Raffaella Calabrese
Economics and Econometrics · 2010–2013
A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Finance — 10 citations into it
- Statistics and Probability — 10 citations into it
- Accounting — 7 citations into it
Whom Raffaella Calabrese trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- S. Caselli
- J. Grunert
- D. Stasinopoulos
- Silvia L. P. Ferrari
- Tony Bellotti
- S. Gatti
- Martin Weber
- Robert A. Rigby
- Francisco Cribari‐Neto
- Jonathan N. Crook
Papers from Raffaella Calabrese's perspective
Ordered by how strongly the researchers Raffaella Calabrese trusts endorse each paper. Same corpus, a different order for every researcher.
- The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
- Generalized Additive Models for Location Scale and Shape (GAMLSS) in R
- Beta Regression for Modelling Rates and Proportions
- Generalized Linear Models
- The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
- Measuring LGD on Commercial Loans: An 18-Year Internal Study
- Consistency of the beta kernel density function estimator
- Recovery Rates of Commercial Lending: Empirical Evidence for German Companies
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Loss given default models incorporating macroeconomic variables for credit cards
Their papers
- Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study (2013) — 65 citations
- Estimating bank loans loss given default by generalized additive models (2012) — 17 citations
- Bank loan recovery rates: Measuring and nonparametric density estimation (2010) — 99 citations