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	1	3	5	68
A Time-varying Mixing Multiplicative Error Model for Realized Volatility	0	0	0	87	6	7	10	215
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	63	3	3	5	187
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	43	3	3	4	142
Total Working Papers	0	0	0	230	13	16	24	612

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	0	41	2	7	13	151
Archimedean copulae for risk measurement	0	0	0	27	3	5	5	79
Finite and infinite mixtures for financial durations	0	0	0	100	7	10	12	272
Likelihood-based inference for asymmetric stochastic volatility models	0	0	0	10	2	3	5	57
Mixture Processes for Financial Intradaily Durations	0	0	1	70	1	6	8	256
Modelling multivariate skewness in financial returns: a SGARCH approach	0	0	1	13	3	9	11	65
Predicting U.S. recessions through a combination of probability forecasts	0	0	0	14	1	2	5	67
Regime-switching Pareto distributions for ACD models	0	1	1	35	2	4	4	108
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	1	59	6	10	14	195
Total Journal Articles	0	1	4	369	27	56	77	1,250

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Statistics updated 2026-02-12