Research Repository

Items where Author is "Osmetti, Silvia Angela"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 5.

Article

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2016) 'The effectiveness of TARP-CPP on the US Banking Industry: a new copula-based approach.' European Journal of Operational Research. ISSN 0377-2217

Andreeva, Galina and Calabrese, Raffaella and Osmetti, Silvia Angela (2016) 'A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.' European Journal of Operational Research, 249 (2). pp. 506-516. ISSN 0377-2217

Calabrese, Raffaella and Osmetti, Silvia Angela (2015) 'Improving Forecast of Binary Rare Events Data: A GAM-Based Approach.' Journal of Forecasting, 34 (3). pp. 230-239. ISSN 0277-6693

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) 'Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model.' Journal of Applied Statistics, 40 (6). pp. 1172-1188. ISSN 0266-4763

Book Section

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) 'A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults.' In: Vicari, Donatella and Okada, Akinori and Ragozini, Giancarlo and Weihs, Claus, (eds.) Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2

This list was generated on Mon Jun 17 04:03:45 2019 BST.