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 2 11 48
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 0 2 9 34
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 1 3 17
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 2 9 49
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 1 52 0 4 12 66
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 0 2 0 2 12 20
Gambling on Momentum 0 0 0 8 2 12 42 97
Gambling on Momentum 0 0 1 14 0 2 8 46
Gambling on Momentum in Contests 0 1 1 32 2 10 36 140
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 1 3 21 50
Informational efficiency and behaviour within in-play prediction markets 0 0 1 49 5 17 50 187
Model selection in hidden Markov models: a simulation study 0 0 0 38 0 5 15 200
PARX model for football matches predictions 1 1 3 137 3 16 41 392
Shocking concerns: public perception about climate change and the macroeconomy 0 0 12 16 4 9 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 2 66 0 4 20 42
Total Working Papers 1 3 24 581 17 91 348 1,598


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 10 67
A Dynamic Latent Model for Poverty Measurement 0 0 0 4 0 1 6 17
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 1 2 51 1 6 12 183
A dynamic analysis of stock markets using a hidden Markov model 1 1 3 41 1 6 17 130
A statistical procedure for testing financial contagion 0 0 0 0 0 4 7 70
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 2 14 15
Betting on momentum in contests 0 0 1 1 1 6 26 26
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 3 5 14 178 8 21 48 544
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 1 7 15
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 1 1 4 0 3 11 36
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 2 8 10
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 2 5 63
Efficiency of online football betting markets 8 14 27 102 43 94 230 477
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 0 2 12 12
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 7 13 35 46
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 4 17 50 103
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 0 2 9 68
PARX model for football match predictions 0 0 1 37 3 5 17 127
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 2 13 188
Weighted Elo rating for tennis match predictions 1 4 20 138 8 44 154 485
Total Journal Articles 13 26 70 620 76 234 698 2,769


Statistics updated 2026-07-10