RROJI EDIT
- U07, Floor: 4, Room: 4131
Publications
Mercuri, L., Perchiazzo, A., Rroji, E. (2025). Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets. FINANCE RESEARCH LETTERS, 73(March 2025) [10.1016/j.frl.2024.106563]. Detail
Mercuri, L., Perchiazzo, A., Rroji, E. (2024). A Hawkes model with CARMA(p,q) intensity. INSURANCE MATHEMATICS & ECONOMICS, 116(May 2024), 1-26 [10.1016/j.insmatheco.2024.01.007]. Detail
Batoon, A., Rroji, E. (2024). Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates. RISKS, 12(1) [10.3390/risks12010016]. Detail
Barucci, E., Marazzina, D., Rroji, E. (2023). An investigation of the Volatility Adjustment. DECISIONS IN ECONOMICS AND FINANCE [10.1007/s10203-023-00416-y]. Detail
Bellini, F., Rroji, E., Sala, C. (2022). Implicit quantiles and expectiles. ANNALS OF OPERATIONS RESEARCH, 313(2), 733-753 [10.1007/s10479-021-04054-8]. Detail
Research projects
Awards
Awards
- Premio Giovani Talenti 2018, Università Milano Bicocca con il patrocinio dell'Accademia Nazionale dei Lincei, 2018
Editorial boards
- Guest Editor di rivista o collana editoriale - RISKS, 2022 - 2023
Congresses/Conferences
- Partecipazione al comitato organizzativo - AMASES 2023(Italia), 2023