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 33 0 1 3 39
A Time-varying Mixing Multiplicative Error Model for Realized Volatility 1 1 2 85 2 2 11 184
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 1 175
Total Working Papers 1 1 2 223 2 3 15 525


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 1 14 89
Archimedean copulae for risk measurement 0 0 1 25 0 0 1 61
Finite and infinite mixtures for financial durations 1 2 5 96 1 2 6 233
Likelihood-based inference for asymmetric stochastic volatility models 0 0 0 8 0 0 2 39
Mixture Processes for Financial Intradaily Durations 0 1 1 66 0 2 2 222
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 1 7 0 3 7 26
Predicting U.S. recessions through a combination of probability forecasts 0 0 0 11 0 0 1 44
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 2 2 2 56 2 2 6 167
Total Journal Articles 3 5 13 328 3 10 40 974


Statistics updated 2018-07-03