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Author ID: de-luca.giovanni Recent zbMATH articles by "De Luca, Giovanni"
Published as: De Luca, Giovanni; de Luca, Giovanni
External Links: ORCID
Documents Indexed: 17 Publications since 1998
Co-Authors: 7 Co-Authors with 15 Joint Publications
248 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 61 times in 48 Documents Cited by Year
Regime-switching Pareto distributions for ACD models. Zbl 1157.62520
De Luca, Giovanni; Zuccolotto, Paola
12
2006
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
10
2006
Dynamic tail dependence clustering of financial time series. Zbl 1416.62581
De Luca, Giovanni; Zuccolotto, Paola
8
2017
Maximum likelihood estimation of a latent variable time-series model. Zbl 0965.62071
Bartolucci, Francesco; De Luca, Giovanni
7
2001
Likelihood-based inference for asymmetric stochastic volatility models. Zbl 1429.62652
Bartolucci, F.; De Luca, G.
7
2003
Mixture processes for financial intradaily durations. Zbl 1081.91526
De Luca, Giovanni; Gallo, Giampiero M.
6
2004
Archimedean copulae for risk measurement. Zbl 1473.62350
de Luca, Giovanni; Rivieccio, Giorgia
5
2009
A double clustering algorithm for financial time series based on extreme events. Zbl 1362.60051
De Luca, Giovanni; Zuccolotto, Paola
4
2017
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. Zbl 1520.62086
De Luca, Giovanni; Zuccolotto, Paola
3
2021
Time series clustering on lower tail dependence for portfolio selection. Zbl 1418.91463
De Luca, Giovanni; Zuccolotto, Paola
2
2014
Finite and infinite mixtures for financial durations. Zbl 1416.62582
De Luca, Giovanni; Zuccolotto, Paola
2
2003
Time-varying mixing weights in mixture autoregressive conditional duration models. Zbl 1161.62073
de Luca, Giovanni; Gallo, Giampiero M.
1
2009
Regime dependent interconnectedness among fuzzy clusters of financial time series. Zbl 07363876
De Luca, Giovanni; Zuccolotto, Paola
1
2021
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. Zbl 1520.62086
De Luca, Giovanni; Zuccolotto, Paola
3
2021
Regime dependent interconnectedness among fuzzy clusters of financial time series. Zbl 07363876
De Luca, Giovanni; Zuccolotto, Paola
1
2021
Dynamic tail dependence clustering of financial time series. Zbl 1416.62581
De Luca, Giovanni; Zuccolotto, Paola
8
2017
A double clustering algorithm for financial time series based on extreme events. Zbl 1362.60051
De Luca, Giovanni; Zuccolotto, Paola
4
2017
Time series clustering on lower tail dependence for portfolio selection. Zbl 1418.91463
De Luca, Giovanni; Zuccolotto, Paola
2
2014
Archimedean copulae for risk measurement. Zbl 1473.62350
de Luca, Giovanni; Rivieccio, Giorgia
5
2009
Time-varying mixing weights in mixture autoregressive conditional duration models. Zbl 1161.62073
de Luca, Giovanni; Gallo, Giampiero M.
1
2009
Regime-switching Pareto distributions for ACD models. Zbl 1157.62520
De Luca, Giovanni; Zuccolotto, Paola
12
2006
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
10
2006
Mixture processes for financial intradaily durations. Zbl 1081.91526
De Luca, Giovanni; Gallo, Giampiero M.
6
2004
Likelihood-based inference for asymmetric stochastic volatility models. Zbl 1429.62652
Bartolucci, F.; De Luca, G.
7
2003
Finite and infinite mixtures for financial durations. Zbl 1416.62582
De Luca, Giovanni; Zuccolotto, Paola
2
2003
Maximum likelihood estimation of a latent variable time-series model. Zbl 0965.62071
Bartolucci, Francesco; De Luca, Giovanni
7
2001
all top 5

Cited by 87 Authors

4 De Luca, Giovanni
4 Zuccolotto, Paola
3 Bhatti, Chad R.
3 D’Urso, Pierpaolo
3 Loperfido, Nicola M. R.
2 Balakrishnan, Narayanaswamy
2 Francq, Christian
2 Gerlach, Richard H.
2 Lafuente-Rego, Borja
2 Langrock, Roland
2 Saulo, Helton
2 Vilar, José Antonio
1 Aknouche, Abdelhakim
1 Almohaimeed, Bader S.
1 Amiri, Mehdi
1 Andres, Philipp
1 Baker, Rebecca M.
1 Bégin, Jean-François
1 Bień-Barkowska, Katarzyna
1 Boudreault, Mathieu
1 Boudt, Kris
1 Carvalho, Marcela de Marillac
1 Cavicchioli, Maddalena
1 Chan, Jennifer So Kuen
1 Chen, Cathy W. S.
1 Choi, Jieun
1 Christiansen, Marcus Christian
1 Coolen-Maturi, Tahani
1 Coolen, Frank P. A.
1 Croux, Christophe
1 De Angelis, Luca
1 De Giovanni, Livia
1 De Schepper, Ann
1 Di Lascio, F. Marta L.
1 Durante, Fabrizio
1 Eling, Martin
1 Ferreira, Paulo H.
1 Fuchs, Sebastian L.
1 Hao, Hongxia
1 Hidalgo, Javier
1 Huang, Xingfang
1 Hujer, Reinhard
1 Jiménez-Gamero, María Dolores
1 Kasahara, Hiroyuki
1 Kneib, Thomas
1 Kung, Ling-Ming
1 Leão, Jeremias
1 Leiva, Víctor
1 Li, Shaoting
1 Li, Yifan
1 Lin, Edward M. H.
1 Lin, Huazhen
1 Lin, Jinguan
1 López-Oriona, Ángel
1 Louzada, Francisco
1 Ma, Fumin
1 Marchant, Carolina
1 Massari, Riccardo
1 Meintanis, Simos G.
1 Michelot, Théo
1 Michels, Rouven
1 Michiels, Frederik
1 Nolte, Ingmar
1 Nolte, Sandra
1 Ötting, Marius
1 Paas, Leonard J.
1 Perera, Indeewara
1 Sáfadi, Thelma
1 Shimotsu, Katsumi
1 Shin, Dongwan
1 Silvapulle, Mervyn Joseph
1 Sohn, Alexander
1 Vila, Roberto
1 Vuletić, Sandra
1 Wang, Hongxia
1 Wang, Xiaomei
1 Wu, Weisan
1 Yatigammana, Rasika Pushpamali
1 Ye, Jimin
1 Yu, Shang-Wu
1 Zhang, Chunming
1 Zhang, Shulin
1 Zhang, Tengfei
1 Zhang, Xiaoyu
1 Zhang, Yudi
1 Zhao, Yanyong
1 Zhou, Qian M.

Citations by Year