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Author ID: de-luca.giovanni Recent zbMATH articles by "De Luca, Giovanni"
Published as: De Luca, Giovanni; de Luca, Giovanni
External Links: ORCID
Documents Indexed: 17 Publications since 1998
Co-Authors: 7 Co-Authors with 15 Joint Publications
211 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 53 times in 37 Documents Cited by Year
Regime-switching Pareto distributions for ACD models. Zbl 1157.62520
De Luca, Giovanni; Zuccolotto, Paola
9
2006
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
8
2006
Likelihood-based inference for asymmetric stochastic volatility models. Zbl 1429.62652
Bartolucci, F.; De Luca, G.
7
2003
Dynamic tail dependence clustering of financial time series. Zbl 1416.62581
De Luca, Giovanni; Zuccolotto, Paola
6
2017
Archimedean copulae for risk measurement. Zbl 1473.62350
de Luca, Giovanni; Rivieccio, Giorgia
5
2009
Mixture processes for financial intradaily durations. Zbl 1081.91526
De Luca, Giovanni; Gallo, Giampiero M.
5
2004
Maximum likelihood estimation of a latent variable time-series model. Zbl 0965.62071
Bartolucci, Francesco; De Luca, Giovanni
5
2001
A double clustering algorithm for financial time series based on extreme events. Zbl 1362.60051
De Luca, Giovanni; Zuccolotto, Paola
4
2017
Time series clustering on lower tail dependence for portfolio selection. Zbl 1418.91463
De Luca, Giovanni; Zuccolotto, Paola
2
2014
Time-varying mixing weights in mixture autoregressive conditional duration models. Zbl 1161.62073
de Luca, Giovanni; Gallo, Giampiero M.
1
2009
Regime dependent interconnectedness among fuzzy clusters of financial time series. Zbl 07363876
De Luca, Giovanni; Zuccolotto, Paola
1
2021
Regime dependent interconnectedness among fuzzy clusters of financial time series. Zbl 07363876
De Luca, Giovanni; Zuccolotto, Paola
1
2021
Dynamic tail dependence clustering of financial time series. Zbl 1416.62581
De Luca, Giovanni; Zuccolotto, Paola
6
2017
A double clustering algorithm for financial time series based on extreme events. Zbl 1362.60051
De Luca, Giovanni; Zuccolotto, Paola
4
2017
Time series clustering on lower tail dependence for portfolio selection. Zbl 1418.91463
De Luca, Giovanni; Zuccolotto, Paola
2
2014
Archimedean copulae for risk measurement. Zbl 1473.62350
de Luca, Giovanni; Rivieccio, Giorgia
5
2009
Time-varying mixing weights in mixture autoregressive conditional duration models. Zbl 1161.62073
de Luca, Giovanni; Gallo, Giampiero M.
1
2009
Regime-switching Pareto distributions for ACD models. Zbl 1157.62520
De Luca, Giovanni; Zuccolotto, Paola
9
2006
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
8
2006
Mixture processes for financial intradaily durations. Zbl 1081.91526
De Luca, Giovanni; Gallo, Giampiero M.
5
2004
Likelihood-based inference for asymmetric stochastic volatility models. Zbl 1429.62652
Bartolucci, F.; De Luca, G.
7
2003
Maximum likelihood estimation of a latent variable time-series model. Zbl 0965.62071
Bartolucci, Francesco; De Luca, Giovanni
5
2001

Citations by Year