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Luca De Angelis

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This is information that was supplied by Luca De Angelis in registering through RePEc. If you are Luca De Angelis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Luca
Middle Name:
Last Name: De Angelis
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RePEc Short-ID: pde542

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Homepage:
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Affiliation

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Location: Bologna, Italy
Homepage: http://www.stat.unibo.it/
Email:
Phone: +39 0 51 209.82.01
Fax: +39 0 51 23.21.53
Postal: Via Belle Arti, 41 - Bologna
Handle: RePEc:edi:dsbolit (more details at EDIRC)

Works

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Working papers

  1. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor, 2013. "A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  2. Michele Costa & Luca De angelis, 2010. "Model selection in hidden Markov models : a simulation study," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  3. De Angelis, L & Paas, L.J., 2009. "The dynamic analysis and prediction of stock markets through the latent Markov model," Serie Research Memoranda 0053, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

Articles

  1. De Angelis, Luca & Dias, José G., 2014. "Mining categorical sequences from data using a hybrid clustering method," European Journal of Operational Research, Elsevier, vol. 234(3), pages 720-730.
  2. Luca De Angelis & Leonard J. Paas, 2013. "A dynamic analysis of stock markets using a hidden Markov model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1682-1700, August.
  3. Luca De Angelis, 2013. "Latent class models for financial data analysis: some statistical developments," Statistical Methods and Applications, Springer, vol. 22(2), pages 227-242, June.
  4. Attilio Gardini & Luca De Angelis, 2012. "A statistical procedure for testing financial contagion," Statistica, Department of Statistics, University of Bologna, vol. 72(1), pages 37-61.
  5. Michele Costa & Luca De Angelis, 2008. "The Multidimensional Measurement Of Poverty: A Fuzzy Set Approach," Statistica, Department of Statistics, University of Bologna, vol. 68(3), pages 303-319.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2011-01-03 2013-08-10. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2013-08-10. Author is listed
  3. NEP-FOR: Forecasting (1) 2009-11-21. Author is listed
  4. NEP-ORE: Operations Research (2) 2011-01-03 2013-08-10. Author is listed

Statistics

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