| Nonlinear dynamical systems with self-excited and hidden attractors VT Pham, S Vaidyanathan, C Volos, T Kapitaniak Springer, 2018 | 66 | 2018 |
| A review on implied volatility calculation G Orlando, G Taglialatela Journal of Computational and Applied Mathematics 320, 202-220, 2017 | 57 | 2017 |
| Forecasting interest rates through Vasicek and CIR models: A partitioning approach G Orlando, RM Mininni, M Bufalo Journal of Forecasting 39 (4), 569-579, 2020 | 42 | 2020 |
| Recurrence quantification analysis of business cycles G Orlando, G Zimatore Chaos, Solitons & Fractals 110, 82-94, 2018 | 39 | 2018 |
| Interest rates calibration with a CIR model G Orlando, RM Mininni, M Bufalo The Journal of Risk Finance 20 (4), 370-387, 2019 | 38 | 2019 |
| A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle G Orlando Mathematics and Computers in Simulation 125, 83-98, 2016 | 38 | 2016 |
| Business cycle modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model G Orlando, G Zimatore Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (8), 2020 | 30 | 2020 |
| A new approach to forecast market interest rates through the CIR model G Orlando, RM Mininni, M Bufalo Studies in Economics and Finance 37 (2), 267-292, 2020 | 29 | 2020 |
| A new approach to CIR short-term rates modelling G Orlando, RM Mininni, M Bufalo New methods in fixed income modeling: Fixed income modeling, 35-43, 2018 | 22 | 2018 |
| Recurrence quantification analysis on a Kaldorian business cycle model G Orlando, G Zimatore Nonlinear Dynamics 100 (1), 785-801, 2020 | 21 | 2020 |
| Non-performing loans for Italian companies: When time matters. An empirical research on estimating probability to default and loss given default G Orlando, R Pelosi International Journal of Financial Studies 8 (4), 68, 2020 | 20 | 2020 |
| Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work G Orlando, M Bufalo Journal of Forecasting 40 (8), 1566-1580, 2021 | 19 | 2021 |
| Chaotic business cycles within a Kaldor-Kalecki framework G Orlando Nonlinear Dynamical Systems with Self-Excited and Hidden Attractors, 133-161, 2018 | 19 | 2018 |
| Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model G Orlando, M Bufalo Finance Research Letters 47, 102599, 2022 | 18 | 2022 |
| Financial markets’ deterministic aspects modeled by a low-dimensional equation G Orlando, M Bufalo, R Stoop Scientific reports 12 (1), 1693, 2022 | 18 | 2022 |
| Challenging times for insurance, banking and financial supervision in Saudi Arabia (KSA) G Orlando, E Bace Administrative Sciences 11 (3), 62, 2021 | 18 | 2021 |
| RQA correlations on real business cycles time series G Orlando, G Zimatore SSRN, 2018 | 18 | 2018 |
| Nonlinearities in economics G Orlando, AN Pisarchik, R Stoop Springer International Publishing, 2021 | 17 | 2021 |
| Empirical evidences on the interconnectedness between sampling and asset returns’ distributions G Orlando, M Bufalo Risks 9 (5), 88, 2021 | 13 | 2021 |
| Forecasting portfolio returns with skew‐geometric Brownian motions M Bufalo, B Liseo, G Orlando Applied Stochastic Models in Business and Industry 38 (4), 620-650, 2022 | 12 | 2022 |
Giovanni TaglialatelaUniversity of Bariuniba.it üzerinde doğrulanmış e-posta adresine sahip
