Arianna Agosto

University of Pavia

Corso Strada Nuova, 65

27100 Pavia, 27100

Italy

  • University of Pavia

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics

Number of pages: 5 Posted: 10 Mar 2020 Last Revised: 22 Aug 2021
Arianna Agosto and Paolo Giudici
University of Pavia and University of Pavia
Downloads 3,923 (4,351)
Citation 10

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Contagion, Covid-19, Poisson autoregressive models

2.

How to combine ESG scores

Number of pages: 14 Posted: 02 May 2022
Arianna Agosto, Paolo Giudici and Alessandra Tanda
University of Pavia, University of Pavia and University of Pavia
Downloads 246 (199,265)

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Bayesian models, Rating models, Sustainable finance

3.

A Statistical Model to Monitor COVID-19 Contagion Growth

Number of pages: 18 Posted: 07 May 2020
Arianna Agosto, Alexandra Campmas, Paolo Giudici and Andrea Renda
University of Pavia, Centre for European Policy Studies (CEPS), University of Pavia and Centre for European Policy Studies (CEPS)
Downloads 184 (261,052)
Citation 4

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Contagion models, COVID-19, Poisson Autoregressive models, Reproduction number

4.

Default Count-Based Network Models for Credit Contagion

Agosto, A. and Ahelegbey D.F. (2020) Default count-based network models for credit contagion, Journal of the Operational Research Society, DOI: 10.1080/01605682.2020.1776169
Number of pages: 19 Posted: 01 Apr 2020 Last Revised: 27 Sep 2021
Arianna Agosto and Daniel Felix Ahelegbey
University of Pavia and University of Pavia, Department of Economics and Management
Downloads 43 (650,707)

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Financial networks; Inter-sector contagion; Poisson autoregressive models; Vector autoregressive models; Conditional Granger causality; PC-algorithm

5.

Multivariate Score-Driven Models for Count Time Series To Assess Financial Contagion

Number of pages: 17 Posted: 02 Jun 2022
Arianna Agosto
University of Pavia
Downloads 29 (742,477)

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Score-driven models, Count time series, Contagion, Credit risk

6.

A Rank Graduation Accuracy Measure

Posted: 10 Jan 2020
Arianna Agosto, Paolo Giudici and Emanuela Raffinetti
University of Pavia, University of Pavia and University of Pavia

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Predictive accuracy, Concordance measures, Credit Scoring