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Arianna Agosto
Arianna Agosto
Assistant professor, University of Pavia
Email verificata su unipv.it
Titolo
Citata da
Citata da
Anno
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
A Agosto, G Cavaliere, D Kristensen, A Rahbek
Journal of Empirical Finance 38, 640-663, 2016
822016
Variance matters (in stochastic dividend discount models)
A Agosto, E Moretto
Annals of Finance 11, 283-295, 2015
182015
Spatial regression models to improve P2P credit risk management
A Agosto, P Giudici, T Leach
Frontiers in artificial intelligence 2, 6, 2019
152019
Stochastic dividend discount model: covariance of random stock prices
A Agosto, A Mainini, E Moretto
Journal of Economics and Finance 43, 552-568, 2019
72019
Validation of PARX models for default count prediction
A Agosto, E Raffinetti
Frontiers in Artificial Intelligence 2, 9, 2019
32019
Exploiting default probabilities in a structural model with nonconstant barrier
A Agosto, E Moretto
Applied Financial Economics 22 (8), 667-679, 2012
32012
Use of copulas for Value-At-Risk calculation and back-testing with an application to Italian data
A Arianna, A Mainini, E Moretto
RISK MANAGEMENT MAGAZINE 13 (2), 6-14, 2018
2018
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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