Sfoglia per Autore
Combining forecasts to capture realized volatility dynamics
2017-01-01 DE LUCA, Giovanni; Gallo, Giampiero M.; Carita', Danilo
A double clustering algorithm for financial time series based on extreme events
2017-01-01 DE LUCA, Giovanni; Zuccolotto, Paola
Dynamic tail dependence clustering of financial time series
2017-01-01 DE LUCA, Giovanni; Zuccolotto, Paola
A dynamic factor model for Italian and German recessions
2018-01-01 DE LUCA, Giovanni; Carfora, Alfonso
Conditional Value-at-Risk: a comparison between quantile regression and copula functions
2018-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
Young NEETs in Italy, Spain and Greece during the economic crisis
2018-01-01 Rocca, Antonella; Mazzocchi, Paolo; Quintano, Claudio; DE LUCA, Giovanni
A new flexible discrete distribution: theory and empirical evidence
2018-01-01 DE LUCA, Giovanni; Pollio, Giovanni
A copula-based quantile model
2018-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania
The effect of ICT usage on academic performance of Italian students
2019-01-01 DE LUCA, Giovanni; Longobardi, Sergio; Pagliuca, Margherita Maria; Regoli, Andrea
Partial dependence with copula and financial applications
2019-01-01 De Luca, Giovanni; Rivieccio, Giorgia; Nai Ruscone, Marta
A Time-varying Mixture Memory Multiplicative Error Model
2019-01-01 De Luca, Giovanni; Gallo, Giampiero Maria
Italian NEETs in 2005–2016: have the Recent Labour Market Reforms Produced Any Effect?
2019-01-01 DE LUCA, Giovanni; Mazzocchi, Paolo; Quintano, Claudio; Rocca, Antonella
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach
2019-01-01 De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia
Statistical Analysis of Operational Risk Data
2020-01-01 DE LUCA, Giovanni; Carita', Danilo; Martinelli, Francesco
The Left Behind Generation: How the current Early School Leavers affect tomorrow’s NEETs?
2020-01-01 De Luca, G.; Mazzocchi, P.; Quintano, C.; Rocca, A.
CoVaR and backtesting: a comparison between a copula approach and parametric models
2020-01-01 DE LUCA, Giovanni; Rivieccio, G; michele leonardo, Bianchi
Quantile dependence in tourism demand time series: Evidence in the Southern Italy market
2020-01-01 De Luca, G.; Rosciano, M.
Value-at-Risk dynamics: a copula-VAR approach
2020-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania
Going Behind the High Rates of NEETs in Italy and Spain: The Role of Early School Leavers
2020-01-01 De Luca, G.; Mazzocchi, P.; Quintano, C.; Rocca, A.
Assessing food security issues in Italy: a quantile copula approach.
2021-01-01 Rivieccio, G; Jean Paul Chavas, ; DE LUCA, Giovanni; Fabian, Capitanio
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