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 8 8 10 383
Automated Variable Selection in Vector Multiplicative Error Models 0 0 1 58 0 0 1 159
Copula--based Specification of vector MEMs 0 0 0 22 4 7 7 72
Copula--based Specification of vector MEMs 0 0 0 56 4 4 6 91
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 71 3 4 7 112
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 0 0 0 83 4 6 8 195
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 208 1 6 14 484
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 5 7 8 93
Multiplicative Error Models 0 0 1 741 4 4 14 2,381
Semiparametric vector MEM 0 0 0 138 7 8 10 346
Vector Multiplicative Error Models: Representation and Inference 0 0 0 104 3 6 7 336
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 6 10 13 620
Vector Multiplicative Error Models: Representation and Inference 0 0 0 82 3 4 9 276
Total Working Papers 0 1 5 1,979 52 74 114 5,548


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 4 5 6 120
Determinants of SME credit worthiness under Basel rules: the value of credit history information 0 0 1 61 6 9 13 260
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 3 159 2 4 14 416
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 8 9 11 113
Total Journal Articles 0 0 4 286 20 27 44 909


Statistics updated 2026-02-12