All Stories

  1. Stock market volatility response to the European Central Bank management of the liquidity crisis

    Article • Journal of the Royal Statistical Society Series C (Applied Statistics), June 2022, Wiley

    Edoardo Otranto, Giampiero M. Gallo, Demetrio Lacava

  2. Adding flexibility to Markov Switching models

    Article • Statistical Modelling, November 2016, SAGE Publications

    Edoardo Otranto