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]
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]
M. Costa; L. De Angelis, A permutation based procedure for classification assessment, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2012, 41, pp. 3126 - 3137 [Scientific article]
A. Gardini; L. De Angelis, A statistical procedure for testing financial contagion, «STATISTICA», 2012, 72, pp. 37 - 61 [Scientific article]Open Access
M. Costa; L. De Angelis; L.J. Paas, Interdependence and contagion in international stock markets: A latent Markov model approach, in: Mathematical and Statistical Methods for Actuarial Sciences and Finance, HEIDELBERG, Springer, 2012, pp. 131 - 138 [Chapter or essay]
Costa M.; De Angelis L., A dynamic analysis of stock markets through multivariate latent Markov models, in: New Perspectives in Statistical Modeling and Data Analysis, BERLIN, Springer, 2011, pp. 311 - 318 (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION) [Chapter or essay]
M. Costa; L. De Angelis, Sector classification in stock markets: a latent class approach, in: Classification and Multivariate Analysis for Complex Data Structures, BERLIN, Springer, 2011, pp. 229 - 236 (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION) [Chapter or essay]
M. Costa; L. De Angelis, Model selection in hidden Markov models: a simulation study, Bologna, Alma DL, 2010, pp. 17 (QUADERNI DI DIPARTIMENTO. SERIE RICERCHE). [Research monograph]
M. Costa; L. De Angelis, Sector price indexes in financial markets: methodological issues, in: Price indexes in time and space, BERLIN, Springer Verlag, 2010, pp. 249 - 264 (Contribution to statistics) [Chapter or essay]
M. Costa; L. De Angelis, A dynamic analysis of stock markets through latent Markov models, in: Classification and Data Analysis 2009, PADOVA, CLEUP, 2009, 1, pp. 379 - 382 (atti di: VII Meeting of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, 9-11 settembre 2009) [Contribution to conference proceedings]
