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 0 0 1 36
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 0 14
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 3 7 0 0 8 24
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 1 40
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 1 51 0 0 4 53
Gambling on Momentum 0 1 1 13 0 4 7 37
Gambling on Momentum 0 0 0 8 0 3 9 53
Gambling on Momentum in Contests 0 1 6 31 1 5 35 99
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 0 1 5 28
Informational efficiency and behaviour within in-play prediction markets 1 1 2 48 4 6 18 133
Model selection in hidden Markov models: a simulation study 1 1 3 37 1 2 10 183
PARX model for football matches predictions 0 0 3 134 0 1 15 349
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 0 0 1 150
Time-Varying Poisson Autoregression 0 2 3 64 1 3 4 21
Total Working Papers 2 6 22 550 7 25 118 1,220


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 0 0 0 57
A Dynamic Latent Model for Poverty Measurement 0 1 1 4 0 1 1 11
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 4 49 0 1 11 171
A dynamic analysis of stock markets using a hidden Markov model 0 0 2 38 0 1 5 113
A statistical procedure for testing financial contagion 0 0 0 0 0 0 0 63
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 0 1
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 1 2 8 162 3 9 44 491
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 0 8
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 2 3 0 0 2 25
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 0 0 2
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 1 1 2 58
Efficiency of online football betting markets 2 3 12 72 4 6 33 234
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 0 1 2 9
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 0 1 9 50
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 1 1 80
Mining categorical sequences from data using a hybrid clustering method 0 0 0 19 0 1 3 58
PARX model for football match predictions 0 0 5 36 0 0 13 110
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 1 3 175
Weighted Elo rating for tennis match predictions 2 5 25 113 4 13 60 321
Total Journal Articles 5 11 59 540 12 37 189 2,037


Statistics updated 2025-05-12