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 | 3 | 65 |
| A Time-varying Mixing Multiplicative Error Model for Realized Volatility | 0 | 0 | 0 | 87 | 1 | 2 | 4 | 208 |
| Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models | 0 | 0 | 0 | 63 | 0 | 0 | 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 | 3 | 10 | 596 |
| 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 | 0 | 41 | 1 | 2 | 8 | 144 |
| 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 | 0 | 2 | 262 |
| Likelihood-based inference for asymmetric stochastic volatility models | 0 | 0 | 0 | 10 | 0 | 0 | 3 | 54 |
| Mixture Processes for Financial Intradaily Durations | 0 | 1 | 1 | 70 | 1 | 2 | 2 | 250 |
| Modelling multivariate skewness in financial returns: a SGARCH approach | 1 | 1 | 1 | 13 | 2 | 2 | 4 | 56 |
| Predicting U.S. recessions through a combination of probability forecasts | 0 | 0 | 0 | 14 | 1 | 1 | 3 | 65 |
| 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 | 1 | 1 | 59 | 0 | 1 | 4 | 185 |
| Total Journal Articles | 1 | 3 | 3 | 368 | 5 | 8 | 26 | 1,194 |
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