AGOSTO, ARIANNA
AGOSTO, ARIANNA
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool
2024-01-01 Agosto, Arianna; Cerchiello, Paola
A new compound indicator based on optimal transport
2025-01-01 Agosto, A.; Balzanella, A.; Cerchiello, P.
A poisson autoregressive model to understand covid-19 contagion dynamics
2020-01-01 Agosto, A.; Giudici, P.
A short note on divergence and aggregation of ESG ratings: a survey
2024-01-01 Agosto, Arianna; Tanda, Alessandra
Aggregating ESG scores: a Wasserstein distance-based method
2025-01-01 Agosto, Arianna; Balzanella, Antonio; Cerchiello, Paola
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
Cyber risk contagion
2023-01-01 Agosto, Arianna; Giudici, Paolo
Default count-based network models for credit contagion
2022-01-01 Agosto, Arianna; Ahelegbey, Daniel Felix
Divergence and aggregation of ESG ratings: A survey
2025-01-01 Agosto, Arianna; Tanda, Alessandra
European countries policy responses against SARS-Cov-2 in the context of vaccinations
2025-01-01 Agosto, Arianna; Cerchiello, Paola; Eisenberg, Siegfried; Czypionka, Thomas
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; 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.