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 1 2 64
A Time-varying Mixing Multiplicative Error Model for Realized Volatility 0 0 0 87 1 1 3 206
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 43 0 0 1 139
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 63 0 0 1 183
Total Working Papers 0 0 0 230 1 2 7 592


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 2 41 1 3 9 142
Archimedean copulae for risk measurement 0 0 1 27 0 0 1 74
Finite and infinite mixtures for financial durations 0 0 0 100 0 0 0 260
Likelihood-based inference for asymmetric stochastic volatility models 0 0 0 10 1 1 2 53
Mixture Processes for Financial Intradaily Durations 0 0 0 69 0 0 1 248
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 0 12 0 0 2 54
Predicting U.S. recessions through a combination of probability forecasts 0 0 0 14 0 1 2 64
Regime-switching Pareto distributions for ACD models 0 0 0 34 0 0 1 104
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 58 0 1 1 182
Total Journal Articles 0 0 3 365 2 6 19 1,181


Statistics updated 2025-06-06