Foto del docente

Michele Costa

Full Professor

Department of Economics

Academic discipline: SECS-S/01 Statistics

Publications

Costa, M., Inequality decomposition for financial variables evaluation, in: Proceedings of the 48th Scientific Meeting of the Italian Statistical Society, 2016, pp. 1 - 4 (atti di: 48th Scientific Meeting of the Italian Statistical Societiy, Salerno, 8-10 giugno 2016) [Contribution to conference proceedings]

Costa, Michele, Overlapping component and inequality decomposition: A simulation study for the Gini index, «METRON», 2016, 74, pp. 193 - 205 [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]

Costa, Michele, Overlapping component and inequality decomposition: a simulation study for the Gini index, in: Statistics and Demography: the Legacy of Corrado Gini, CLEUP, 2015, pp. 1 - 11 (atti di: Statistics and Demography: the Legacy of Corrado Gini, Treviso, 9-11 september 2015) [Contribution to conference proceedings]

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]

Ruolo editoriale nella rivista «STATISTICA»

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]

Ruolo editoriale nella rivista «STATISTICA»

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]

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]

Ruolo editoriale nella rivista «STATISTICA»

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]

Ruolo editoriale nella rivista «STATISTICA»

G. Cavaliere; M. Costa, Common trends in financial markets, in: Price indexes in time and space, BERLIN, Springer Verlag, 2010, pp. 225 - 238 (Contributions to statistics) [Chapter or essay]

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