Arianna Agosto

University of Pavia

Corso Strada Nuova, 65

27100 Pavia, 27100

Italy

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,146

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Top 17,146

in Total Papers Downloads

4,149

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

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 3,886 (3,724)
Citation 9

Abstract:

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Contagion, Covid-19, Poisson autoregressive models

2.

A Statistical Model to Monitor COVID-19 Contagion Growth

Number of pages: 18 Posted: 07 May 2020
University of Pavia, Centre for European Policy Studies (CEPS), University of Pavia and Centre for European Policy Studies (CEPS)
Downloads 177 (232,841)
Citation 2

Abstract:

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

3.

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 53 (510,497)

Abstract:

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Bayesian models, Rating models, Sustainable finance

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 26 (649,407)

Abstract:

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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 7 (807,330)

Abstract:

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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

Abstract:

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Predictive accuracy, Concordance measures, Credit Scoring