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 1 36
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 3 7 0 1 8 24
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 0 14
Co-integration rank determination in partial systems using information criteria 0 0 0 33 0 0 1 40
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 1 51 0 0 5 53
Gambling on Momentum 0 0 0 12 1 2 4 34
Gambling on Momentum 0 0 0 8 1 3 9 51
Gambling on Momentum in Contests 0 1 11 30 1 7 43 95
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 1 2 5 28
Informational efficiency and behaviour within in-play prediction markets 0 0 1 47 1 3 14 128
Model selection in hidden Markov models: a simulation study 0 0 2 36 0 0 10 181
PARX model for football matches predictions 0 0 3 134 1 4 17 349
The dynamic analysis and prediction of stock markets through the latent Markov model 0 0 0 77 0 0 1 150
Time-Varying Poisson Autoregression 2 2 3 64 2 2 6 20
Total Working Papers 2 3 24 546 8 24 124 1,203


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 0 57
A Dynamic Latent Model for Poverty Measurement 1 1 1 4 1 1 2 11
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 2 4 49 0 3 10 170
A dynamic analysis of stock markets using a hidden Markov model 0 0 2 38 1 2 5 113
A statistical procedure for testing financial contagion 0 0 0 0 0 0 0 63
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 0 1
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 0 1 8 160 4 11 46 486
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 2 3 0 0 3 25
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 1 57
Efficiency of online football betting markets 0 1 10 69 0 5 31 228
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 0 0 4 8
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 1 3 10 50
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 0 1 79
Mining categorical sequences from data using a hybrid clustering method 0 0 0 19 1 3 3 58
PARX model for football match predictions 0 0 6 36 0 2 14 110
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 1 1 3 175
Weighted Elo rating for tennis match predictions 2 5 22 110 6 15 57 314
Total Journal Articles 3 10 55 532 15 46 190 2,015


Statistics updated 2025-03-03