Follow
Arianna Agosto
Arianna Agosto
Assistant Professor, University of Pavia
Verified email at unipv.it
Title
Cited by
Cited by
Year
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
962016
A poisson autoregressive model to understand COVID-19 contagion dynamics
A Agosto, P Giudici
Risks 8 (3), 77, 2020
772020
Financial bubbles: a study of co-explosivity in the cryptocurrency market
A Agosto, A Cafferata
Risks 8 (2), 34, 2020
702020
Tree networks to assess financial contagion
A Agosto, DF Ahelegbey, P Giudici
Economic Modelling 85, 349-366, 2020
332020
Monitoring COVID‐19 contagion growth
A Agosto, A Campmas, P Giudici, A Renda
Statistics in Medicine 40 (18), 4150-4160, 2021
282021
COVID-19 contagion and digital finance
A Agosto, P Giudici
Digital finance 2 (1), 159-167, 2020
232020
Variance matters (in stochastic dividend discount models)
A Agosto, E Moretto
Annals of Finance 11, 283-295, 2015
212015
Spatial regression models to improve P2P credit risk management
A Agosto, P Giudici, T Leach
Frontiers in artificial intelligence 2, 6, 2019
202019
Monitoring Covid-19 contagion growth in Europe
A Agosto, A Campmas, P Giudici, A Renda
CEPS Working Document, 2020
172020
Sentiment, Google queries and explosivity in the cryptocurrency market
A Agosto, P Cerchiello, P Pagnottoni
Physica A: Statistical Mechanics and its Applications 605, 128016, 2022
122022
Financial bubbles: A study of co-explosivity in the cryptocurrency market. Risks, 8 (2), 1-14
A Agosto, A Cafferata
112020
Stochastic dividend discount model: covariance of random stock prices
A Agosto, A Mainini, E Moretto
Journal of Economics and Finance 43, 552-568, 2019
112019
Default count-based network models for credit contagion
A Agosto, DF Ahelegbey
Journal of the Operational Research Society 73 (1), 139-152, 2022
92022
Financial contagion through space-time point processes
G Adelfio, A Agosto, M Chiodi, P Giudici
Statistical Methods & Applications 30 (2), 665-688, 2021
92021
How to combine ESG scores
A Agosto, P Giudici, A Tanda
Available at SSRN 4091266, 2022
62022
University of Pavia
A Agosto, P Giudici
Italy, 0
6
How to combine ESG scores? A proposal based on credit rating prediction
A Agosto, P Giudici, A Tanda
Corporate Social Responsibility and Environmental Management 30 (6), 3222-3230, 2023
52023
A statistical model to monitor COVID-19 contagion growth
A Agosto, A Campmas, P Giudici, A Renda
Available at SSRN 3585930, 2020
42020
Validation of PARX models for default count prediction
A Agosto, E Raffinetti
Frontiers in Artificial Intelligence 2, 9, 2019
42019
Exploiting default probabilities in a structural model with nonconstant barrier
A Agosto, E Moretto
Applied Financial Economics 22 (8), 667-679, 2012
42012
The system can't perform the operation now. Try again later.
Articles 1–20