DE ANGELIS, LUCA
DE ANGELIS, LUCA
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di IIa fascia
L. De Angelis; 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
A dynamic analysis of stock markets through latent Markov models
2009 M. Costa; L. De Angelis
A dynamic analysis of stock markets through multivariate latent Markov models
2011 M. Costa; L. De Angelis
A dynamic analysis of stock markets through multivariate latent Markov models
2011 Costa M.; De Angelis L.
A dynamic analysis of stock markets using a hidden Markov model
2013 L. De Angelis; L.J. Paas
A dynamic latent model for poverty measurement
2015 Michele Costa; Luca De Angelis
A Markov Switching regression model with non Gaussian errors for investigating stock market behavior
2014 Luca De Angelis; Cinzia Viroli
A Markov-switching regression model with non-Gaussian innovations: estimation and testing
2017 Luca, De Angelis; Cinzia, Viroli
A permutation based procedure for classification assessment
2012 M. Costa; L. De Angelis
A statistical procedure for testing financial contagion
2012 A. Gardini; L. De Angelis
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
In corso di stampa H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis, A. M. Robert Taylor
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
2020 I. Monasterolo, L. De Angelis
Co-integration rank determination in partial systems using information criteria
2018 Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli
Determining the cointegration rank in heteroskedastic VAR models of unknown order
2018 Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Taylor, A.M.Robert
Disequilibria and contagion in financial markets: Evidence from a new test
2015 DE ANGELIS, Luca; Gardini, Attilio
Efficiency of online football betting markets
2019 Giovanni Angelini; Luca De Angelis
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball
In corso di stampa Luca De Angelis; J. James Reade
Informational efficiency and behaviour within in-play prediction markets
2022 Giovanni Angelini, Luca De Angelis, Carl Singleton
Interdependence and contagion in international stock markets: A latent Markov model approach
2012 M. Costa; L. De Angelis; L.J. Paas
Investigating stock market behavior using a multivariate Markov-switching approach
2014 Giuseppe Cavaliere; Michele Costa; Luca De Angelis