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	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
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	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

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Statistics updated 2023-05-07