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	64
A Time-varying Mixing Multiplicative Error Model for Realized Volatility	0	0	0	87	1	1	4	207
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	63	0	1	2	184
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	43	0	0	1	139
Total Working Papers	0	0	0	230	1	2	9	594

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	2	41	0	0	9	142
Archimedean copulae for risk measurement	0	0	0	27	0	0	0	74
Finite and infinite mixtures for financial durations	0	0	0	100	0	2	2	262
Likelihood-based inference for asymmetric stochastic volatility models	0	0	0	10	0	1	3	54
Mixture Processes for Financial Intradaily Durations	0	0	0	69	0	0	0	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	0	2	64
Regime-switching Pareto distributions for ACD models	0	0	0	34	0	0	0	104
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	0	0	0	58	0	2	3	184
Total Journal Articles	0	0	2	365	0	5	21	1,186

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Statistics updated 2025-09-05