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
A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering 0 0 2 33 0 1 9 38
A Time-varying Mixing Multiplicative Error Model for Realized Volatility 0 1 1 84 0 5 8 180
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 63 0 0 4 175
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 42 0 0 5 127
Total Working Papers 0 1 3 222 0 6 26 520


Journal Article File Downloads Abstract Views
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 1 23 0 4 7 80
Archimedean copulae for risk measurement 0 0 3 24 0 0 5 60
Finite and infinite mixtures for financial durations 0 0 2 92 0 0 2 228
Likelihood-based inference for asymmetric stochastic volatility models 0 0 0 8 0 1 1 38
Mixture Processes for Financial Intradaily Durations 0 0 0 65 0 0 0 220
Modelling multivariate skewness in financial returns: a SGARCH approach 0 1 5 7 0 2 12 21
Predicting U.S. recessions through a combination of probability forecasts 0 0 1 11 0 1 5 44
Regime-switching Pareto distributions for ACD models 0 0 0 33 0 0 1 92
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 54 0 0 3 162
Total Journal Articles 0 1 12 317 0 8 36 945


Statistics updated 2017-12-03