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 2 14 389
Automated Variable Selection in Vector Multiplicative Error Models 0 0 0 58 0 2 6 165
Copula--based Specification of vector MEMs 0 0 0 56 0 1 8 95
Copula--based Specification of vector MEMs 1 1 1 23 1 1 11 76
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 0 0 13 119
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 2 85 1 1 11 200
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 5 212 1 2 23 501
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 0 1 12 98
Multiplicative Error Models 0 1 4 745 1 2 26 2,399
Semiparametric vector MEM 0 0 0 138 1 1 19 357
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 1 4 17 286
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 0 15 624
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 1 2 13 342
Total Working Papers 1 2 12 1,990 7 19 188 5,651

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 1 9 124
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 0 61 0 3 16 267
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 2 161 2 5 21 432
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 1 3 15 119
Total Journal Articles 0 0 2 288 3 12 61 942

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Statistics updated 2026-10-11