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 0 197 0 1 2 373
Automated Variable Selection in Vector Multiplicative Error Models 0 0 0 56 0 0 1 157
Copula--based Specification of vector MEMs 0 0 0 22 0 0 1 65
Copula--based Specification of vector MEMs 0 0 0 56 0 0 0 85
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 70 0 0 1 104
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 1 83 0 3 6 187
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 2 15 203 1 3 33 464
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 1 41 0 0 1 84
Multiplicative Error Models 2 3 11 739 2 3 33 2,365
Semiparametric vector MEM 0 0 0 138 0 0 0 335
Vector Multiplicative Error Models: Representation and Inference 0 0 1 103 1 2 4 327
Vector Multiplicative Error Models: Representation and Inference 0 0 1 177 1 1 4 607
Vector Multiplicative Error Models: Representation and Inference 0 0 0 81 1 1 1 266
Total Working Papers 3 5 30 1,966 6 14 87 5,419

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 0 114
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 0 60 0 0 0 245
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 2 9 151 2 10 29 393
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 0 0 101
Total Journal Articles 1 2 9 277 2 10 29 853

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Statistics updated 2024-09-04