Sfoglia per Autore
Sector classification in stock markets: a latent class approach
2008 M. COSTA; L. DE ANGELIS
The multidimensional measurement of poverty: a fuzzy set approach
2008 M. Costa; L. De Angelis
A dynamic analysis of stock markets through latent Markov models
2009 M. Costa; L. De Angelis
PORTFOLIO CHOICE BASED ON LATENT CLASS MODELS
2009 M. COSTA; L. DE ANGELIS
Model selection in hidden Markov models: a simulation study
2010 M. Costa; L. De Angelis
Sector price indexes in financial markets: methodological issues
2010 M. Costa; L. De Angelis
A dynamic analysis of stock markets through multivariate latent Markov models
2011 M. Costa; L. De Angelis
Sector classification in stock markets: a latent class approach
2011 M. Costa; L. De Angelis
Interdependence and contagion in international stock markets: A latent Markov model approach
2012 M. Costa; L. De Angelis; L.J. Paas
A statistical procedure for testing financial contagion
2012 A. Gardini; L. De Angelis
A permutation based procedure for classification assessment
2012 M. Costa; L. De Angelis
Investigating stock market behavior using a multivariate Markov-switching approach
2013 Giuseppe Cavaliere; Michele Costa; Luca De Angelis
Latent class models for financial data analysis: some statistical developments
2013 L. De Angelis
A dynamic analysis of stock markets using a hidden Markov model
2013 L. De Angelis; L.J. Paas
A Markov Switching regression model with non Gaussian errors for investigating stock market behavior
2014 Luca De Angelis; Cinzia Viroli
Investigating stock market behavior using a multivariate Markov-switching approach
2014 Giuseppe Cavaliere; Michele Costa; Luca De Angelis
Mining categorical sequences from data using a hybrid clustering method
2014 Luca De Angelis; José G. Dias
Disequilibria and contagion in financial markets: Evidence from a new test
2015 DE ANGELIS, Luca; Gardini, Attilio
A dynamic latent model for poverty measurement
2015 Michele Costa; Luca De Angelis
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models
2015 Giuseppe Cavaliere; Luca De Angelis; Anders Rahbek; and A.M.Robert Taylor
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