Access Statistics for Rosella Castellano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 1 1 3 127
Bayesian inference for Hidden Markov Model 0 1 2 438 0 1 4 1,181
Long Swings in the US-Dollar: a Stochastic Control Approach 0 0 0 0 0 0 4 161
Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events 0 0 0 406 0 1 3 1,418
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 1 17 0 0 12 44
Roots and Effects of Investments' Misperception 0 0 0 19 0 0 1 67
Total Working Papers 0 1 3 913 1 3 27 2,998


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks 0 0 1 3 1 2 11 17
CDS volatility: the key signal of credit quality 0 1 2 18 0 1 6 49
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective 1 2 2 6 1 3 3 25
Mean–Variance portfolio selection in presence of infrequently traded stocks 1 2 3 23 1 2 7 71
Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events 0 0 0 82 0 0 0 248
Roots and effects of financial misperception in a stochastic dominance framework 0 0 2 5 0 0 2 37
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 1 1 2 6 1 5 11 41
The optimal bid/ask spread in a Specialist System 0 1 1 9 1 2 5 72
Total Journal Articles 3 7 13 152 5 15 45 560


Statistics updated 2021-01-03