CASTELLANO, Rosella Statistiche
CASTELLANO, Rosella
Dipartimento di Economia e diritto
A Disutility-Based Drift Control for Exchange Rates
2008-01-01 Castellano, Rosella; Cerqueti, Roy; D'Ecclesia, R.
A Disutility-Based Drift Control for Exchange Rates
2014-01-01 Castellano, Rosella; Cerqueti, Roy; R. L., D'Ecclesia
A Markov Switching Re-evaluation of Event-Study Methodology
2010-01-01 Castellano, Rosella; Scaccia, Luisa
Bayesian hidden Markov models for financial data
2007-01-01 Castellano, Rosella; Scaccia, Luisa
Bayesian hidden Markov models for financial data
2010-01-01 Castellano, Rosella; Scaccia, Luisa
Bayesian inference for Hidden Markov Models
2007-01-01 Castellano, Rosella; Scaccia, Luisa
Cambiamento strutturale e crescita
2011-01-01 Mammana, Cristiana; Michetti, Elisabetta; S., Brianzoni; Cerqueti, Roy; Castellano, Rosella; Scaccia, Luisa; D., Cheban
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
2014-01-01 Castellano, Rosella; Scaccia, Luisa
CDS and Rating Announcements: changing signaling during the crisis?
2012-01-01 Castellano, Rosella; Scaccia, Luisa
CDS Price Signaling
2009-01-01 Castellano, Rosella; D'Ecclesia, R. L.
CDS Volatility: the Key Signal of Credit Quality
2013-01-01 Castellano, Rosella; R. L., D'Ecclesia
Credit Default Swaps and Rating Announcements
2011-01-01 Castellano, Rosella; R. L., D'Ecclesia
Credit Default Swaps: Implied Ratings versus Official Ones
2012-01-01 Castellano, Rosella; R., Giacometti
Credit Quality and CDS’ Volatility: The Key Signal
2011-01-01 Castellano, Rosella; D'Ecclesia, R. L.
Energia e crescita economica: sviluppo ed analisi di modelli
2008-01-01 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Scaccia, Luisa; Cerqueti, Roy
GARCH Model as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options.
1997-01-01 Castellano, Rosella; DI OTTAVIO, F.
Green Energy Procurement (GEP)
2013-01-01 Castellano, Rosella; Cerqueti, Roy; Coppier, Raffaella; Curci, ; DE LEONARDIS, Francesco; Falbo, P; Feliziani, Guastaroba; Puliafito, A; Ricca, Scarpa; Sciuto, Maurizio; Scoppola, Margherita; Villari,
Il nucleare è conveniente? Una valutazione attraverso le opzioni reali.
2012-01-01 Castellano, Rosella
Information Flows and Bid-Ask Spreads for the BTP-Futures
1997-01-01 Castellano, Rosella; D'Ecclesia, R. L.
International Summer School on Risk Measurement and Control
2005-01-01 Castellano, Rosella
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Disutility-Based Drift Control for Exchange Rates | 1-gen-2008 | Castellano, Rosella; Cerqueti, Roy; D'Ecclesia, R. | - |
| A Disutility-Based Drift Control for Exchange Rates | 1-gen-2014 | Castellano, Rosella; Cerqueti, Roy; R. L., D'Ecclesia | Published Economic Version.pdf |
| A Markov Switching Re-evaluation of Event-Study Methodology | 1-gen-2010 | Castellano, Rosella; Scaccia, Luisa | COMPSTAT10_articolo.pdf |
| Bayesian hidden Markov models for financial data | 1-gen-2007 | Castellano, Rosella; Scaccia, Luisa | cladag2007Rosellashort.pdf |
| Bayesian hidden Markov models for financial data | 1-gen-2010 | Castellano, Rosella; Scaccia, Luisa | DAC.pdf |
| Bayesian inference for Hidden Markov Models | 1-gen-2007 | Castellano, Rosella; Scaccia, Luisa | - |
| Cambiamento strutturale e crescita | 1-gen-2011 | Mammana, Cristiana; Michetti, Elisabetta; S., Brianzoni; Cerqueti, Roy; Castellano, Rosella; Scaccia, Luisa; D., Cheban | - |
| Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective | 1-gen-2014 | Castellano, Rosella; Scaccia, Luisa | Castellano_Can-CDS-indexes_2014.pdf |
| CDS and Rating Announcements: changing signaling during the crisis? | 1-gen-2012 | Castellano, Rosella; Scaccia, Luisa | PRINTED COPY RMS.pdf |
| CDS Price Signaling | 1-gen-2009 | Castellano, Rosella; D'Ecclesia, R. L. | - |
| CDS Volatility: the Key Signal of Credit Quality | 1-gen-2013 | Castellano, Rosella; R. L., D'Ecclesia | ANOR-2216 23july2012.pdf |
| Credit Default Swaps and Rating Announcements | 1-gen-2011 | Castellano, Rosella; R. L., D'Ecclesia | - |
| Credit Default Swaps: Implied Ratings versus Official Ones | 1-gen-2012 | Castellano, Rosella; R., Giacometti | Published artcile on 4OR.pdf |
| Credit Quality and CDS’ Volatility: The Key Signal | 1-gen-2011 | Castellano, Rosella; D'Ecclesia, R. L. | Atene.pdf |
| Energia e crescita economica: sviluppo ed analisi di modelli | 1-gen-2008 | Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Scaccia, Luisa; Cerqueti, Roy | - |
| GARCH Model as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options. | 1-gen-1997 | Castellano, Rosella; DI OTTAVIO, F. | - |
| Green Energy Procurement (GEP) | 1-gen-2013 | Castellano, Rosella; Cerqueti, Roy; Coppier, Raffaella; Curci, ; DE LEONARDIS, Francesco; Falbo, P; Feliziani, Guastaroba; Puliafito, A; Ricca, Scarpa; Sciuto, Maurizio; Scoppola, Margherita; Villari, | - |
| Il nucleare è conveniente? Una valutazione attraverso le opzioni reali. | 1-gen-2012 | Castellano, Rosella | - |
| Information Flows and Bid-Ask Spreads for the BTP-Futures | 1-gen-1997 | Castellano, Rosella; D'Ecclesia, R. L. | - |
| International Summer School on Risk Measurement and Control | 1-gen-2005 | Castellano, Rosella | - |