CRIS Current Research Information System

DE ANGELIS, LUCA

DE ANGELIS, LUCA  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di IIa fascia  

L. De Angelis; LUCA DE ANGELIS  

Mostra records
Risultati 1 - 20 di 31 (tempo di esecuzione: 0.027 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
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 2015-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista Post-print IC2015.pdf
A dynamic analysis of stock markets through latent Markov models M. Costa; L. De Angelis 2009-01-01 - CLEUP 4.01 Contributo in Atti di convegno -
A dynamic analysis of stock markets through multivariate latent Markov models M. Costa; L. De Angelis 2011-01-01 - Springer 2.01 Capitolo / saggio in libro -
A dynamic analysis of stock markets through multivariate latent Markov models Costa M.; De Angelis L. 2011-01-01 - SPRINGER-VERLAG BERLIN 2.01 Capitolo / saggio in libro -
A dynamic analysis of stock markets using a hidden Markov model L. De Angelis; L.J. Paas 2013-01-01 JOURNAL OF APPLIED STATISTICS - 1.01 Articolo in rivista -
A dynamic latent model for poverty measurement Michele Costa; Luca De Angelis 2015-01-01 COMMUNICATIONS IN STATISTICS. THEORY AND METHODS - 1.01 Articolo in rivista -
A Markov Switching regression model with non Gaussian errors for investigating stock market behavior Luca De Angelis; Cinzia Viroli 2014-01-01 - - 4.02 Riassunto (Abstract) -
A Markov-switching regression model with non-Gaussian innovations: estimation and testing Luca, De Angelis; Cinzia, Viroli 2017-01-01 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - 1.01 Articolo in rivista -
A permutation based procedure for classification assessment M. Costa; L. De Angelis 2012-01-01 COMMUNICATIONS IN STATISTICS. THEORY AND METHODS - 1.01 Articolo in rivista -
A statistical procedure for testing financial contagion A. Gardini; L. De Angelis 2012-01-01 STATISTICA - 1.01 Articolo in rivista A statistical procedure for testing.pdf
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis, A. M. Robert Taylor 9999-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista -
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement I. Monasterolo, L. De Angelis 2020-01-01 ECOLOGICAL ECONOMICS - 1.01 Articolo in rivista Monasterolo DeAngelis (2020) Postprint.pdf
Co-integration rank determination in partial systems using information criteria Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli 2018-01-01 OXFORD BULLETIN OF ECONOMICS AND STATISTICS - 1.01 Articolo in rivista Co-integration post print.pdf
Determining the cointegration rank in heteroskedastic VAR models of unknown order Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Taylor, A.M.Robert 2018-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista Determining_Cavalliere post print.pdf
Disequilibria and contagion in financial markets: Evidence from a new test DE ANGELIS, Luca; Gardini, Attilio 2015-01-01 JOURNAL OF APPLIED ECONOMICS - 1.01 Articolo in rivista De Angelis Gardini (2015) JAE.pdf
Efficiency of online football betting markets Giovanni Angelini; Luca De Angelis 2019-01-01 INTERNATIONAL JOURNAL OF FORECASTING - 1.01 Articolo in rivista -
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball Luca De Angelis; J. James Reade 9999-01-01 ANNALS OF OPERATIONS RESEARCH - 1.01 Articolo in rivista -
Informational efficiency and behaviour within in-play prediction markets Giovanni Angelini, Luca De Angelis, Carl Singleton 2022-01-01 INTERNATIONAL JOURNAL OF FORECASTING - 1.01 Articolo in rivista information_efficiency_angelini_de_angelis_singleton.pdf
Interdependence and contagion in international stock markets: A latent Markov model approach M. Costa; L. De Angelis; L.J. Paas 2012-01-01 - Springer 2.01 Capitolo / saggio in libro -
Investigating stock market behavior using a multivariate Markov-switching approach Giuseppe Cavaliere; Michele Costa; Luca De Angelis 2014-01-01 - Springer 2.01 Capitolo / saggio in libro -