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 0 198 0 3 11 386
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 1 3 4 162
Copula--based Specification of vector MEMs 0 0 0 22 1 2 9 74
Copula--based Specification of vector MEMs 0 0 0 56 1 2 8 93
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 2 5 12 117
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 2 2 85 2 4 12 199
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 3 4 211 3 11 23 495
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 2 3 11 96
Multiplicative Error Models 0 1 2 742 8 13 26 2,394
Semiparametric vector MEM 0 0 0 138 3 8 17 354
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 3 4 11 340
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 4 4 17 624
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 3 5 14 281
Total Working Papers 0 6 9 1,985 33 67 175 5,615

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 2 3 8 123
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 2 4 16 264
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 160 1 4 15 420
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 2 2 13 115
Total Journal Articles 0 1 3 287 7 13 52 922

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Statistics updated 2026-05-06