E. Otranto and Iannaccone, R. , “Continuous Time Models to Extract a Signal in Presence of irregular Surveys”, STATISTICA & APPLICAZIONI, 2005.

E. Otranto, “Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy”, JOURNAL OF BUSINESS CYCLE ANALYSIS AND MEASUREMENT, vol. 2, pp. 407 - 430, 2005.

E. Otranto, Calzolari, G. , Di Iorio, F. , and Co, S. , “Indirect Estimation of Markov Switching Models with Endogenous Switching”, presented at the 2005//, 2005, pp. 227 - 232.

E. Otranto, “The Multi-Chain Markov Switching Model”, JOURNAL OF FORECASTING, vol. 24, pp. 523 - 537, 2005.

E. Otranto, Triacca, U. , and Co, S. , “Testing for Equal Predictability of Volatility”, presented at the 2005//, 2005, pp. 281 - 286.

M. Gallo, Otranto, E. , and Metodi matematici e statistici per l 'analisi dei dati assicurativi e finanziari, , “A New Approach to Study the Volatility Transmission Across Markets”, presented at the 2004//, 2004, pp. 145 - 150.