Giovanni De Luca

Available identifiers

Publication	Date of Publication	Type
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach	2021-12-13	Paper
Regime dependent interconnectedness among fuzzy clusters of financial time series	2021-06-28	Paper
Finite and infinite mixtures for financial durations	2019-07-12	Paper
Time series clustering on lower tail dependence for portfolio selection	2018-12-13	Paper
A copula-based quantile model	2018-10-12	Paper
Dynamic tail dependence clustering of financial time series	2017-12-13	Paper
A double clustering algorithm for financial time series based on extreme events	2017-05-22	Paper
A multivariate skew-GARCH model	2010-06-30	Paper
Archimedean copulae for risk measurement	2009-10-21	Paper
Regime-switching Pareto distributions for ACD models	2009-04-06	Paper
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models	2009-03-17	Paper
Exploring the copula approach for the analysis of financial durations	2008-03-20	Paper
Mixture Processes for Financial Intradaily Durations	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4459831	2004-05-18	Paper
Maximum likelihood estimation of a latent variable time-series model	2001-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4259400	1998-01-01	Paper

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