Luca De Angelis : Citation Profile

Are you Luca De Angelis?

Alma Mater Studiorum - Università di Bologna

7

H index

6

i10 index

218

Citations

RESEARCH PRODUCTION:

19

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 14
   Journals where Luca De Angelis has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 12 (5.22 %)

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   Permalink: http://citec.repec.org/pde542
   Updated: 2024-12-03    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Singleton, Carl (5)

Cavaliere, Giuseppe (4)

Angelini, Giovanni (4)

Reade, J (2)

Taylor, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca De Angelis.

Is cited by:

Reade, J (13)

Singleton, Carl (11)

Reboredo, Juan (8)

Franck, Egon (6)

Ugolini, Andrea (6)

Haucap, Justus (6)

Cubadda, Gianluca (6)

Whelan, Karl (4)

Ossola, Elisa (4)

Pelizzon, Loriana (4)

Hecq, Alain (4)

Cites to:

Reade, J (24)

Singleton, Carl (15)

Angelini, Giovanni (15)

Franck, Egon (14)

Wolfers, Justin (10)

Rahbek, Anders (8)

Mandel, Antoine (8)

Thaler, Richard (8)

Cavaliere, Giuseppe (8)

Taylor, Robert (7)

Page, Lionel (7)

Main data

Where Luca De Angelis has published?

Journals with more than one article published# docs
Statistica2
European Journal of Operational Research2
International Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Economics Discussion Papers / Department of Economics, University of Reading4
Quaderni di Dipartimento / Department of Statistics, University of Bologna4
Papers / arXiv.org3
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Luca De Angelis (2024 and 2023)

YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483.

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2024Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740.

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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023A dynamic systems approach to harness the potential of social tipping. (2023). Zimm, Caroline ; Niamir, Leila ; Monasterolo, Irene ; McCaffrey, Mark S ; Hohne, Niklas ; Wilson, Charlie ; Eker, Sibel. In: Papers. RePEc:arx:papers:2309.14964.

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2023Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38.

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2023Financial effects of carbon risk and carbon disclosure: A review. (2023). Wang, Qingxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4175-4219.

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2024Carbon emissions and the cost of debt in the eurozone: The role of public policies, climate?related disclosure and corporate governance. (2020). Drogo, Federico ; Palea, Vera. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:2953-2972.

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2024Reassessing climate disclosure demands: An examination of stakeholder perspectives beyond institutional investors. (2024). Kuvvet, Emre. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:95-117.

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2024When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Merz, Oliver ; Flepp, Raphael ; Franck, Egon. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024.

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2023The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189.

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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2024Belated stock returns for green innovation under carbon emissions trading market. (2024). Zhang, Xin ; Chen, Zhongfei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000208.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

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2023Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment funds. (2023). Benetto, Enrico ; Rubin, Mirco ; Hitaj, Claudia ; Gibon, Thomas ; Popescu, Ioana-Stefania. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001817.

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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Simulating the progression of a professional snooker frame. (2023). Brooks, Roger J ; Wright, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1286-1299.

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2023Greenhouse gas emissions, firm value, and the investor base: Evidence from Korea. (2023). Wang, Boxian ; Lee, Jiyoon ; Han, Hope H. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000535.

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2023The environmental pillar of ESG and financial performance: A portfolio analysis. (2023). Karvelas, Kleanthis ; Alexopoulos, Thomas ; Agliardi, Elettra. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000968.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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2023The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Yin, Hua ; Zhu, Pingheng ; Wu, Baohui ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371.

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2024How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Qiang, Haofan ; Wang, Jiaxin ; Zhong, Wenrui ; Huang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739.

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2024Energy ETF performance: The role of fossil fuels. (2024). Stefanelli, Kevyn ; Morelli, Giacomo ; Decclesia, Rita Laura. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2023In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945.

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2023Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023When do investors go green? Evidence from a time-varying asset-pricing model. (2023). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004143.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Cao, Ruiyi ; Xue, Minggao ; Ge, Xiaowen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

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2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Kvedaras, Virmantas ; Battiston, Stefano ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172.

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2023Environmental, social, and governance premium in Chinese stock markets. (2023). Sun, Yanfei ; Ni, Yinan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000066.

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2023Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423.

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2023What drives the cross-border spillover of climate transition risks? Evidence from global stock markets. (2023). Shing, Wilson Tsz ; Tang, Gabriel Shui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:432-447.

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2023What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2023Climate agreements and carbon intensity: Towards increased production efficiency and technical progress?. (2023). Okorie, David ; Wesseh, Presley K. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:300-313.

