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 12 387
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 0 1 5 163
Copula--based Specification of vector MEMs 0 0 0 56 0 1 7 94
Copula--based Specification of vector MEMs 0 0 0 22 0 1 10 75
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 0 2 13 119
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 2 85 0 0 11 199
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 5 212 0 4 24 499
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 1 11 97
Multiplicative Error Models 0 2 4 744 0 3 26 2,397
Semiparametric vector MEM 0 0 0 138 0 2 19 356
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 1 2 16 283
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 0 0 11 340
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 0 15 624
Total Working Papers 0 3 12 1,988 1 18 180 5,633


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 1 9 124
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 0 0 15 264
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 3 161 1 8 20 428
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 2 14 117
Total Journal Articles 0 1 4 288 3 11 58 933


Statistics updated 2026-08-07