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~person:"Agosto, Arianna"
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Ansteckungseffekt
4
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4
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Poisson autoregressive models
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Agosto, Arianna
Winkelmann, Rainer
56
Rady, Sven
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19
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14
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1
A
poisson
autoregressive model to understand COVID-19 contagion dynamics
Agosto, Arianna
;
Giudici, Paolo
- In:
Risks
8
(
2020
)
3
,
pp. 1-8
heavily impact health, economics and finance. The model is a
Poisson
autoregression of the daily new observed cases, and can …
Persistent link: https://www.econbiz.de/10013200610
Saved in:
2
Default count-based network models for credit contagion
Agosto, Arianna
;
Ahelegbey, Daniel Felix
-
2020
Persistent link: https://www.econbiz.de/10012322249
Saved in:
3
A
poisson
autoregressive model to understand COVID-19 contagion dynamics
Agosto, Arianna
;
Giudici, Paolo
- In:
Risks : open access journal
8
(
2020
)
3/77
,
pp. 1-8
heavily impact health, economics and finance. The model is a
Poisson
autoregression of the daily new observed cases, and can …
Persistent link: https://www.econbiz.de/10012293246
Saved in:
4
Default count-based network models for credit contagion
Agosto, Arianna
;
Ahelegbey, Daniel Felix
- In:
Journal of the Operational Research Society
73
(
2022
)
1
,
pp. 139-152
Persistent link: https://www.econbiz.de/10012872894
Saved in:
5
COVID-19 contagion and digital finance
Agosto, Arianna
;
Giudici, Paolo
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 159-167
Persistent link: https://www.econbiz.de/10012284954
Saved in:
6
Modeling corporate defaults:
Poisson
autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
School of Economics and Management, University of Aarhus
-
2015
We develop a class of
Poisson
autoregressive models with additional covariates (PARX) that can be used to model and …
Persistent link: https://www.econbiz.de/10011170253
Saved in:
7
Modeling corporate defaults :
poisson
autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
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