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 2 5 12 48
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 1 2 9 33
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 1 1 3 17
Co-integration rank determination in partial systems using information criteria 0 0 0 33 2 3 9 49
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 3 5 12 65
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 2 2 2 4 20 20
Gambling on Momentum 0 0 0 8 6 15 38 91
Gambling on Momentum 0 0 1 14 2 2 9 46
Gambling on Momentum in Contests 0 0 0 31 6 8 37 136
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 1 6 20 48
Informational efficiency and behaviour within in-play prediction markets 0 1 1 49 9 23 46 179
Model selection in hidden Markov models: a simulation study 0 0 1 38 3 8 15 198
PARX model for football matches predictions 0 0 2 136 7 16 34 383
Shocking concerns: public perception about climate change and the macroeconomy 0 2 16 16 4 15 44 44
The dynamic analysis and prediction of stock markets through the latent Markov model 0 1 2 79 0 2 11 161
Time-Varying Poisson Autoregression 0 0 2 66 3 5 20 41
Total Working Papers 0 4 28 578 52 120 339 1,559


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 2 10 67
A Dynamic Latent Model for Poverty Measurement 0 0 0 4 1 2 6 17
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 1 50 3 4 9 180
A dynamic analysis of stock markets using a hidden Markov model 0 1 2 40 5 8 16 129
A statistical procedure for testing financial contagion 0 0 0 0 4 6 7 70
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 1 3 13 14
Betting on momentum in contests 0 0 1 1 4 8 24 24
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 0 1 11 173 8 11 40 531
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 2 7 15
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 0 2 8 33
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 1 1 7 9
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 1 3 4 62
Efficiency of online football betting markets 2 6 18 90 30 85 179 413
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 2 6 12 12
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 6 11 30 39
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 8 19 44 94
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 1 6 86
Mining categorical sequences from data using a hybrid clustering method 0 0 1 20 1 5 9 67
PARX model for football match predictions 0 0 1 37 1 2 13 123
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 1 3 12 187
Weighted Elo rating for tennis match predictions 1 4 22 135 22 60 142 463
Total Journal Articles 3 12 57 597 100 244 598 2,635


Statistics updated 2026-05-06