4
H index
2
i10 index
50
Citations
Rosella Castellano : Citation Profile
| RESEARCH PRODUCTION: 14 Articles 6 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). 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:
| Cites to:
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Main data
Where Rosella Castellano has published?
| Journals with more than one article published | # docs |
|---|---|
| Quality & Quantity: International Journal of Methodology | 3 |
| Annals of Operations Research | 3 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Macerata University, Department of Finance and Economic Sciences | 3 |
Recent works citing Rosella Castellano (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A 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 |
| 2023 | Uncertain 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:
| Year | Title | Type | Cited |
|---|
Works by Rosella Castellano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Regularities and discrepancies of credit default swaps: a data science approach through Benfords law.(2016) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2011 | The optimal bid/ask spread in a Specialist System In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2014 | Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2016 | Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2022 | Structural estimation of counterparty credit risk under recovery risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events. In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress? In: Journal of Management & Governance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Bayesian inference for Hidden Markov Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Disutility-Based Drift Control for Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Roots and Effects of Investments Misperception In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Long Swings in the US-Dollar: a Stochastic Control Approach. In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 1999 | Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 2013 | CDS volatility: the key signal of credit quality In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
| 2020 | Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2021 | What if versus probabilistic scenarios: a neuroscientific analysis In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2014 | Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective In: Central European Journal of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2023 | In Our Hearts In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
| 2013 | Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 3 |
| 2019 | Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2020 | Special issue: Qualitative and quantitative methods in tourism research In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team