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	1	1	34	0	1	2	40
A Time-varying Mixing Multiplicative Error Model for Realized Volatility	0	0	1	85	0	1	5	185
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	42	0	0	0	127
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	63	0	0	0	175
Total Working Papers	0	1	2	224	0	2	7	527

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	26	0	0	10	89
Archimedean copulae for risk measurement	0	0	1	25	0	0	1	61
Finite and infinite mixtures for financial durations	0	0	4	96	0	1	6	234
Likelihood-based inference for asymmetric stochastic volatility models	0	0	0	8	0	0	1	39
Mixture Processes for Financial Intradaily Durations	0	0	1	66	0	0	2	222
Modelling multivariate skewness in financial returns: a SGARCH approach	0	0	0	7	0	0	5	26
Predicting U.S. recessions through a combination of probability forecasts	0	0	0	11	0	1	1	45
Regime-switching Pareto distributions for ACD models	0	0	0	33	0	0	1	93
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	2	56	1	1	6	168
Total Journal Articles	0	0	11	328	1	3	33	977

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Statistics updated 2018-10-03