Boswijk H.P.; Cavaliere G.; De Angelis L.; Taylor A.M.R., Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, «ECONOMETRIC REVIEWS», 2023, 42, pp. 725 - 757 [Scientific article]Open Access
Luca De Angelis; J. James Reade, Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball, «ANNALS OF OPERATIONS RESEARCH», 2023, 325, pp. 391 - 418 [Scientific article]Open Access
Giovanni Angelini, Luca De Angelis, Carl Singleton, Informational efficiency and behaviour within in-play prediction markets, «INTERNATIONAL JOURNAL OF FORECASTING», 2022, 38, pp. 282 - 299 [Scientific article]Open Access
Angelini, Giovanni; Candila, Vincenzo; De Angelis, Luca, Weighted Elo rating for tennis match predictions, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2022, 297, pp. 120 - 132 [Scientific article]Open Access
I. Monasterolo, L. De Angelis, Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement, «ECOLOGICAL ECONOMICS», 2020, 170, Article number: 106571 , pp. 1 - 9 [Scientific article]Open Access
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]Open Access
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]Open Access
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, Article number: 20150118 , 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]Open Access
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]Open Access
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]
