Access Statistics for Fabrizio Cipollini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model for Multivariate Non-negative Valued Processes in Financial Econometrics 0 0 1 198 0 0 2 375
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 57 0 0 1 158
Copula--based Specification of vector MEMs 0 0 0 22 0 0 0 65
Copula--based Specification of vector MEMs 0 0 0 56 1 2 2 87
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 1 71 1 1 2 106
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 0 1 1 188
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 5 207 1 3 12 475
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 1 1 2 86
Multiplicative Error Models 0 0 3 740 0 3 8 2,371
Semiparametric vector MEM 0 0 0 138 0 0 2 337
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 1 2 3 609
Vector Multiplicative Error Models: Representation and Inference 0 0 1 104 0 0 3 329
Vector Multiplicative Error Models: Representation and Inference 0 0 1 82 0 0 2 267
Total Working Papers 0 0 13 1,976 5 13 40 5,453

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Automated variable selection in vector multiplicative error models 0 0 0 35 0 0 1 115
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 0 60 1 1 4 249
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 8 158 2 3 17 408
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 1 2 103
Total Journal Articles 0 0 8 284 3 5 24 875

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Statistics updated 2025-08-05