The following pages link to Giovanni De Luca (Q1010562):
Displaying 16 items.
- Regime-switching Pareto distributions for ACD models (Q1010563) (← links)
- Dynamic tail dependence clustering of financial time series (Q1685205) (← links)
- Finite and infinite mixtures for financial durations (Q2002901) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- Maximum likelihood estimation of a latent variable time-series model (Q2722282) (← links)
- Archimedean copulae for risk measurement (Q3184506) (← links)
- Mixture Processes for Financial Intradaily Durations (Q3368339) (← links)
- A multivariate skew-garch model (Q3571961) (← links)
- Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080) (← links)
- (Q4259400) (← links)
- (Q4459831) (← links)
- Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907) (← links)
- A Copula-Based Quantile Model (Q4689052) (← links)
- (Q5448389) (← links)
