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 2 37
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 1 1 1 8 1 2 6 27
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 0 51 0 0 2 54
Gambling on Momentum 0 0 0 8 1 3 10 58
Gambling on Momentum 0 0 1 13 0 1 7 39
Gambling on Momentum in Contests 0 0 2 31 0 4 23 108
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 1 4 10 33
Informational efficiency and behaviour within in-play prediction markets 0 0 2 48 2 5 22 142
Model selection in hidden Markov models: a simulation study 0 0 4 38 0 1 8 186
PARX model for football matches predictions 0 0 0 134 1 6 15 357
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 0 1 3 65 1 3 7 25
Total Working Papers 1 2 13 553 7 29 114 1,270


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 2 2 59
A Dynamic Latent Model for Poverty Measurement 0 0 1 4 0 0 1 11
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 2 49 0 1 5 172
A dynamic analysis of stock markets using a hidden Markov model 0 0 1 38 0 1 4 114
A statistical procedure for testing financial contagion 0 0 0 0 1 1 1 64
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 3 3 4
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 0 0 5 164 0 6 30 502
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 3 0 1 1 26
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 1 1 3
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 0 2 58
Efficiency of online football betting markets 0 0 10 75 2 12 42 259
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 1 4 8 15
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 2 6 16 59
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 0 1 80
Mining categorical sequences from data using a hybrid clustering method 0 0 0 19 0 0 4 59
PARX model for football match predictions 0 1 2 37 0 3 7 113
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 1 3 176
Weighted Elo rating for tennis match predictions 1 6 22 124 4 22 62 353
Total Journal Articles 1 7 43 557 10 64 193 2,135


Statistics updated 2025-10-06