DE LUCA, Giovanni
DE LUCA, Giovanni
Dipartimento di Studi Aziendali e Quantitativi
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
The analysis of multivariate returns via asymmetric archimedean copulae
2008-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, Paola
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
Asymmetric multivariate tail dependence
2008-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
Asymmetries for multivariate returns: an empirical approach
2007-01-01 DE LUCA, Giovanni; Loperfido, N.
The autocorrelation function for squared white noises
2007-01-01 DE LUCA, Giovanni; Golia, S.
A binary time series model with a long-memory structure
2010-01-01 DE LUCA, Giovanni; Carfora, A.
Combining forecasts to capture realized volatility dynamics
2017-01-01 DE LUCA, Giovanni; Gallo, Giampiero M.; Carita', Danilo
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.
Conditional copula: a financial application
2022-01-01 DE LUCA, Giovanni; nai ruscone, Marta
Conditional Value-at-Risk: a comparison between quantile regression and copula functions
2018-01-01 DE LUCA, Giovanni; Rivieccio, Giorgia
Copula function approaches for the analysis of serial and cross dependence in stock returns
2016-01-01 Rivieccio, G.; De Luca, G.
Copula quantile dependence for the analysis of multiple time series
2017-01-01 Rivieccio, Giorgia; DE LUCA, Giovanni
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
CoVaR and backtesting: a comparison between a copula approach and parametric models
2020-01-01 DE LUCA, Giovanni; Rivieccio, G; michele leonardo, Bianchi