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 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
2023 Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R.
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
2023 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
Investigating stock market behavior using a multivariate Markov-switching approach
2013 Giuseppe Cavaliere; Michele Costa; Luca De Angelis