Rosella Castellano
Names
| first: |
Rosella |
| last: |
Castellano |
Identifer
Contact
Affiliations
-
Università di Roma Unitelma Sapienza
- https://www.international.unitelmasapienza.it/
- location: Rome
Research profile
author of:
- Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law (RePEc:arx:papers:1603.01103)
by Marcel Ausloos & Rosella Castellano & Roy Cerqueti - Regularities and discrepancies of credit default swaps: a data science approach through Benford's law (RePEc:eee:chsofr:v:90:y:2016:i:c:p:8-17)
by Ausloos, Marcel & Castellano, Rosella & Cerqueti, Roy - The optimal bid/ask spread in a Specialist System (RePEc:eee:ecmode:v:28:y:2011:i:5:p:2247-2253)
by Castellano, Rosella & Cerqueti, Roy - Mean–Variance portfolio selection in presence of infrequently traded stocks (RePEc:eee:ejores:v:234:y:2014:i:2:p:442-449)
by Castellano, Rosella & Cerqueti, Roy - Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion (RePEc:eee:ejores:v:255:y:2016:i:1:p:288-297)
by Castellano, Rosella & Cerqueti, Roy & Spinesi, Luca - Structural estimation of counterparty credit risk under recovery risk (RePEc:eee:jbfina:v:140:y:2022:i:c:s037842662200108x)
by Castellano, Rosella & Corallo, Vincenzo & Morelli, Giacomo - Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events (RePEc:kap:compec:v:17:y:2001:i:2-3:p:239-52)
by Castellano, Rosella & Giacometti, Rosella - Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress? (RePEc:kap:jmgtgv:v:25:y:2021:i:2:d:10.1007_s10997-020-09537-7)
by Sandro Brunelli & Chiara Carlino & Rosella Castellano & Alessandro Giosi - Bayesian inference for Hidden Markov Model (RePEc:mcr:wpdief:wpaper00043)
by Rosella Castellano & Luisa Scaccia - A Disutility-Based Drift Control for Exchange Rates (RePEc:mcr:wpdief:wpaper00056)
by Rosella Castellano & Roy Cerqueti & Rita L. D'Ecclesia - Roots and Effects of Investments' Misperception (RePEc:mcr:wpdief:wpaper00062)
by Rosella Castellano & Roy Cerqueti - Long Swings in the US-Dollar: a Stochastic Control Approach (RePEc:sce:scecf5:117)
by Rita L. D’Ecclesia & Rosella Castellano - Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events (RePEc:sce:scecf9:132)
by Rosella Giacometti & Rosella Castellano - CDS volatility: the key signal of credit quality (RePEc:spr:annopr:v:205:y:2013:i:1:p:89-107:10.1007/s10479-012-1244-9)
by Rosella Castellano & Rita D’Ecclesia - Exploring the financial risk of a temperature index: a fractional integrated approach (RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-018-3063-0)
by Rosella Castellano & Roy Cerqueti & Giulia Rotundo - What if versus probabilistic scenarios: a neuroscientific analysis (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03272-5)
by Rosella Castellano & Marco Mancinelli & Giorgia Ponsi & Gaetano Tieri - Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (RePEc:spr:cejnor:v:22:y:2014:i:2:p:285-305)
by Rosella Castellano & Luisa Scaccia - In Our Hearts (RePEc:spr:isochp:978-3-031-32334-8_5)
by Rosella Castellano & Rita L. D’Ecclesia - In the Footsteps of Giorgio Philip Szegö (RePEc:spr:isorms:978-3-031-32334-8)
by None - Roots and effects of financial misperception in a stochastic dominance framework (RePEc:spr:qualqt:v:47:y:2013:i:6:p:3371-3389)
by Rosella Castellano & Roy Cerqueti - Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks (RePEc:spr:qualqt:v:53:y:2019:i:5:d:10.1007_s11135-018-0780-z)
by Rosella Castellano & Annalisa Ferrari - Special issue: Qualitative and quantitative methods in tourism research (RePEc:spr:qualqt:v:54:y:2020:i:5:d:10.1007_s11135-020-01029-y)
by Biagio Simonetti & Fabrizio Antolini & Rosella Castellano & Michele Gallo & María Rosario González-Rodríguez & Antonio Giusti & Pasquale Sarnacchiaro