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 3 4 40
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 1 1 8 0 1 4 27
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 2 2 42
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 0 1 2 55
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 2 2 1 3 11 11
Gambling on Momentum 0 0 1 13 0 1 8 40
Gambling on Momentum 0 0 0 8 6 10 19 67
Gambling on Momentum in Contests 0 0 2 31 6 8 28 116
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 0 2 8 34
Informational efficiency and behaviour within in-play prediction markets 0 0 1 48 5 9 24 149
Model selection in hidden Markov models: a simulation study 0 0 2 38 2 2 7 188
PARX model for football matches predictions 0 0 0 134 0 3 14 359
Shocking concerns: public perception about climate change and the macroeconomy 2 6 10 10 7 15 17 17
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 0 1 1 151
Time-Varying Poisson Autoregression 0 0 3 65 2 6 12 30
Total Working Papers 2 7 22 565 31 69 163 1,342


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 1 3 60
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 1 1 3 50 1 2 7 174
A dynamic analysis of stock markets using a hidden Markov model 0 1 1 39 0 2 5 116
A statistical procedure for testing financial contagion 0 0 0 0 0 1 1 64
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 3 4
Betting on momentum in contests 0 1 1 1 2 6 6 6
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 2 5 10 169 4 9 36 511
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 1 1 1 9
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 2 2 3 28
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 2 2 3 5
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 0 1 58
Efficiency of online football betting markets 4 4 11 79 13 23 57 280
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 1 1 1 1
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 1 2 8 16
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 5 8 18 65
Latent class models for financial data analysis: some statistical developments 0 0 0 17 1 3 4 83
Mining categorical sequences from data using a hybrid clustering method 1 1 1 20 1 1 5 60
PARX model for football match predictions 0 0 1 37 1 1 6 114
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 2 2 4 178
Weighted Elo rating for tennis match predictions 0 4 22 127 5 19 69 368
Total Journal Articles 8 17 51 573 43 87 243 2,212


Statistics updated 2025-12-06