5
H index
3
i10 index
80
Citations
Università degli Studi di Pavia | 5 H index 3 i10 index 80 Citations RESEARCH PRODUCTION: 9 Articles 8 Papers RESEARCH ACTIVITY: 11 years (2010 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pag213 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Arianna Agosto. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Risks | 2 |
Working Papers Series with more than one paper published | # docs |
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DEM Working Papers Series / University of Pavia, Department of Economics and Management | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2019). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209. Full description at Econpapers || Download paper |
2023 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper |
2023 | Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708. Full description at Econpapers || Download paper |
2023 | Bootstrap inference for Hawkes and general point processes. (2023). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:133-165. Full description at Econpapers || Download paper |
2023 | Structural models for fog computing based internet of things architectures with insurance and risk management applications. (2023). Zhao, Peng ; Su, Jianxi ; Xu, Maochao ; Zhang, Xiaoyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1273-1291. Full description at Econpapers || Download paper |
2023 | Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328. Full description at Econpapers || Download paper |
2023 | The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411. Full description at Econpapers || Download paper |
2023 | What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549. Full description at Econpapers || Download paper |
2023 | Strong mixing properties of discrete-valued time series with exogenous covariates. (2023). Truquet, Lionel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:160:y:2023:i:c:p:294-317. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies. (2023). Wiwattanalamphong, Karawan ; Pinmanee, Chakrin ; Chudasring, Pan ; Likitratcharoen, Danai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4395-:d:1084627. Full description at Econpapers || Download paper |
2023 | Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z. Full description at Econpapers || Download paper |
2023 | Gazing through the bubble: an experimental investigation into financial risk-taking using eye-tracking. (2023). Miyakoshi, Makoto ; Kubinschi, Matei Nicolae ; Cepoi, Cosmin-Octavian ; Toma, Filip-Mihai. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00444-4. Full description at Econpapers || Download paper |
2023 | A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application. (2023). Zhu, Fukang ; Li, QI ; Chen, Huaping. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:7:d:10.1007_s00184-023-00894-5. Full description at Econpapers || Download paper |
2023 | A new grey system approach to forecast closing price of Bitcoin, Bionic, Cardano, Dogecoin, Ethereum, XRP Cryptocurrencies. (2023). Bose, S C ; Pandey, Alok Kumar ; Singh, Pawan Kumar. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01463-0. Full description at Econpapers || Download paper |
2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 26 |
2016 | Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX).(2016) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2013 | Variance matters (in stochastic dividend discount models) In: Papers. [Full Text][Citation analysis] | paper | 6 |
2015 | Variance matters (in stochastic dividend discount models).(2015) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Covariance of random stock prices in the Stochastic Dividend Discount Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Tree networks to assess financial contagion In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2020 | Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market In: Risks. [Full Text][Citation analysis] | article | 26 |
2020 | A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics In: Risks. [Full Text][Citation analysis] | article | 5 |
2020 | A Poisson autoregressive model to understand COVID-19 contagion dynamics.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2010 | Applying default probabilities in an exponential barrier structural model In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2020 | A rank graduation accuracy measure In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Default count-based network models for credit contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2020 | COVID-19 contagion and digital finance In: Digital Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Stochastic dividend discount model: covariance of random stock prices In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Financial contagion through space-time point processes In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
2012 | Exploiting default probabilities in a structural model with nonconstant barrier In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
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