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 1 11 386
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 1 2 5 163
Copula--based Specification of vector MEMs 0 0 0 22 1 2 10 75
Copula--based Specification of vector MEMs 0 0 0 56 0 2 7 93
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 0 2 12 117
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 2 2 85 0 4 12 199
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 4 211 2 7 23 497
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 1 3 12 97
Multiplicative Error Models 1 1 3 743 2 12 25 2,396
Semiparametric vector MEM 0 0 0 138 2 5 19 356
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 1 4 15 282
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 0 4 11 340
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 4 16 624
Total Working Papers 1 4 10 1,986 10 52 178 5,625


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 2 8 123
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 0 4 16 264
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 160 3 6 18 423
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 3 13 116
Total Journal Articles 0 1 3 287 4 15 55 926


Statistics updated 2026-06-04