Access Statistics for Luca De Angelis

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 comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 0 1 36
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 0 14
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 7 0 0 6 24
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 1 40
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 1 51 1 1 4 54
Gambling on Momentum 0 1 1 13 1 4 8 38
Gambling on Momentum 0 0 0 8 0 2 8 53
Gambling on Momentum in Contests 0 1 5 31 2 6 27 101
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 0 0 5 28
Informational efficiency and behaviour within in-play prediction markets 0 1 2 48 1 6 18 134
Model selection in hidden Markov models: a simulation study 0 1 3 37 0 2 7 183
PARX model for football matches predictions 0 0 3 134 1 1 16 350
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 0 0 1 150
Time-Varying Poisson Autoregression 0 0 3 64 1 2 5 22
Total Working Papers 0 4 19 550 7 24 107 1,227


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 0 0 0 57
A Dynamic Latent Model for Poverty Measurement 0 0 1 4 0 0 1 11
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 4 49 0 1 10 171
A dynamic analysis of stock markets using a hidden Markov model 0 0 2 38 0 0 4 113
A statistical procedure for testing financial contagion 0 0 0 0 0 0 0 63
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 0 1
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 2 4 7 164 3 8 33 494
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 0 8
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 2 3 0 0 2 25
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 0 0 2
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 1 2 58
Efficiency of online football betting markets 1 4 12 73 8 14 37 242
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 0 1 2 9
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 2 2 11 52
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 1 1 80
Mining categorical sequences from data using a hybrid clustering method 0 0 0 19 0 0 3 58
PARX model for football match predictions 0 0 4 36 0 0 12 110
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 0 2 175
Weighted Elo rating for tennis match predictions 3 6 28 116 4 11 61 325
Total Journal Articles 6 14 60 546 17 39 181 2,054


Statistics updated 2025-06-06