DE LUCA, Giovanni
DE LUCA, Giovanni
Dipartimento di Studi Aziendali e Quantitativi
A binary time series model with a long-memory structure
2010-01-01 DE LUCA, Giovanni; Carfora, A.
A copula-based quantile model
2018-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania
A Copula-VAR approach for the analysis of serial dependence in stock returns
2014-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
A double clustering algorithm for financial time series based on extreme events
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
A general framework for fitting stochastic volatility models
2002-01-01 Bartolucci, F; DE LUCA, Giovanni
A generalization for skewness of the basic stochastic volatility model
2000-01-01 Bartolucci, F; DE LUCA, Giovanni; Loperfido, N.
A multivariate Skew-GARCH model
2006-01-01 DE LUCA, Giovanni; Loperfido, N; Genton, M.
A new flexible discrete distribution: theory and empirical evidence
2018-01-01 DE LUCA, Giovanni; Pollio, Giovanni
A Skew-in-Mean GARCH model
2004-01-01 DE LUCA, Giovanni; Loperfido, N.
A tail dependence-based dissimilarity measure for financial time series clustering
2011-01-01 DE LUCA, Giovanni; Zuccolotto, P.
A three-stage estimation of copula-based VAR model
2015-01-01 Rivieccio, Giorgia; DE LUCA, Giovanni
A Time-varying Mixture Memory Multiplicative Error Model
2019-01-01 De Luca, Giovanni; Gallo, Giampiero Maria
Agricultural Diversification, Productivity and Food Security across Time and Space.
2022-01-01 Chavas, Jean-Paul; Rivieccio, Giorgia; Di Falco, Salvatore; DE LUCA, Giovanni; Capitanio, Fabian
An alternative approach for the seasonal integration test
1998-01-01 DE LUCA, Giovanni
An extremes-based double clustering procedure for financial returns
2014-01-01 DE LUCA, Giovanni; Zuccolotto, P.
Analyzing the Volatility of Sustainable Finance: an Investigation of Volatility, Risk Measures, and ESG Reputational Impact (A.V.S.F.)
2024-01-01 Battaglia, F.; De Luca, G.; Previtali, D.; Regoli, A.; Rivieccio, G.; Sampagnaro, G.; Scognamiglio, S.; Starita, M. G.; Stella, G. P.
Archimedean Copulae and Market Risk in Financial Crisi Perspective
2009-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, P.
Archimedean copulae for risk measurement
2009-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
ARCHIVE OF PSYCHOLOGY NEUROLOGY AND PSYCHIATRY
2025-01-01 Mauro Ellena, Adriano; DE LUCA, Giovanni; Mazzocchi, Paolo; Rocca, Antonella; Simoes, Francisco; Marta, Elena
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A binary time series model with a long-memory structure | 1-gen-2010 | DE LUCA, Giovanni; Carfora, A. | |
| A copula-based quantile model | 1-gen-2018 | DE LUCA, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania | |
| A Copula-VAR approach for the analysis of serial dependence in stock returns | 1-gen-2014 | DE LUCA, Giovanni; Rivieccio, Giorgia | |
| A double clustering algorithm for financial time series based on extreme events | 1-gen-2017 | DE LUCA, Giovanni; Zuccolotto, Paola | |
| A dynamic factor model for Italian and German recessions | 1-gen-2018 | DE LUCA, Giovanni; Carfora, Alfonso | |
| A general framework for fitting stochastic volatility models | 1-gen-2002 | Bartolucci, F; DE LUCA, Giovanni | |
| A generalization for skewness of the basic stochastic volatility model | 1-gen-2000 | Bartolucci, F; DE LUCA, Giovanni; Loperfido, N. | |
| A multivariate Skew-GARCH model | 1-gen-2006 | DE LUCA, Giovanni; Loperfido, N; Genton, M. | |
| A new flexible discrete distribution: theory and empirical evidence | 1-gen-2018 | DE LUCA, Giovanni; Pollio, Giovanni | |
| A Skew-in-Mean GARCH model | 1-gen-2004 | DE LUCA, Giovanni; Loperfido, N. | |
| A tail dependence-based dissimilarity measure for financial time series clustering | 1-gen-2011 | DE LUCA, Giovanni; Zuccolotto, P. | |
| A three-stage estimation of copula-based VAR model | 1-gen-2015 | Rivieccio, Giorgia; DE LUCA, Giovanni | |
| A Time-varying Mixture Memory Multiplicative Error Model | 1-gen-2019 | De Luca, Giovanni; Gallo, Giampiero Maria | |
| Agricultural Diversification, Productivity and Food Security across Time and Space. | 1-gen-2022 | Chavas, Jean-Paul; Rivieccio, Giorgia; Di Falco, Salvatore; DE LUCA, Giovanni; Capitanio, Fabian | |
| An alternative approach for the seasonal integration test | 1-gen-1998 | DE LUCA, Giovanni | |
| An extremes-based double clustering procedure for financial returns | 1-gen-2014 | DE LUCA, Giovanni; Zuccolotto, P. | |
| Analyzing the Volatility of Sustainable Finance: an Investigation of Volatility, Risk Measures, and ESG Reputational Impact (A.V.S.F.) | 1-gen-2024 | Battaglia, F.; De Luca, G.; Previtali, D.; Regoli, A.; Rivieccio, G.; Sampagnaro, G.; Scognamiglio, S.; Starita, M. G.; Stella, G. P. | |
| Archimedean Copulae and Market Risk in Financial Crisi Perspective | 1-gen-2009 | DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, P. | |
| Archimedean copulae for risk measurement | 1-gen-2009 | DE LUCA, Giovanni; Rivieccio, Giorgia | |
| ARCHIVE OF PSYCHOLOGY NEUROLOGY AND PSYCHIATRY | 1-gen-2025 | Mauro Ellena, Adriano; DE LUCA, Giovanni; Mazzocchi, Paolo; Rocca, Antonella; Simoes, Francisco; Marta, Elena |