Luca De Angelis
Names
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Luca |
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De Angelis |
Identifer
Contact
Affiliations
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Alma Mater Studiorum - Università di Bologna
/ Dipartimento di Scienze Economiche
Research profile
author of:
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:arx:papers:2202.02532)
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor - Time-Varying Poisson Autoregression (RePEc:arx:papers:2207.11003)
by Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis - Gambling on Momentum (RePEc:arx:papers:2211.06052)
by Marius Otting & Christian Deutscher & Carl Singleton & Luca De Angelis - A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models (RePEc:bla:obuest:v:77:y:2015:i:1:p:106-128)
by Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A. M. Robert Taylor - Co†integration Rank Determination in Partial Systems Using Information Criteria (RePEc:bla:obuest:v:80:y:2018:i:1:p:65-89)
by Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli - Model selection in hidden Markov models : a simulation study (RePEc:bot:quadip:wpaper:104)
by Michele Costa & Luca De angelis - A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:bot:quadip:wpaper:121)
by Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor - PARX model for football matches predictions (RePEc:bot:quadip:wpaper:132)
by Giovanni Angelini & Luca De Angelis - Co-integration rank determination in partial systems using information criteria (RePEc:bot:quadip:wpaper:135)
by Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli - The Multidimensional Measurement Of Poverty: A Fuzzy Set Approach (RePEc:bot:rivsta:v:68:y:2008:i:3:p:303-319)
by Michele Costa & Luca De Angelis - A statistical procedure for testing financial contagion (RePEc:bot:rivsta:v:72:y:2012:i:1:p:37-61)
by Attilio Gardini & Luca De Angelis - A Markov-switching regression model with non-Gaussian innovations: estimation and testing (RePEc:bpj:sndecm:v:21:y:2017:i:2:p:22:n:3)
by De Angelis Luca & Viroli Cinzia - Disequilibria and contagion in financial markets: Evidence from a new test (RePEc:cem:jaecon:v:18:y:2015:n:2:p:247-266)
by Luca De Angelis & Attilio Gardini - Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order (RePEc:cup:etheor:v:34:y:2018:i:02:p:349-382_00)
by Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M. - Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement (RePEc:eee:ecolec:v:170:y:2020:i:c:s0921800919309607)
by Monasterolo, Irene & de Angelis, Luca - Mining categorical sequences from data using a hybrid clustering method (RePEc:eee:ejores:v:234:y:2014:i:3:p:720-730)
by De Angelis, Luca & Dias, José G. - Weighted Elo rating for tennis match predictions (RePEc:eee:ejores:v:297:y:2022:i:1:p:120-132)
by Angelini, Giovanni & Candila, Vincenzo & De Angelis, Luca - Efficiency of online football betting markets (RePEc:eee:intfor:v:35:y:2019:i:2:p:712-721)
by Angelini, Giovanni & De Angelis, Luca - Informational efficiency and behaviour within in-play prediction markets (RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299)
by Angelini, Giovanni & De Angelis, Luca & Singleton, Carl - Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order (RePEc:esy:uefcwp:17454)
by Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR - Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:esy:uefcwp:33707)
by Boswijk, H Peter & Cavaliere, Giuseppe & De Angelis, Luca & Taylor, AM Robert - Informational efficiency and behaviour within in-play prediction markets (RePEc:rdg:emxxdp:em-dp2019-20)
by Giovanni Angelini & Luca De Angelis & Carl Singleton - Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball (RePEc:rdg:emxxdp:em-dp2022-01)
by Luca De Angelis & J. James Reade - Gambling on Momentum (RePEc:rdg:emxxdp:em-dp2022-10)
by Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis - Gambling on Momentum in Contests (RePEc:rdg:emxxdp:em-dp2023-08)
by Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis - Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball (RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7)
by Luca De Angelis & J. James Reade - Latent class models for financial data analysis: some statistical developments (RePEc:spr:stmapp:v:22:y:2013:i:2:p:227-242)
by Luca De Angelis - Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:taf:emetrv:v:42:y:2023:i:9-10:p:725-757)
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor - A dynamic analysis of stock markets using a hidden Markov model (RePEc:taf:japsta:v:40:y:2013:i:8:p:1682-1700)
by Luca De Angelis & Leonard J. Paas - A Dynamic Latent Model for Poverty Measurement (RePEc:taf:lstaxx:v:44:y:2015:i:23:p:5037-5048)
by Michele Costa & Luca De Angelis - Disequilibria and Contagion in Financial Markets: Evidence from a New Test (RePEc:taf:recsxx:v:18:y:2015:i:2:p:247-265)
by Luca De Angelis & Attilio Gardini - The dynamic analysis and prediction of stock markets through the latent Markov model (RePEc:vua:wpaper:2009-53)
by De Angelis, L & Paas, L.J. - PARX model for football match predictions (RePEc:wly:jforec:v:36:y:2017:i:7:p:795-807)
by Giovanni Angelini & Luca De Angelis