 |
| 2 | EE | Edoardo Otranto: Clustering heteroskedastic time series by model-based procedures. Computational Statistics & Data Analysis 52(10): 4685-4698 (2008) |
| 1 | EE | Giampiero M. Gallo, Edoardo Otranto: Volatility spillovers, interdependence and comovements: A Markov Switching approach. Computational Statistics & Data Analysis 52(6): 3011-3026 (2008) |
| 1 | Manuele Bicego | [3] |
| 2 | Giampiero M. Gallo | [1] |
| 3 | Enrico Grosso | [3] |