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 0 8 0 0 7 34
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 1 4 18
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 1 1 2 53 1 2 14 68
From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets 0 0 0 2 1 2 14 22
Gambling on Momentum 0 0 1 14 0 2 9 48
Gambling on Momentum 0 0 0 8 2 5 44 102
Gambling on Momentum in Contests 1 1 2 33 2 4 36 144
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball 0 0 0 8 0 2 19 52
Informational efficiency and behaviour within in-play prediction markets 0 0 1 49 8 17 62 204
Model selection in hidden Markov models: a simulation study 0 0 0 38 0 0 14 200
PARX model for football matches predictions 0 1 4 138 0 6 41 398
Shocking concerns: public perception about climate change and the macroeconomy 0 2 13 18 4 8 52 57
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 1 1 18 43
Total Working Papers 2 5 26 586 19 50 365 1,648

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 3 11 70
A Dynamic Latent Model for Poverty Measurement 0 1 1 5 0 1 7 18
A Markov-switching regression model with non-Gaussian innovations: estimation and testing 0 0 2 51 0 0 11 183
A dynamic analysis of stock markets using a hidden Markov model 1 1 4 42 2 4 20 134
A statistical procedure for testing financial contagion 0 0 0 0 0 0 6 70
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 11 15
Betting on momentum in contests 0 0 1 1 1 2 28 28
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 1 2 16 180 3 4 46 548
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 0 1 4 0 0 10 36
Disequilibria and Contagion in Financial Markets: Evidence from a New Test 0 0 0 0 0 2 9 12
Disequilibria and contagion in financial markets: Evidence from a new test 0 0 0 14 0 0 5 63
Efficiency of online football betting markets 3 6 33 108 42 104 322 581
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 2 33 48
Informational efficiency and behaviour within in-play prediction markets 0 0 0 6 12 30 74 133
Latent class models for financial data analysis: some statistical developments 0 0 0 17 0 0 7 87
Mining categorical sequences from data using a hybrid clustering method 0 0 1 20 0 2 11 70
PARX model for football match predictions 0 1 1 38 1 7 21 134
THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH 0 0 0 0 0 2 14 190
Weighted Elo rating for tennis match predictions 0 0 14 138 8 27 159 512
Total Journal Articles 5 11 74 631 69 190 824 2,959

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Statistics updated 2026-10-11