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 1 1 58 0 1 1 159
Copula--based Specification of vector MEMs 0 0 0 56 0 0 2 87
Copula--based Specification of vector MEMs 0 0 0 22 1 1 1 66
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 0 2 3 108
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 1 1 3 190
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 3 207 1 2 11 479
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 2 2 4 88
Multiplicative Error Models 0 0 1 741 0 5 11 2,377
Semiparametric vector MEM 0 0 0 138 0 0 3 338
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 1 2 4 611
Vector Multiplicative Error Models: Representation and Inference 0 0 1 104 2 3 4 332
Vector Multiplicative Error Models: Representation and Inference 0 0 1 82 0 4 6 272
Total Working Papers 0 1 8 1,978 8 23 55 5,482

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 0 1 61 1 2 6 252
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 159 0 1 12 412
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 1 4 105
Total Journal Articles 0 0 5 286 2 4 23 884

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Statistics updated 2025-12-06