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 1 1 191 0 1 11 350
Automated Variable Selection in Vector Multiplicative Error Models 0 0 0 55 2 3 6 146
Copula--based Specification of vector MEMs 0 0 2 55 0 1 20 76
Copula--based Specification of vector MEMs 0 0 0 21 1 1 10 52
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 1 1 69 2 5 24 91
Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares 1 1 2 75 3 4 19 159
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 6 171 0 2 13 378
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 39 0 1 8 70
Multiplicative Error Models 3 13 26 686 9 27 113 2,182
Semiparametric vector MEM 0 0 6 136 1 3 17 327
Vector Multiplicative Error Models: Representation and Inference 0 1 1 101 0 1 13 309
Vector Multiplicative Error Models: Representation and Inference 0 0 1 78 0 0 12 255
Vector Multiplicative Error Models: Representation and Inference 0 0 0 173 0 0 11 586
Total Working Papers 4 17 46 1,850 18 49 277 4,981

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 34 0 0 2 104
Determinants of SME credit worthiness under Basel rules: the value of credit history information 1 1 3 52 2 4 14 228
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 2 11 118 4 9 41 307
SEMIPARAMETRIC VECTOR MEM 0 0 0 28 0 0 9 94
Total Journal Articles 2 3 14 232 6 13 66 733

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Statistics updated 2020-09-04