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 1 1 2 58 1 1 2 159
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 0 1 2 189
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 207 1 4 14 478
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 1 2 86
Multiplicative Error Models 0 1 1 741 1 2 7 2,373
Semiparametric vector MEM 0 0 0 138 0 1 3 338
Vector Multiplicative Error Models: Representation and Inference 0 0 1 82 1 2 3 269
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 1 2 609
Vector Multiplicative Error Models: Representation and Inference 0 0 1 104 0 0 2 329
Total Working Papers 1 2 11 1,978 4 15 43 5,463

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 0 1 1 61 1 3 6 251
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 8 159 0 5 18 411
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 1 3 104
Total Journal Articles 0 2 9 286 1 9 28 881

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06