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Luca De Angelis

Personal Details

First Name:Luca
Middle Name:
Last Name:De Angelis
Suffix:
RePEc Short-ID:pde542
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Scienze Economiche
Alma Mater Studiorum - Università di Bologna

Bologna, Italy
https://dse.unibo.it/
RePEc:edi:sebolit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2023. "Gambling on Momentum in Contests," Economics Discussion Papers em-dp2023-08, Department of Economics, University of Reading.
  2. Marius Otting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022. "Gambling on Momentum," Papers 2211.06052, arXiv.org.
  3. Luca De Angelis & J. James Reade, 2022. "Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball," Economics Discussion Papers em-dp2022-01, Department of Economics, University of Reading.
  4. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2022. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Papers 2202.02532, arXiv.org.
  5. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
  6. Giovanni Angelini & Luca De Angelis & Carl Singleton, 2019. "Informational efficiency and behaviour within in-play prediction markets," Economics Discussion Papers em-dp2019-20, Department of Economics, University of Reading, revised 01 Apr 2021.
  7. Giovanni Angelini & Luca De Angelis, 2016. "PARX model for football matches predictions," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  8. Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2016. "Co-integration rank determination in partial systems using information criteria," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  9. Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR, 2016. "Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order," Essex Finance Centre Working Papers 17454, University of Essex, Essex Business School.
  10. 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.
  11. 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.
  12. 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. Luca De Angelis & J. James Reade, 2023. "Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball," Annals of Operations Research, Springer, vol. 325(1), pages 391-418, June.
  2. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2023. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Econometric Reviews, Taylor & Francis Journals, vol. 42(9-10), pages 725-757, November.
  3. Angelini, Giovanni & De Angelis, Luca & Singleton, Carl, 2022. "Informational efficiency and behaviour within in-play prediction markets," International Journal of Forecasting, Elsevier, vol. 38(1), pages 282-299.
  4. Angelini, Giovanni & Candila, Vincenzo & De Angelis, Luca, 2022. "Weighted Elo rating for tennis match predictions," European Journal of Operational Research, Elsevier, vol. 297(1), pages 120-132.
  5. Monasterolo, Irene & de Angelis, Luca, 2020. "Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement," Ecological Economics, Elsevier, vol. 170(C).
  6. Angelini, Giovanni & De Angelis, Luca, 2019. "Efficiency of online football betting markets," International Journal of Forecasting, Elsevier, vol. 35(2), pages 712-721.
  7. Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M., 2018. "Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order," Econometric Theory, Cambridge University Press, vol. 34(2), pages 349-382, April.
  8. Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2018. "Co†integration Rank Determination in Partial Systems Using Information Criteria," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 65-89, February.
  9. Giovanni Angelini & Luca De Angelis, 2017. "PARX model for football match predictions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 795-807, November.
  10. De Angelis Luca & Viroli Cinzia, 2017. "A Markov-switching regression model with non-Gaussian innovations: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-22, April.
  11. Michele Costa & Luca De Angelis, 2015. "A Dynamic Latent Model for Poverty Measurement," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(23), pages 5037-5048, December.
  12. Luca De Angelis & Attilio Gardini, 2015. "Disequilibria and contagion in financial markets: Evidence from a new test," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 247-266, November.
  13. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A. M. Robert Taylor, 2015. "A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 106-128, February.
  14. 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.
  15. 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.
  16. Luca De Angelis, 2013. "Latent class models for financial data analysis: some statistical developments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 227-242, June.
  17. 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.
  18. 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.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SPO: Sports and Economics (6) 2016-10-02 2019-12-09 2022-10-10 2022-11-28 2022-12-05 2023-07-17. Author is listed
  2. NEP-ECM: Econometrics (4) 2016-09-04 2016-10-09 2022-03-07 2022-08-29
  3. NEP-ETS: Econometric Time Series (4) 2016-09-04 2016-10-09 2022-03-07 2022-08-29
  4. NEP-FOR: Forecasting (3) 2009-11-21 2016-10-02 2022-08-29
  5. NEP-ORE: Operations Research (2) 2019-12-09 2022-03-07
  6. NEP-EUR: Microeconomic European Issues (1) 2022-10-10
  7. NEP-MST: Market Microstructure (1) 2022-11-28

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