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Raffaella Calabrese

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This is information that was supplied by Raffaella Calabrese in registering through RePEc. If you are Raffaella Calabrese , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Raffaella
Middle Name:
Last Name: Calabrese
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RePEc Short-ID: pca878

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Homepage:
Postal Address: Via Bicocca degli Arcimboldi 8 20100 Milano (Italy)
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Affiliation

Facoltà di Economia
Università degli Studi di Milano-Bicocca
Location: Milano, Italy
Homepage: http://www.economia.unimib.it/
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Handle: RePEc:edi:femibit (more details at EDIRC)

Works

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Working papers

  1. Raffaella Calabrese & Francesco Porro, 2012. "Single-name concentration risk in credit portfolios: a comparison of concentration indices," Working Papers 201214, Geary Institute, University College Dublin.
  2. Raffaella Calabrese, 2012. "Regression Model for Proportions with Probability Masses at Zero and One," Working Papers 201209, Geary Institute, University College Dublin.
  3. Raffaella Calabrese, 2012. "Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme," Working Papers 201216, Geary Institute, University College Dublin.
  4. Raffaella Calabrese, 2012. "Modelling Downturn Loss Given Default," Working Papers 201226, Geary Institute, University College Dublin.
  5. Raffaella Calabrese & Johan A. Elkink, 2012. "Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study," Working Papers 201215, Geary Institute, University College Dublin.
  6. Raffaella Calabrese, 2012. "Estimating bank loans loss given default by generalized additive models," Working Papers 201224, Geary Institute, University College Dublin.
  7. Raffaella Calabrese, 2012. "Improving Classifier Performance Assessment of Credit Scoring Models," Working Papers 201204, Geary Institute, University College Dublin.
  8. Raffaella Calabrese, 2011. "Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs," Working Papers 201134, Geary Institute, University College Dublin.
  9. Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers 201120, Geary Institute, University College Dublin.

Articles

  1. Calabrese, Raffaella, 2013. "Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 272-277.
  2. Calabrese, Raffaella & Zenga, Michele, 2010. "Bank loan recovery rates: Measuring and nonparametric density estimation," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 903-911, May.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2011-09-22 2012-03-14 2012-05-29 2012-11-03. Author is listed
  2. NEP-CBA: Central Banking (1) 2012-11-03
  3. NEP-CMP: Computational Economics (1) 2012-03-14
  4. NEP-ECM: Econometrics (4) 2011-09-22 2012-03-21 2012-06-25 2012-11-03. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-03-14
  6. NEP-MAC: Macroeconomics (1) 2012-11-03
  7. NEP-ORE: Operations Research (1) 2011-09-22
  8. NEP-RMG: Risk Management (5) 2011-09-22 2012-03-14 2012-03-21 2012-05-29 2012-11-03. Author is listed
  9. NEP-URE: Urban & Real Estate Economics (1) 2012-06-25

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

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Corrections

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