Access Statistics for Luca De Angelis

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 comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 3 6 10 46
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 0 4 7 31
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 2 16
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 4 6 46
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 1 6 8 61
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 2 2 1 6 17 17
Gambling on Momentum 0 1 2 14 0 4 10 44
Gambling on Momentum 0 0 0 8 6 15 31 82
Gambling on Momentum in Contests 0 0 1 31 2 14 35 130
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 2 10 16 44
Informational efficiency and behaviour within in-play prediction markets 0 0 1 48 5 12 33 161
Model selection in hidden Markov models: a simulation study 0 0 2 38 3 5 12 193
PARX model for football matches predictions 0 2 2 136 4 12 22 371
Shocking concerns: public perception about climate change and the macroeconomy 1 5 15 15 4 16 33 33
The dynamic analysis and prediction of stock markets through the latent Markov model 1 2 2 79 2 10 11 161
Time-Varying Poisson Autoregression 0 1 2 66 1 7 17 37
Total Working Papers 2 11 30 576 34 131 270 1,473


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 2 7 10 67
A Dynamic Latent Model for Poverty Measurement 0 0 0 4 0 3 4 15
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 1 50 0 2 6 176
A dynamic analysis of stock markets using a hidden Markov model 1 1 2 40 2 7 10 123
A statistical procedure for testing financial contagion 0 0 0 0 2 2 3 66
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 2 9 12 13
Betting on momentum in contests 0 0 1 1 3 13 19 19
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 1 4 13 173 1 10 35 521
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 5 6 14
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 1 4 7 32
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 3 6 8
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 2 3 4 61
Efficiency of online football betting markets 3 8 18 87 29 77 129 357
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 2 7 8 8
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 2 14 22 30
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 4 14 29 79
Latent class models for financial data analysis: some statistical developments 0 0 0 17 1 3 7 86
Mining categorical sequences from data using a hybrid clustering method 0 0 1 20 1 3 5 63
PARX model for football match predictions 0 0 1 37 1 8 12 122
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 2 8 11 186
Weighted Elo rating for tennis match predictions 1 5 22 132 20 55 109 423
Total Journal Articles 6 18 59 591 78 257 454 2,469


Statistics updated 2026-03-04