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 5 55
A Time-varying Mixing Multiplicative Error Model for Realized Volatility 0 1 1 86 0 3 5 197
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 42 0 1 1 133
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 0 63 0 2 2 181
Total Working Papers 0 1 1 228 0 6 13 566


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 30 1 1 7 104
Archimedean copulae for risk measurement 0 0 0 25 2 2 3 69
Finite and infinite mixtures for financial durations 1 1 2 99 1 1 10 256
Likelihood-based inference for asymmetric stochastic volatility models 0 0 0 9 0 0 2 49
Mixture Processes for Financial Intradaily Durations 0 0 0 67 1 2 10 242
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 0 7 0 0 0 30
Predicting U.S. recessions through a combination of probability forecasts 0 0 0 13 0 1 3 59
Regime-switching Pareto distributions for ACD models 0 0 0 33 0 2 3 100
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 1 1 1 58 1 1 2 175
Total Journal Articles 2 2 6 341 6 10 40 1,084


Statistics updated 2021-01-03