Sfoglia per Autore
Archimedean copulae for risk measurement
2009-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
A binary time series model with a long-memory structure
2010-01-01 DE LUCA, Giovanni; Carfora, A.
Combining Random Forest and Copula Function: a heuristic approach for selecting assets in a financial crisis perspective
2010-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, P.
Time-varying mixing multiplicative error model for realized volatility
2010-01-01 DE LUCA, Giovanni; Gallo, Gm
A tail dependence-based dissimilarity measure for financial time series clustering
2011-01-01 DE LUCA, Giovanni; Zuccolotto, P.
Multivariate tail dependence coefficients for Archimedean Copulae
2012-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
Modelli econometrici per il pricing del liquidity risk negli Hedge Fund
2012-01-01 DE LUCA, Giovanni; Martinelli, F.
Predicting U.S. recessions through a combination of probability forecasts
2014-01-01 DE LUCA, Giovanni; Carfora, A.
Modelling Recession in Two European Countries: the Generalized Binomial Heterogeneous Autoregressive Model
2014-01-01 DE LUCA, Giovanni; Carfora, A.
An extremes-based double clustering procedure for financial returns
2014-01-01 DE LUCA, Giovanni; Zuccolotto, P.
Time series clustering on lower tail dependence for portfolio selection
2014-01-01 DE LUCA, Giovanni; Zuccolotto, P.
A Copula-VAR approach for the analysis of serial dependence in stock returns
2014-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
Dynamic clustering of financial assets
2014-01-01 DE LUCA, Giovanni; Zuccolotto, P.
A three-stage estimation of copula-based VAR model
2015-01-01 Rivieccio, Giorgia; DE LUCA, Giovanni
Fiscal multipliers and unreported production: evidence for Italy
2015-01-01 • Raffaella, Basile; Chiarini, Bruno; DE LUCA, Giovanni; Marzano, Elisabetta
Modelling multivariate skewness in financial returns: a SGARCH approach
2015-01-01 DE LUCA, Giovanni; Loperfido, N.
Copula function approaches for the analysis of serial and cross dependence in stock returns
2016-01-01 Rivieccio, G.; De Luca, G.
Three-stage estimation for a copula-based VAR model
2016-01-01 De Luca, G.; Rivieccio, G.
Evaluating combined forecasts for realized volatility using asymmetric loss functions
2017-01-01 DE LUCA, Giovanni; Gallo , Giampiero M.; Carita', Danilo
Dynamic tail dependence clustering of financial time series
2017-01-01 DE LUCA, Giovanni; Zuccolotto, Paola
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