1 citations · 1 across the 9 of their papers we have counts for
Showing 2026 · stat.APShow all
2 papers · 2 filters
stat.AP2026
Clustering Methods for Identifying and Modelling Areas with Similar Temperature Variations
Edoardo Otranto
This paper proposes a novel data-driven approach for identifying and modelling areas with similar temperature variations throufigureh clustering and Space-Time AutoRegressive (STAR…
stat.AP2026
Spillovers and Co-movements in Multivariate Volatility: A Vector Multiplicative Error Model
Edoardo Otranto, Luca Scaffidi Domianello
Recent developments in financial time series focus on modeling volatility across multiple assets or indices in a multivariate framework, accounting for potential interactions such…