| Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) A Agosto, G Cavaliere, D Kristensen, A Rahbek Journal of Empirical Finance 38, 640-663, 2016 | 104 | 2016 |
| A poisson autoregressive model to understand COVID-19 contagion dynamics A Agosto, P Giudici Risks 8 (3), 77, 2020 | 86 | 2020 |
| Financial bubbles: a study of co-explosivity in the cryptocurrency market A Agosto, A Cafferata Risks 8 (2), 34, 2020 | 79 | 2020 |
| Monitoring COVID‐19 contagion growth A Agosto, A Campmas, P Giudici, A Renda Statistics in Medicine 40 (18), 4150-4160, 2021 | 37 | 2021 |
| Tree networks to assess financial contagion A Agosto, DF Ahelegbey, P Giudici Economic Modelling 85, 349-366, 2020 | 35 | 2020 |
| COVID-19 contagion and digital finance A Agosto, P Giudici Digital finance 2 (1), 159-167, 2020 | 24 | 2020 |
| Spatial regression models to improve P2P credit risk management A Agosto, P Giudici, T Leach Frontiers in artificial intelligence 2, 6, 2019 | 22 | 2019 |
| Variance matters (in stochastic dividend discount models) A Agosto, E Moretto Annals of Finance 11, 283-295, 2015 | 20 | 2015 |
| Sentiment, Google queries and explosivity in the cryptocurrency market A Agosto, P Cerchiello, P Pagnottoni Physica A: Statistical Mechanics and its Applications 605, 128016, 2022 | 18 | 2022 |
| Monitoring Covid-19 contagion growth in Europe A Agosto, A Campmas, P Giudici, A Renda CEPS Working Document, 2020 | 16 | 2020 |
| Financial bubbles: A study of co-explosivity in the cryptocurrency market. Risks, 8 (2), 1-14 A Agosto, A Cafferata | 14 | 2020 |
| Financial contagion through space-time point processes G Adelfio, A Agosto, M Chiodi, P Giudici Statistical Methods & Applications 30 (2), 665-688, 2021 | 11 | 2021 |
| Stochastic dividend discount model: covariance of random stock prices A Agosto, A Mainini, E Moretto Journal of Economics and Finance 43, 552-568, 2019 | 11 | 2019 |
| How to combine ESG scores? A proposal based on credit rating prediction A Agosto, P Giudici, A Tanda Corporate Social Responsibility and Environmental Management 30 (6), 3222-3230, 2023 | 10 | 2023 |
| Default count-based network models for credit contagion A Agosto, DF Ahelegbey Journal of the Operational Research Society 73 (1), 139-152, 2022 | 10 | 2022 |
| Bayesian learning models to measure the relative impact of ESG factors on credit ratings A Agosto, P Cerchiello, P Giudici International Journal of Data Science and Analytics, 1-12, 2023 | 9 | 2023 |
| How to combine ESG scores A Agosto, P Giudici, A Tanda Available at SSRN 4091266, 2022 | 6 | 2022 |
| Validation of PARX models for default count prediction A Agosto, E Raffinetti Frontiers in Artificial Intelligence 2, 9, 2019 | 5 | 2019 |
| University of Pavia A Agosto Italy, 0 | 5 | |
| A statistical model to monitor COVID-19 contagion growth A Agosto, A Campmas, P Giudici, A Renda Available at SSRN 3585930, 2020 | 4 | 2020 |
