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 0 0 2 375
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 0 1 2 87
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 1 71 0 1 2 106
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 1 2 2 189
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 207 2 3 13 477
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 1 2 86
Multiplicative Error Models 1 1 2 741 1 1 7 2,372
Semiparametric vector MEM 0 0 0 138 1 1 3 338
Vector Multiplicative Error Models: Representation and Inference 0 0 1 104 0 0 2 329
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 1 2 609
Vector Multiplicative Error Models: Representation and Inference 0 0 1 82 1 1 2 268
Total Working Papers 1 1 11 1,977 6 12 40 5,459

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 0 1 115
Determinants of SME credit worthiness under Basel rules: the value of credit history information 1 1 1 61 1 2 5 250
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 8 159 3 6 18 411
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 1 3 104
Total Journal Articles 2 2 9 286 5 9 27 880

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Statistics updated 2025-09-05