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 0 0 0 129
Bayesian inference for Hidden Markov Model 0 0 2 442 0 0 2 1,193
Long Swings in the US-Dollar: a Stochastic Control Approach 0 0 0 0 0 0 2 164
Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events 0 0 0 406 0 1 2 1,425
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 0 0 0 54
Roots and Effects of Investments' Misperception 0 0 0 19 0 0 0 70
Total Working Papers 0 0 2 917 0 1 6 3,035


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 1 1 10 0 1 1 33
CDS volatility: the key signal of credit quality 0 0 1 26 0 0 3 69
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective 0 0 3 13 1 1 6 48
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 0 4 1 2 5 27
Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress? 1 1 2 4 1 2 5 20
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 0 1 1 76
Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events 0 0 0 82 0 0 1 249
Regularities and discrepancies of credit default swaps: a data science approach through Benford's law 0 0 0 1 0 0 1 5
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 0 0 0 41
Special issue: Qualitative and quantitative methods in tourism research 0 0 0 7 0 2 7 28
Structural estimation of counterparty credit risk under recovery risk 0 0 1 6 1 1 8 17
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 0 8 0 0 1 66
The optimal bid/ask spread in a Specialist System 0 0 0 11 0 0 0 76
What if versus probabilistic scenarios: a neuroscientific analysis 0 0 1 3 0 0 2 10
Total Journal Articles 1 2 9 205 4 10 41 765


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In Our Hearts 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 0 0 2 2


Statistics updated 2024-06-06