Access Statistics for Giovanni De Luca

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering	0	0	0	37	0	1	1	63
A Time-varying Mixing Multiplicative Error Model for Realized Volatility	0	0	0	87	0	1	2	205
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	43	1	1	1	139
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	63	1	1	1	183
Total Working Papers	0	0	0	230	2	4	5	590

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A tail dependence-based dissimilarity measure for financial time series clustering	0	0	4	41	1	3	8	139
Archimedean copulae for risk measurement	0	0	1	27	0	0	2	74
Finite and infinite mixtures for financial durations	0	0	0	100	0	0	0	260
Likelihood-based inference for asymmetric stochastic volatility models	0	0	0	10	0	0	1	52
Mixture Processes for Financial Intradaily Durations	0	0	0	69	0	0	1	248
Modelling multivariate skewness in financial returns: a SGARCH approach	0	0	1	12	0	2	4	54
Predicting U.S. recessions through a combination of probability forecasts	0	0	0	14	1	1	1	63
Regime-switching Pareto distributions for ACD models	0	0	0	34	0	0	1	104
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	58	0	0	0	181
Total Journal Articles	0	0	6	365	2	6	18	1,175

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Statistics updated 2025-03-03