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 0 197 1 1 2 374
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 57 0 0 2 158
Copula--based Specification of vector MEMs 0 0 0 56 0 0 0 85
Copula--based Specification of vector MEMs 0 0 0 22 0 0 0 65
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 1 71 0 0 2 105
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 0 0 4 187
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 2 10 206 0 2 19 470
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 1 1 85
Multiplicative Error Models 0 0 5 740 0 1 8 2,367
Semiparametric vector MEM 0 0 0 138 1 2 2 337
Vector Multiplicative Error Models: Representation and Inference 0 1 1 82 0 1 2 267
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 0 2 607
Vector Multiplicative Error Models: Representation and Inference 0 1 1 104 0 1 4 329
Total Working Papers 0 4 19 1,974 2 9 48 5,436

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 0 114
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 0 60 1 2 3 248
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 2 11 157 2 4 30 404
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 1 1 102
Total Journal Articles 1 2 11 283 3 7 34 868

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Statistics updated 2025-03-03