DE LUCA, Giovanni

DE LUCA, Giovanni  

Dipartimento di Studi Aziendali e Quantitativi  

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Risultati 1 - 20 di 92 (tempo di esecuzione: 0.014 secondi).
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.
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