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 0 37 0 0 2 62
A Time-varying Mixing Multiplicative Error Model for Realized Volatility 0 0 1 87 0 0 2 203
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 63 0 0 0 182
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 1 43 0 0 1 138
Total Working Papers 0 0 2 230 0 0 5 585


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 1 2 36 1 3 5 127
Archimedean copulae for risk measurement 0 0 0 26 0 0 0 72
Finite and infinite mixtures for financial durations 0 0 1 100 0 0 2 259
Likelihood-based inference for asymmetric stochastic volatility models 0 0 0 10 0 1 1 51
Mixture Processes for Financial Intradaily Durations 0 1 1 69 0 1 2 246
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 2 10 1 1 5 43
Predicting U.S. recessions through a combination of probability forecasts 0 0 0 14 0 0 0 62
Regime-switching Pareto distributions for ACD models 0 0 1 34 0 0 2 103
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 58 1 1 1 181
Total Journal Articles 0 2 7 357 3 7 18 1,144


Statistics updated 2023-05-07