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 1 1 198 0 1 3 375
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 57 0 0 1 158
Copula--based Specification of vector MEMs 0 0 0 22 0 0 0 65
Copula--based Specification of vector MEMs 0 0 0 56 1 1 1 86
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 1 71 0 0 1 105
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 0 0 3 187
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 6 207 2 4 13 474
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 0 1 85
Multiplicative Error Models 0 0 4 740 3 4 9 2,371
Semiparametric vector MEM 0 0 0 138 0 0 2 337
Vector Multiplicative Error Models: Representation and Inference 0 0 1 104 0 0 4 329
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 1 1 2 608
Vector Multiplicative Error Models: Representation and Inference 0 0 1 82 0 0 2 267
Total Working Papers 0 2 15 1,976 7 11 42 5,447

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 1 1 115
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 0 60 0 0 3 248
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 9 158 0 1 22 405
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 1 2 103
Total Journal Articles 0 1 9 284 1 3 28 871

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Statistics updated 2025-06-06