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 2 10 11 385
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 2 2 3 161
Copula--based Specification of vector MEMs 0 0 0 22 1 7 8 73
Copula--based Specification of vector MEMs 0 0 0 56 0 4 6 91
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 3 7 10 115
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 0 5 8 195
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 2 3 4 210 6 11 20 490
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 1 6 9 94
Multiplicative Error Models 1 1 2 742 3 7 17 2,384
Semiparametric vector MEM 0 0 0 138 5 13 14 351
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 9 13 620
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 0 4 7 336
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 2 6 11 278
Total Working Papers 3 4 8 1,982 25 91 137 5,573


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 1 6 7 121
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 0 8 12 260
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 2 159 1 5 13 417
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 8 11 113
Total Journal Articles 0 0 3 286 2 27 43 911


Statistics updated 2026-03-04