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 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
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


Statistics updated 2018-10-03