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 1 4 5 41
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 1 1 4 28
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 2 2 16
Co-integration rank determination in partial systems using information criteria 0 0 0 33 1 3 3 43
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 2 3 4 57
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 2 2 4 7 15 15
Gambling on Momentum 0 0 0 8 3 12 20 70
Gambling on Momentum 1 1 2 14 1 2 8 41
Gambling on Momentum in Contests 0 0 2 31 9 17 36 125
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 1 2 9 35
Informational efficiency and behaviour within in-play prediction markets 0 0 1 48 1 8 25 150
Model selection in hidden Markov models: a simulation study 0 0 2 38 1 3 8 189
PARX model for football matches predictions 1 1 1 135 3 5 16 362
Shocking concerns: public perception about climate change and the macroeconomy 2 7 12 12 7 19 24 24
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 3 4 4 154
Time-Varying Poisson Autoregression 0 0 3 65 3 8 15 33
Total Working Papers 4 9 26 569 41 100 198 1,383


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 3 5 62
A Dynamic Latent Model for Poverty Measurement 0 0 1 4 0 1 2 12
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 1 2 50 0 2 5 174
A dynamic analysis of stock markets using a hidden Markov model 0 1 1 39 2 4 6 118
A statistical procedure for testing financial contagion 0 0 0 0 0 0 1 64
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 1 1 4 5
Betting on momentum in contests 0 1 1 1 5 11 11 11
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 0 5 10 169 3 12 36 514
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 2 2 10
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 0 2 3 28
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 1 3 4 6
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 1 1 2 59
Efficiency of online football betting markets 3 7 14 82 32 53 89 312
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 3 4 4 4
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 4 5 12 20
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 2 8 20 67
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 3 4 83
Mining categorical sequences from data using a hybrid clustering method 0 1 1 20 2 3 7 62
PARX model for football match predictions 0 0 1 37 1 2 7 115
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 2 4 6 180
Weighted Elo rating for tennis match predictions 1 4 20 128 19 34 83 387
Total Journal Articles 4 20 51 577 81 158 313 2,293


Statistics updated 2026-01-09