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.
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
Assessing food security issues in Italy: a quantile copula approach.
2021-01-01 Rivieccio, G; Jean Paul Chavas, ; DE LUCA, Giovanni; Fabian, Capitanio
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