E-LIB Suche - Ergebnisse für: Pagnottoni, Paolo

1

The topological structure of panel variance decomposition n..:

Celani, Alessandro ; Cerchiello, Paola ; Pagnottoni, Paolo
Journal of Financial Stability. 71 (2024) - p. 101222 , 2024

Link: https://doi.org/10.1016/..

2

Bayesian variable selection for matrix autoregressive model:

Celani, Alessandro ; Pagnottoni, Paolo ; Jones, Galin
Statistics and Computing. 34 (2024) 2 - p. , 2024

Link: https://doi.org/10.1007/..

3

Wasserstein barycenter regression: application to the joint..:

Levantesi, Susanna ; Nigri, Andrea ; Pagnottoni, Paolo.
AStA Advances in Statistical Analysis. , 2024

Link: https://doi.org/10.1007/..

4

Hedging global currency risk: A dynamic machine learning ap..:

Pagnottoni, Paolo ; Spelta, Alessandro
Physica A: Statistical Mechanics and its Applications. 649 (2024) - p. 129948 , 2024

Link: https://doi.org/10.1016/..

5

Explainable Machine Learning for Credit Risk Management Whe..:

Do, Thanh Thuy ; Babaei, Golnoosh ; Pagnottoni, Paolo
Measurement: Interdisciplinary Research and Perspectives. , 2024

Link: https://doi.org/10.1080/..

6

Matrix autoregressive models: generalization and Bayesian e..:

Celani, Alessandro ; Pagnottoni, Paolo
Studies in Nonlinear Dynamics & Econometrics. 28 (2023) 2 - p. 227-248 , 2023

Link: https://doi.org/10.1515/..

7

Financial networks of cryptocurrency prices in time-frequen..:

Pagnottoni, Paolo ; Famà, Angelo ; Kim, Jong-Min
Quality & Quantity. 58 (2023) 2 - p. 1389-1407 , 2023

Link: https://doi.org/10.1007/..

8

Superhighways and roads of multivariate time series shock t..:

Pagnottoni, Paolo
Physica A: Statistical Mechanics and its Applications. 615 (2023) - p. 128581 , 2023

Link: https://doi.org/10.1016/..

9

Network self-exciting point processes to measure health imp..:

Giudici, Paolo ; Pagnottoni, Paolo ; Spelta, Alessandro
Journal of the Royal Statistical Society Series A: Statistics in Society. 186 (2023) 3 - p. 401-421 , 2023

Link: https://doi.org/10.1093/..

10

The motifs of risk transmission in multivariate time series..:

Pagnottoni, Paolo ; Spelta, Alessandro
Socio-Economic Planning Sciences. 87 (2023) - p. 101459 , 2023

Link: https://doi.org/10.1016/..

11

Assessing harmfulness and vulnerability in global bipartite..:

Spelta, Alessandro ; Pecora, Nicoló ; Pagnottoni, Paolo
Social Networks. 72 (2023) - p. 22-34 , 2023

Link: https://doi.org/10.1016/..

12

Statistically validated coeherence and intensity in tempora..:

Pagnottoni, Paolo ; Spelta, Alessandro
Statistical Methods & Applications. 33 (2023) 1 - p. 131-151 , 2023

Link: https://doi.org/10.1007/..

13

Libra or Librae? Basket based stablecoins to mitigate forei..:

Giudici, Paolo ; Leach, Thomas ; Pagnottoni, Paolo
Finance Research Letters. 44 (2022) - p. 102054 , 2022

Link: https://doi.org/10.1016/..

14

Sentiment, Google queries and explosivity in the cryptocurr..:

Agosto, Arianna ; Cerchiello, Paola ; Pagnottoni, Paolo
Physica A: Statistical Mechanics and its Applications. 605 (2022) - p. 128016 , 2022

Link: https://doi.org/10.1016/..

15

Climate change and financial stability: Natural disaster im..:

Pagnottoni, Paolo ; Spelta, Alessandro ; Flori, Andrea.
Physica A: Statistical Mechanics and its Applications. 599 (2022) - p. 127514 , 2022

Link: https://doi.org/10.1016/..