Edit Profile (opens in new tab) De Luca, Giovanni Co-Author Distance Author ID: 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 all top 5 Co-Authors 1 single-authored 8 Zuccolotto, Paola 3 Rivieccio, Giorgia 2 Bartolucci, Francesco 2 Gallo, Giampiero M. 1 Corsaro, Stefania 1 Genton, Marc G. 1 Loperfido, Nicola M. R. all top 5 Serials 2 Computational Statistics and Data Analysis 1 Metron 1 Statistica 1 Econometric Reviews 1 International Journal of Approximate Reasoning 1 Statistical Papers 1 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Applied Statistics 1 Applied Stochastic Models in Business and Industry 1 Advances in Data Analysis and Classification. ADAC 1 Statistics & Risk Modeling Fields 14 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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. all top 5 Cited in 28 Serials 7 Computational Statistics and Data Analysis 4 Mathematics and Computers in Simulation 4 Statistical Papers 4 Journal of Applied Statistics 3 International Journal of Approximate Reasoning 2 Journal of Econometrics 2 Journal of Economic Dynamics & Control 2 European Journal of Operational Research 1 International Statistical Review 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Annals of Operations Research 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 Linear Algebra and its Applications 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 Advances and Applications in Statistics 1 Statistical Methods and Applications 1 Advances in Data Analysis and Classification. ADAC 1 Discrete and Continuous Dynamical Systems. Series S 1 Journal of Computational and Graphical Statistics 1 Statistics & Risk Modeling all top 5 Cited in 7 Fields 41 Statistics (62-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Computer science (68-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year