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Rosella Castellano

This is information that was supplied by Rosella Castellano in registering through RePEc. If you are Rosella Castellano , 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.

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First Name:Rosella
Middle Name:
Last Name:Castellano
RePEc Short-ID:pca464
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  1. Marcel Ausloos & Rosella Castellano & Roy Cerqueti, 2016. "Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law," Papers 1603.01103,
  2. Rosella Castellano & Roy Cerqueti, 2010. "Roots and Effects of Investments' Misperception," Working Papers 62-2010, Macerata University, Department of Finance and Economic Sciences, revised Dec 2010.
  3. Rosella Castellano & Roy Cerqueti & Rita L. D'Ecclesia, 2009. "A Disutility-Based Drift Control for Exchange Rates," Working Papers 56-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
  4. Rosella Castellano & Luisa Scaccia, 2007. "Bayesian inference for Hidden Markov Model," Working Papers 43-2007, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
  5. Rita L. D’Ecclesia & Rosella Castellano, 2005. "Long Swings in the US-Dollar: a Stochastic Control Approach," Computing in Economics and Finance 2005 117, Society for Computational Economics.
  6. Rosella Giacometti & Rosella Castellano, 1999. "Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events," Computing in Economics and Finance 1999 132, Society for Computational Economics.
  1. Castellano, Rosella & Cerqueti, Roy & Spinesi, Luca, 2016. "Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion," European Journal of Operational Research, Elsevier, vol. 255(1), pages 288-297.
  2. Castellano, Rosella & Cerqueti, Roy, 2014. "Mean–Variance portfolio selection in presence of infrequently traded stocks," European Journal of Operational Research, Elsevier, vol. 234(2), pages 442-449.
  3. Rosella Castellano & Luisa Scaccia, 2014. "Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 285-305, June.
  4. Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
  5. Rosella Castellano & Rita D’Ecclesia, 2013. "CDS volatility: the key signal of credit quality," Annals of Operations Research, Springer, vol. 205(1), pages 89-107, May.
  6. Castellano, Rosella & Cerqueti, Roy, 2011. "The optimal bid/ask spread in a Specialist System," Economic Modelling, Elsevier, vol. 28(5), pages 2247-2253, September.
  7. Castellano, Rosella & Giacometti, Rosella, 2001. "Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events," Computational Economics, Springer;Society for Computational Economics, vol. 17(2-3), pages 239-52, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2010-01-23
  2. NEP-CMP: Computational Economics (1) 2010-12-23
  3. NEP-ECM: Econometrics (1) 2008-11-25
  4. NEP-EEC: European Economics (1) 2016-03-23
  5. NEP-FIN: Finance (1) 1999-07-12
  6. NEP-IFN: International Finance (1) 2010-01-23

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