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 1 1 12 387
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 0 2 5 163
Copula--based Specification of vector MEMs 0 0 0 56 1 2 8 94
Copula--based Specification of vector MEMs 0 0 0 22 0 2 10 75
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 2 4 14 119
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 2 85 0 2 11 199
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 5 212 2 7 25 499
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 3 12 97
Multiplicative Error Models 1 2 4 744 1 11 26 2,397
Semiparametric vector MEM 0 0 0 138 0 5 19 356
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 4 16 624
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 0 3 11 340
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 0 4 15 282
Total Working Papers 2 3 12 1,988 7 50 184 5,632


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 2 8 123
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 0 2 16 264
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 3 161 4 8 21 427
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 3 13 116
Total Journal Articles 1 1 4 288 4 15 58 930


Statistics updated 2026-07-10