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ItalianoDE ANGELIS, LUCA
Dettaglio
DE ANGELIS, LUCA
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di IIa fascia
L. De Angelis; LUCA DE ANGELIS
Pubblicazioni
Risultati 1 - 20 di 26 (tempo di esecuzione: 0.001 secondi).
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File | |
|---|---|---|---|---|---|---|---|
| 1 | A dynamic analysis of stock markets through latent Markov models | M. Costa; L. De Angelis | 2009 | CLEUP | 4.01 Contributo in Atti di convegno | - | |
| 2 | A dynamic analysis of stock markets using a hidden Markov model | L. De Angelis; L.J. Paas | 2013 | JOURNAL OF APPLIED STATISTICS | 1.01 Articolo in rivista | - | |
| 3 | A Markov Switching regression model with non Gaussian errors for investigating stock market behavior | Luca De Angelis; Cinzia Viroli | 2014 | 4.02 Riassunto (Abstract) | - | ||
| 4 | A permutation based procedure for classification assessment | M. Costa; L. De Angelis | 2012 | COMMUNICATIONS IN STATISTICS. THEORY AND METHODS | 1.01 Articolo in rivista | - | |
| 5 | Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement | I. Monasterolo, L. De Angelis | 2020 | ECOLOGICAL ECONOMICS | 1.01 Articolo in rivista | ||
| 6 | Co-integration rank determination in partial systems using information criteria | Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli | 2018 | OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1.01 Articolo in rivista | ||
| 7 | A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models | Giuseppe Cavaliere; Luca De Angelis; Anders Rahbek; and A.M.Robert Taylor | 2015 | OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1.01 Articolo in rivista | ||
| 8 | Determining the cointegration rank in heteroskedastic VAR models of unknown order | Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Taylor, A.M.Robert | 2018 | ECONOMETRIC THEORY | 1.01 Articolo in rivista | ||
| 9 | Disequilibria and contagion in financial markets: Evidence from a new test | DE ANGELIS, Luca; Gardini, Attilio | 2015 | JOURNAL OF APPLIED ECONOMICS | 1.01 Articolo in rivista | ||
| 10 | A dynamic analysis of stock markets through multivariate latent Markov models | M. Costa; L. De Angelis | 2011 | Springer | 2.01 Capitolo / saggio in libro | - | |
| 11 | A dynamic latent model for poverty measurement | Michele Costa; Luca De Angelis | 2015 | COMMUNICATIONS IN STATISTICS. THEORY AND METHODS | 1.01 Articolo in rivista | - | |
| 12 | Efficiency of online football betting markets | Giovanni Angelini; Luca De Angelis | 2019 | INTERNATIONAL JOURNAL OF FORECASTING | 1.01 Articolo in rivista | - | |
| 13 | Interdependence and contagion in international stock markets: A latent Markov model approach | M. Costa; L. De Angelis; L.J. Paas | 2012 | Springer | 2.01 Capitolo / saggio in libro | - | |
| 14 | Investigating stock market behavior using a multivariate Markov-switching approach | Giuseppe Cavaliere; Michele Costa; Luca De Angelis | 2013 | Vita e Pensiero | 4.01 Contributo in Atti di convegno | - | |
| 15 | Investigating stock market behavior using a multivariate Markov-switching approach | Giuseppe Cavaliere; Michele Costa; Luca De Angelis | 2014 | Springer | 2.01 Capitolo / saggio in libro | - | |
| 16 | Latent class models for financial data analysis: some statistical developments | L. De Angelis | 2013 | STATISTICAL METHODS & APPLICATIONS | 1.01 Articolo in rivista | - | |
| 17 | A Markov-switching regression model with non-Gaussian innovations: estimation and testing | Luca, De Angelis; Cinzia, Viroli | 2017 | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | 1.01 Articolo in rivista | - | |
| 18 | Mining categorical sequences from data using a hybrid clustering method | Luca De Angelis; José G. Dias | 2014 | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1.01 Articolo in rivista | - | |
| 19 | Model selection in hidden Markov models: a simulation study | M. Costa; L. De Angelis | 2010 | Alma DL | 3.01 Monografia / trattato scientifico in forma di libro | - | |
| 20 | The multidimensional measurement of poverty: a fuzzy set approach | M. Costa; L. De Angelis | 2008 | STATISTICA | 1.01 Articolo in rivista |
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