AGOSTO, ARIANNA
AGOSTO, ARIANNA
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A poisson autoregressive model to understand covid-19 contagion dynamics
2020-01-01 Agosto, A.; Giudici, P.
Application and validation of dynamic Poisson models to measure credit contagion
2019-01-01 Agosto, Arianna; Raffinetti, Emanuela
Bayesian learning models to measure the relative impact of ESG factors on credit ratings
2023-01-01 Cerchiello, Paola; Giudici, PAOLO STEFANO; Agosto, Arianna
COVID-19 contagion and digital finance
2020-01-01 Agosto, Arianna; Giudici, Paolo
Default count-based network models for credit contagion
2022-01-01 Agosto, Arianna; Ahelegbey, Daniel Felix
Exploiting default probabilities in a structural model with nonconstant barrier
2012-01-01 Agosto, A.; Moretto, E.
Financial bubbles: A study of co-explosivity in the cryptocurrency market
2020-01-01 Agosto, A.; Cafferata, A.
Financial contagion through space-time point processes
2021-01-01 Adelfio, Giada; Agosto, Arianna; Chiodi, Marcello; Giudici, Paolo
How do renewable and non-renewable co-move? Fresh evidence from the European energy market via ARJI_GARCH copula model
2023-01-01 Agosto, A.; Dalla Valle, L.; De Giuli, M. E.
How to combine ESG scores? A proposal based on credit rating prediction
2023-01-01 Agosto, Arianna; Giudici, PAOLO STEFANO; Tanda, Alessandra
Le criptovalute: rischi, opportunità e prospettive
2020-01-01 Pagnottoni, Paolo; Agosto, Arianna
Migliorare i modelli di rating durante la crisi Covid-19: l’analisi network
2020-01-01 Agosto, Arianna
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
2016-01-01 Agosto, A.; Cavaliere, G.; Kristensen, D.; Rahbek, A.
Modelli di Poisson autoregressivi per la dinamica del contagio COVID-19
2020-01-01 Agosto, Arianna; Giudici, PAOLO STEFANO
Monitoring COVID-19 contagion growth
2021-01-01 Agosto, A.; Campmas, A.; Giudici, P.; Renda, A.
Network models to assess credit risk contagion
2019-01-01 Agosto, Arianna; Giudici, PAOLO STEFANO
Network-based PARX models to measure contagion in credit default counts
2018-01-01 Agosto, Arianna; Giudici, PAOLO STEFANO
Sentiment, Google queries and explosivity in the cryptocurrency market
2022-01-01 Agosto, A.; Cerchiello, P.; Pagnottoni, P.
Spatial Regression Models to Improve P2P Credit Risk Management
2019-01-01 Agosto, Arianna; Giudici, Paolo; Leach, Tom
Stochastic dividend discount model: covariance of random stock prices
2019-01-01 Agosto, A.; Mainini, A.; Moretto, E.