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2023Carbon asset remolding and potential benefit measurement of machinery products in the light of lean production and low-carbon investment. (2023). Liu, Tiansen ; Song, Yazhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006874.

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2023Climate change and growth. (2023). Stiglitz, Joseph E ; Stern, Nicholas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118100.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04.

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2023Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598.

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2023A Multi-Attribute Approach for Low-Carbon and Intensive Land Use of Jinan, China. (2023). Wang, Liyu ; Lu, Xinhai ; Li, Jing ; Yu, Qingling. In: Land. RePEc:gam:jlands:v:12:y:2023:i:6:p:1197-:d:1166442.

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2023An Empirical Approach to Integrating Climate Reputational Risk in Long-Term Scenario Analysis. (2023). Guastella, Gianni ; Schiavoni, Caterina ; Pareglio, Stefano. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5886-:d:1109792.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736.

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2023Investor Empowerment for Sustainability. (2023). Ringe, Wolf-Georg ; Wolf-Georg, Ringe. In: Review of Economics. RePEc:lus:reveco:v:74:y:2023:i:1:p:21-52:n:2.

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2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509.

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2023Climate change and growth. (2023). Stiglitz, Joseph ; Stern, Nicholas. In: Industrial and Corporate Change. RePEc:oup:indcch:v:32:y:2023:i:2:p:277-303..

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2023Portfolio benefits of taxonomy orientated and renewable European electric utilities. (2023). Klein, Christian ; Cauthorn, Thomas ; Zwergel, Bernhard ; Remme, Leonard. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00325-0.

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2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2023Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:116925.

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2023Disagreement and Market Structure in Betting Markets: Theory and Evidence from European Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117243.

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2023Do Gamblers Understand Complex Bets? Evidence From Asian Handicap Betting on Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117244.

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2023Role of Green Finance in Greening the Economy: Conceptual Approach. (2023). Bendoraityt, Asta ; Alekneviien, Vilija. In: Central European Business Review. RePEc:prg:jnlcbr:v:2023:y:2023:i:2:id:317:p:105-130.

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2023Exploring Entertainment Utility from Football Games. (2023). Rossi, Giambattista ; Ramirez, Philip ; Rambaccussing, Dooruj ; Pawlowski, Tim. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-13.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Emotional Cues and the Demand for Televised Sports: Evidence from the UEFA Champions League. (2023). Nalbantis, Georgios ; Richardson, Travis ; Pawlowski, Tim. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:8:p:993-1025.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2023Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8.

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2023A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7.

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2023Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3.

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2023Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index. (2023). Lopez-Martin, Carmen ; Ramos-Garcia, Daniel ; Arguedas-Sanz, Raquel. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02416-8.

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2023Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w.

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2023The burgeoning field of sustainable investment: Past, present and future. (2023). Sorrosalforradellas, Mariateresa ; Barberamarine, Mariagloria ; Fabregataibar, Laura ; Beisenbina, Marzhan. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:649-667.

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Works by Luca De Angelis:

YearTitleTypeCited
2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models In: Papers.
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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2022) In: Essex Finance Centre Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2023Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2023) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
2022Time-Varying Poisson Autoregression In: Papers.
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2022Gambling on Momentum In: Papers.
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2022Gambling on Momentum.(2022) In: Economics Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2015A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models In: Oxford Bulletin of Economics and Statistics.
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2013A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2013) In: Quaderni di Dipartimento.
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This paper has nother version. Agregated cites: 6		paper
2018Co€ integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2010Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento.
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2016PARX model for football matches predictions In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper9
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 9		article
2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper1
2008THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH In: Statistica.
[Citation analysis]		article12
2012A statistical procedure for testing financial contagion In: Statistica.
[Citation analysis]		article1
2017A Markov-switching regression model with non-Gaussian innovations: estimation and testing In: Studies in Nonlinear Dynamics & Econometrics.
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2015Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics.
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2015Disequilibria and Contagion in Financial Markets: Evidence from a New Test.(2015) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 3		article
2018DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory.
[Full Text][Citation analysis]		article10
2016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement In: Ecological Economics.
[Full Text][Citation analysis]		article96
2014Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2019Efficiency of online football betting markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2022Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Economics Discussion Papers.
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2023Gambling on Momentum in Contests In: Economics Discussion Papers.
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2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Annals of Operations Research.
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2013Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications.
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2013A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article12
2015A Dynamic Latent Model for Poverty Measurement In: Communications in Statistics - Theory and Methods.
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2009The dynamic analysis and prediction of stock markets through the latent Markov model In: Serie Research Memoranda.
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