Edoardo Otranto
Economics and Econometrics · 2002–2015
A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 32 citations into it; #18,868 of 23,481 by trust here, #20,730 by citations
- Finance — 31 citations into it; #8,679 of 10,518 by trust here, #9,027 by citations
- Statistics and Probability — 7 citations into it
Whom Edoardo Otranto trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Donald W. K. Andrews
- Peter J. Green
- Andrew Gelman
- Hahn-Shik Lee
- Donald B. Rubin
- S. Edwards
- Y. Tse
- Matthew West
- Giampiero M. Gallo
- Robert F. Engle
Who trusts Edoardo Otranto overall
Papers from Edoardo Otranto's perspective
Ordered by how strongly the researchers Edoardo Otranto trusts endorse each paper. Same corpus, a different order for every researcher.
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Bayesian Density Estimation and Inference Using Mixtures
- Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems
- Inference from Iterative Simulation Using Multiple Sequences
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Using Bootstrap Likelihood Ratio in Finite Mixture Models
- International transmission of stock market movements: a wavelet analysis
- Generalized autoregressive conditional heteroskedasticity
Their papers
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (2002) — 51 citations
- Forecasting realized volatility with changing average levels (2015) — 60 citations
- Does Crime Affect Economic Growth (2010) — 217 citations
- Volatility transmission across markets: a Multichain Markov Switching model (2007) — 47 citations