DE LUCA, Giovanni

DE LUCA, Giovanni  

Dipartimento di Studi Aziendali e Quantitativi  

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Titolo Data di pubblicazione Autore(i) File
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
The analysis of multivariate returns via asymmetric archimedean copulae 1-gen-2008 DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, Paola
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
Assessing food security issues in Italy: a quantile copula approach. 1-gen-2021 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 1-gen-2019 De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia
Asymmetric multivariate tail dependence 1-gen-2008 DE LUCA, Giovanni; Rivieccio, Giorgia
Asymmetries for multivariate returns: an empirical approach 1-gen-2007 DE LUCA, Giovanni; Loperfido, N.
The autocorrelation function for squared white noises 1-gen-2007 DE LUCA, Giovanni; Golia, S.
A binary time series model with a long-memory structure 1-gen-2010 DE LUCA, Giovanni; Carfora, A.
Combining forecasts to capture realized volatility dynamics 1-gen-2017 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 1-gen-2010 DE LUCA, Giovanni; Rivieccio, Giorgia; Zuccolotto, P.
Conditional copula: a financial application 1-gen-2022 DE LUCA, Giovanni; nai ruscone, Marta
Conditional Value-at-Risk: a comparison between quantile regression and copula functions 1-gen-2018 DE LUCA, Giovanni; Rivieccio, Giorgia
Copula function approaches for the analysis of serial and cross dependence in stock returns 1-gen-2016 Rivieccio, G.; De Luca, G.
Copula quantile dependence for the analysis of multiple time series 1-gen-2017 Rivieccio, Giorgia; DE LUCA, Giovanni
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
CoVaR and backtesting: a comparison between a copula approach and parametric models 1-gen-2020 DE LUCA, Giovanni; Rivieccio, G; michele leonardo, Bianchi