Access Statistics for Giovanni De Luca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 1 2 13 49 1 3 27 122
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 6 20 0 2 14 63
Total Working Papers 1 2 19 69 1 5 41 185


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Archimedean copulae for risk measurement 2 4 4 4 2 7 9 9
Finite and infinite mixtures for financial durations 1 3 14 56 1 9 27 132
Likelihood-based inference for asymmetric stochastic volatility models 0 0 1 4 0 0 2 10
Mixture Processes for Financial Intradaily Durations 0 1 5 48 0 2 13 138
Mixture Processes for Financial Intradaily Durations 1 1 1 1 1 1 1 1
Regime-switching Pareto distributions for ACD models 2 3 5 15 2 4 7 35
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 2 4 19 19 5 12 47 47
Total Journal Articles 8 16 49 147 11 35 106 372


Statistics updated 2009-12-07