L. De Angelis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
From climate chat to climate shock: non-linear impacts of transition risk in energy CDS markets Environmetrics	2025-08-26	Paper
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models Econometric Reviews	2023-12-07	Paper
Home advantage and mispricing in indoor sports' ghost games: the case of European basketball Annals of Operations Research	2023-07-13	Paper
A Markov-switching regression model with non-Gaussian innovations: estimation and testing Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
Weighted Elo rating for tennis match predictions European Journal of Operational Research	2022-02-01	Paper
Weighted Elo rating for tennis match predictions European Journal of Operational Research	2021-11-09	Paper
The multidimensional measurement of poverty: a fuzzy set approach	2021-02-04	Paper
A statistical procedure for testing financial contagion	2021-02-04	Paper
A dynamic analysis of stock markets using a hidden Markov model Journal of Applied Statistics	2020-10-26	Paper
PARX model for football match predictions Journal of Forecasting	2018-10-12	Paper
Determining the cointegration rank in heteroskedastic VAR models of unknown order Econometric Theory	2018-04-25	Paper
A dynamic latent model for poverty measurement Communications in Statistics. Theory and Methods	2016-05-25	Paper
Comparing double string theory actions Journal of High Energy Physics	2016-04-07	Paper
Latent class models for financial data analysis: some statistical developments Statistical Methods and Applications	2016-03-17	Paper
Mining categorical sequences from data using a hybrid clustering method European Journal of Operational Research	2015-02-03	Paper
A permutation based procedure for classification assessment Communications in Statistics: Theory and Methods	2012-10-29	Paper

Research outcomes over time

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