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 0 34
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 1 2 3 3 1 6 10 10
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 2 3 34 0 3 9 13
Co-integration rank determination in partial systems using information criteria 0 1 1 33 0 1 1 39
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 1 1 2 50 1 1 3 46
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 1 1 8 8 3 4 17 17
Informational efficiency and behaviour within in-play prediction markets 0 0 1 45 0 1 7 105
Model selection in hidden Markov models: a simulation study 1 2 2 33 13 15 28 156
PARX model for football matches predictions 1 2 14 123 2 11 35 303
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 0 1 2 148
Time-Varying Poisson Autoregression 0 1 61 61 0 1 12 12
Total Working Papers 5 12 95 471 20 44 124 883


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 1 2 2 57
A Dynamic Latent Model for Poverty Measurement 0 0 2 3 0 0 3 9
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 1 45 1 2 6 154
A dynamic analysis of stock markets using a hidden Markov model 0 2 4 35 0 3 6 106
A statistical procedure for testing financial contagion 0 0 0 0 0 0 0 63
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 4 6 40 134 6 17 111 388
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 0 1 0 0 0 20
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 0 0 0 55
Efficiency of online football betting markets 1 5 9 44 1 8 30 162
Informational efficiency and behaviour within in-play prediction markets 0 0 2 4 1 4 22 29
Latent class models for financial data analysis: some statistical developments 0 1 1 17 0 2 7 74
Mining categorical sequences from data using a hybrid clustering method 0 0 0 19 1 1 2 55
PARX model for football match predictions 1 4 6 21 1 6 17 71
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 0 0 171
Weighted Elo rating for tennis match predictions 3 12 55 72 6 27 162 210
Total Journal Articles 9 30 120 415 18 72 368 1,634


Statistics updated 2023-05-07