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 11 48
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 0 1 8 34
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 3 17
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 9 49
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 1 52 0 1 12 66
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 0 2 1 1 13 21
Gambling on Momentum 0 0 0 8 2 8 44 99
Gambling on Momentum 0 0 1 14 1 1 8 47
Gambling on Momentum in Contests 0 1 1 32 1 5 35 141
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 0 2 19 50
Informational efficiency and behaviour within in-play prediction markets 0 0 1 49 5 13 53 192
Model selection in hidden Markov models: a simulation study 0 0 0 38 0 2 15 200
PARX model for football matches predictions 1 2 4 138 3 12 41 395
Shocking concerns: public perception about climate change and the macroeconomy 0 0 12 16 0 5 48 49
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 2 79 0 0 11 161
Time-Varying Poisson Autoregression 0 0 1 66 0 1 19 42
Total Working Papers 1 4 24 582 13 52 349 1,611

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 2 11 69
A Dynamic Latent Model for Poverty Measurement 1 1 1 5 1 1 7 18
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 1 2 51 0 3 11 183
A dynamic analysis of stock markets using a hidden Markov model 0 1 3 41 1 2 18 131
A statistical procedure for testing financial contagion 0 0 0 0 0 0 7 70
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 1 14 15
Betting on momentum in contests 0 0 1 1 1 3 27 27
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 1 6 15 179 1 14 47 545
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 0 7 15
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 1 1 4 0 3 10 36
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 1 8 10
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 1 5 63
Efficiency of online football betting markets 0 12 27 102 32 96 257 509
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 0 0 12 12
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 0 7 33 46
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 11 20 59 114
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 1 7 87
Mining categorical sequences from data using a hybrid clustering method 0 0 1 20 1 2 10 69
PARX model for football match predictions 1 1 2 38 4 8 20 131
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 2 3 15 190
Weighted Elo rating for tennis match predictions 0 3 18 138 6 28 150 491
Total Journal Articles 3 26 71 623 62 196 735 2,831

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Statistics updated 2026-08-07