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 5 10 46
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 1 8 1 4 8 32
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 2 16
Co-integration rank determination in partial systems using information criteria 0 0 0 33 1 4 7 47
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 1 5 9 62
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 2 2 1 3 18 18
Gambling on Momentum 0 0 1 14 0 3 7 44
Gambling on Momentum 0 0 0 8 3 15 32 85
Gambling on Momentum in Contests 0 0 0 31 0 5 32 130
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 3 12 19 47
Informational efficiency and behaviour within in-play prediction markets 1 1 2 49 9 20 41 170
Model selection in hidden Markov models: a simulation study 0 0 2 38 2 6 13 195
PARX model for football matches predictions 0 1 2 136 5 14 27 376
Shocking concerns: public perception about climate change and the macroeconomy 1 4 16 16 7 16 40 40
The dynamic analysis and prediction of stock markets through the latent Markov model 0 2 2 79 0 7 11 161
Time-Varying Poisson Autoregression 0 1 2 66 1 5 18 38
Total Working Papers 2 9 30 578 34 124 294 1,507


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 5 10 67
A Dynamic Latent Model for Poverty Measurement 0 0 0 4 1 4 5 16
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 1 50 1 3 6 177
A dynamic analysis of stock markets using a hidden Markov model 0 1 2 40 1 6 11 124
A statistical procedure for testing financial contagion 0 0 0 0 0 2 3 66
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 8 12 13
Betting on momentum in contests 0 0 1 1 1 9 20 20
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 0 4 12 173 2 9 35 523
Co†integration Rank Determination in Partial Systems Using Information Criteria 0 0 0 0 0 4 6 14
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 1 5 8 33
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 2 6 8
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 2 4 61
Efficiency of online football betting markets 1 6 18 88 26 71 153 383
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets 0 0 0 0 2 6 10 10
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 0 3 13 24 33
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 7 19 36 86
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 3 6 86
Mining categorical sequences from data using a hybrid clustering method 0 0 1 20 3 4 8 66
PARX model for football match predictions 0 0 1 37 0 7 12 122
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 6 11 186
Weighted Elo rating for tennis match predictions 2 6 23 134 18 54 124 441
Total Journal Articles 3 17 59 594 66 242 510 2,535


Statistics updated 2026-04-09