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| Volatility spillovers, interdependence and comovements: A Markov Switching approach GM Gallo, E Otranto Computational Statistics & Data Analysis 52 (6), 3011-3026, 2008 | 164 | 2008 |
| Clustering heteroskedastic time series by model-based procedures E Otranto Computational Statistics & Data Analysis 52 (10), 4685-4698, 2008 | 117 | 2008 |
| Patterns of volatility transmissions within regime switching across GCC and global markets AAA Khalifa, S Hammoudeh, E Otranto International Review of Economics & Finance 29, 512-524, 2014 | 75 | 2014 |
| Forecasting realized volatility with changing average levels GM Gallo, E Otranto International Journal of Forecasting 31 (3), 620-634, 2015 | 69 | 2015 |
| A nonparametric Bayesian approach to detect the number of regimes in Markov switching models E Otranto, GM Gallo Econometric Reviews 21 (4), 477-496, 2002 | 68 | 2002 |
| Volatility transmission across markets: a Multichain Markov Switching model GM Gallo, E Otranto Applied Financial Economics 17 (8), 659-670, 2007 | 66 | 2007 |
| Identifying financial time series with similar dynamic conditional correlation E Otranto Computational Statistics & Data Analysis 54 (1), 1-15, 2010 | 65 | 2010 |
| Cycles in crime and economy: leading, lagging and coincident behaviors C Detotto, E Otranto Journal of Quantitative Criminology 28, 295-317, 2012 | 54 | 2012 |
| The multi‐chain Markov switching model E Otranto Journal of Forecasting 24 (7), 523-537, 2005 | 50 | 2005 |
| Dating the Italian business cycle: a comparison of procedures G Bruno, E Otranto Istituto di Studi e Analisi Economica, Working Paper 41, 25, 2004 | 46 | 2004 |
| Dating the Italian business cycle: a comparison of procedures G Bruno, E Otranto Istituto di Studi e Analisi Economica, Working Paper 41, 25, 2004 | 45 | 2004 |
| Modeling the dependence of conditional correlations on market volatility L Bauwens, E Otranto Journal of Business & Economic Statistics 34 (2), 254-268, 2016 | 36 | 2016 |
| Realized volatility forecasting: Robustness to measurement errors F Cipollini, GM Gallo, E Otranto International Journal of Forecasting 37 (1), 44-57, 2021 | 30 | 2021 |
| Volatility transmission across currencies and commodities with US uncertainty measures AAA Khalifa, E Otranto, S Hammoudeh, S Ramchander The North American Journal of Economics and Finance 37, 63-83, 2016 | 28 | 2016 |
| Capturing the spillover effect with multiplicative error models E Otranto Communications in Statistics-Theory and Methods 44 (15), 3173-3191, 2015 | 28 | 2015 |
| Classifying the markets volatility with ARMA distance measures E Otranto Quaderni di Statistica 6, 1-19, 2004 | 25 | 2004 |
| Asset allocation using flexible dynamic correlation models with regime switching E Otranto Quantitative Finance 10 (3), 325-338, 2010 | 22 | 2010 |
| Clustering mutual funds by return and risk levels F Lisi, E Otranto Mathematical and statistical methods for actuarial sciences and finance, 183-191, 2010 | 21 | 2010 |
| Clustering mutual funds by return and risk levels F Lisi, E Otranto Mathematical and statistical methods for actuarial sciences and finance, 183-191, 2010 | 21 | 2010 |
