Rosella Castellano : Citation Profile


Are you Rosella Castellano?

4

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

14

Articles

6

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 2
   Journals where Rosella Castellano has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 6 (10.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca464
   Updated: 2024-07-05    RAS profile: 2023-11-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rosella Castellano.

Is cited by:

Cerqueti, Roy (6)

ausloos, marcel (5)

Zenios, Stavros (3)

Hanaki, Nobuyuki (2)

Lupi, Claudio (2)

Gurgul, Henryk (1)

Ben Cheikh, Nidhaleddine (1)

Arezzo, Maria Felice (1)

Meghisan-Toma, Georgeta-Madalina (1)

Lemonakis, Christos (1)

Cristescu, Marian Pompiliu (1)

Cites to:

Kahneman, Daniel (6)

ausloos, marcel (6)

Brigo, Damiano (5)

Bollerslev, Tim (5)

Weber, Martin (5)

Reinhart, Carmen (5)

Norden, Lars (4)

Hommes, Cars (4)

Cerqueti, Roy (4)

Maniquet, Francois (3)

Rogoff, Kenneth (3)

Main data


Where Rosella Castellano has published?


Journals with more than one article published# docs
Quality & Quantity: International Journal of Methodology3
Annals of Operations Research3
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Working Papers / Macerata University, Department of Finance and Economic Sciences3

Recent works citing Rosella Castellano (2024 and 2023)


YearTitle of citing document
2023A Benford’s Law view of inspections’ reasonability. (2023). Arezzo, Maria Felice ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s037843712300849x.

Full description at Econpapers || Download paper

2023Uncertain mean–variance portfolio model with inflation taking linear uncertainty distributions. (2023). Choe, Kwang-Il ; Ma, DI ; Huang, Xiaoxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:203-217.

Full description at Econpapers || Download paper

Rosella Castellano has edited the books:


YearTitleTypeCited

Works by Rosella Castellano:


YearTitleTypeCited
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
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paper13
2016Regularities and discrepancies of credit default swaps: a data science approach through Benfords law.(2016) In: Chaos, Solitons & Fractals.
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This paper has nother version. Agregated cites: 13
article
2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
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article2
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
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article8
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
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article2
2022Structural estimation of counterparty credit risk under recovery risk In: Journal of Banking & Finance.
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article0
2001Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events. In: Computational Economics.
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article2
2021Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress? In: Journal of Management & Governance.
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article0
2008Bayesian inference for Hidden Markov Model In: Working Papers.
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paper0
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
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paper0
2010Roots and Effects of Investments Misperception In: Working Papers.
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paper0
2005Long Swings in the US-Dollar: a Stochastic Control Approach. In: Computing in Economics and Finance 2005.
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paper0
1999Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events In: Computing in Economics and Finance 1999.
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paper0
2013CDS volatility: the key signal of credit quality In: Annals of Operations Research.
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article7
2020Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research.
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article2
2021What if versus probabilistic scenarios: a neuroscientific analysis In: Annals of Operations Research.
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article0
2014Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective In: Central European Journal of Operations Research.
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article10
2023In Our Hearts In: International Series in Operations Research & Management Science.
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chapter0
2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
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article3
2019Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks In: Quality & Quantity: International Journal of Methodology.
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article0
2020Special issue: Qualitative and quantitative methods in tourism research In: Quality & Quantity: International Journal of Methodology.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team