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	1	1	2	64
A Time-varying Mixing Multiplicative Error Model for Realized Volatility	0	0	0	87	0	0	2	205
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	43	0	1	1	139
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	63	0	1	1	183
Total Working Papers	0	0	0	230	1	3	6	591

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	3	41	1	3	9	141
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	0	12	0	0	2	54
Predicting U.S. recessions through a combination of probability forecasts	0	0	0	14	0	2	2	64
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	1	1	182
Total Journal Articles	0	0	4	365	1	6	19	1,179

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12