Foto del docente

Luca De Angelis

Assistant professor

Department of Economics

Academic discipline: SECS-P/05 Econometrics

Publications

Giovanni Angelini; Luca De Angelis, Efficiency of online football betting markets, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 712 - 721 [Scientific article]

Giuseppe Cavaliere; Luca De Angelis; Luca Fanelli, Co-integration rank determination in partial systems using information criteria, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2018, 80, pp. 65 - 89 [Scientific article]

Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; Taylor, A. M. Robert, Determining the cointegration rank in heteroskedastic VAR models of unknown order, «ECONOMETRIC THEORY», 2018, 34, pp. 349 - 382 [Scientific article]

Luca, De Angelis; Cinzia, Viroli, A Markov-switching regression model with non-Gaussian innovations: estimation and testing, «STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS», 2017, 21, pp. 1 - 22 [Scientific article]

Giovanni, Angelini; Luca, De Angelis, PARX model for football match predictions, «JOURNAL OF FORECASTING», 2017, 36, pp. 795 - 807 [Scientific article]

Giuseppe Cavaliere; Luca De Angelis; Anders Rahbek; and A.M.Robert Taylor, A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2015, 77, pp. 106 - 128 [Scientific article]

Michele Costa; Luca De Angelis, A dynamic latent model for poverty measurement, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2015, 44, pp. 5037 - 5048 [Scientific article]

DE ANGELIS, Luca; Gardini, Attilio, Disequilibria and contagion in financial markets: Evidence from a new test, «JOURNAL OF APPLIED ECONOMICS», 2015, 18, pp. 247 - 265 [Scientific article]

Luca De Angelis; Cinzia Viroli, A Markov Switching regression model with non Gaussian errors for investigating stock market behavior, in: Partial least squares and related methods, 2014, pp. 71 - 72 (atti di: PLS2014, Paris, 26-28 May, 2014) [Abstract]

Giuseppe Cavaliere; Michele Costa; Luca De Angelis, Investigating stock market behavior using a multivariate Markov-switching approach, in: Advances in Latent Variables, Berlin, Springer, 2014, pp. 185 - 196 (STUDIES IN THEORETICAL AND APPLIED STATISTICS) [Chapter or essay]

Luca De Angelis; José G. Dias, Mining categorical sequences from data using a hybrid clustering method, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2014, 234, pp. 720 - 730 [Scientific article]

L. De Angelis; L.J. Paas, A dynamic analysis of stock markets using a hidden Markov model, «JOURNAL OF APPLIED STATISTICS», 2013, 40, pp. 1682 - 1700 [Scientific article]

Giuseppe Cavaliere; Michele Costa; Luca De Angelis, Investigating stock market behavior using a multivariate Markov-switching approach, in: Advances in Latent Variables, Milano, Vita e Pensiero, 2013, pp. 1 - 6 (atti di: SIS 2013 Statistical Conference Advances in Latent Variables - Methods, Models and Applications, Brescia, 19-21/06/2013) [Contribution to conference proceedings]

L. De Angelis, Latent class models for financial data analysis: some statistical developments, «STATISTICAL METHODS & APPLICATIONS», 2013, 22, pp. 227 - 242 [Scientific article]

A. Gardini; L. De Angelis, A STATISTICAL PROCEDURE FOR TESTING FINANCIAL CONTAGION, «STATISTICA», 2012, LXXII, pp. 37 - 63 [Scientific article]

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