| Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS L Scaffidi Domianello, GM Gallo, E Otranto Oxford Bulletin of Economics and Statistics 86 (1), 21-43, 2024 | 2 | 2024 |
| A Fuzzy Clustering Approach to Detect the Number of States in Markov Switching Models E Otranto, L Scaffidi Domianello Scientific Meeting of the Italian Statistical Society, 349-354, 2024 | | 2024 |
| HAR-based realized volatility clustering P D’Urso, R Mattera, E Otranto, LS Domianello Statistical Analysis of Complex Economic Data: Recent Developments and …, 2024 | | 2024 |
| On the Relationship between Markov Switching Models and Fuzzy Clustering: a Nonparametric Method to Detect the Number of States E Otranto, LS Domianello arXiv preprint arXiv:2305.12164, 2023 | | 2023 |
| Student mobility in higher education: a destination specific local analysis L SCAFFIDI DOMIANELLO Book of abstracts and short papers, 631-634, 2023 | | 2023 |
| On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence LS Domianello, E Otranto Working Paper CRENoS, 2023 | | 2023 |
| On the Relationship Between Markov Switching Inference and Fuzzy Clustering: A Monte Carlo Evidence E Otranto, LS Domianello Arkadia, 2023 | | 2023 |
| Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach SD Luca, E Otranto International Conference on Risk Analysis, 169-186, 2022 | | 2022 |
| Component Volatility Models: A MIDAS Approach L SCAFFIDI DOMIANELLO | | 2022 |
| Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS GM Gallo, E Otranto, L SCAFFIDI DOMIANELLO SIS 2022: Book of the Short Papers, 492-500, 2022 | | 2022 |
| The Incidence of Spillover Effects during the Unconventional Monetary Policies Era D Lacava, L Scaffidi Domianello Journal of Risk and Financial Management 14 (6), 242, 2021 | | 2021 |
| Efficienza e rendimento azionario delle banche risultatai di un'analisi empirica nell'area EU-15 L Scaffidi Domianello | | 2018 |
| STUDENT MOBILITY IN HIGHER EDUCATION: A DESTINATION-SPECIFIC LOCAL ANALYSIS LS Domianello | | |
