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Information about:
Giovanni De Luca

Personal Details | Affiliation | Works
This is information that was supplied by Giovanni De Luca in registering through RePEc. If you are Giovanni De Luca , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Giovanni
Middle Name:
Last Name: De Luca
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RePEc Short-ID: pde357

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Homepage: http://www.economia.uniparthenope.it/siti_docenti/Deluca/home.html
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Giovanni De Luca & Giampiero M. Gallo, 2005. "Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models," Econometrics Working Papers Archive wp2005_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
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Articles

  1. Giovanni Luca & Giampiero Gallo, 2009. "Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 102-120. [Downloadable!] (restricted)
    Other versions:

  2. Giovanni De Luca & Giorgia Rivieccio, 2009. "Archimedean copulae for risk measurement," Journal of Applied Statistics, Taylor and Francis Journals, vol. 36(8), pages 907-924. [Downloadable!] (restricted)

  3. De Luca, Giovanni & Zuccolotto, Paola, 2006. "Regime-switching Pareto distributions for ACD models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2179-2191, December. [Downloadable!] (restricted)

  4. Giovanni De Luca & Giampiero M. Gallo, 2004. "Mixture Processes for Financial Intradaily Durations," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2). [Downloadable!]

  5. Giovanni De Luca & Giampiero Gallo, 2004. "Mixture Processes for Financial Intradaily Durations," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2), pages 1223-1223. [Downloadable!] (restricted)

  6. Bartolucci, F. & De Luca, G., 2003. "Likelihood-based inference for asymmetric stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 445-449, March. [Downloadable!] (restricted)

  7. Giovanni De Luca & Paola Zuccolotto, 2003. "Finite and infinite mixtures for financial durations," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 431-455. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2007-01-28 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2007-01-28 Author is listed
  3. NEP-MST: Market Microstructure (1) 2007-01-28 Author is listed
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This page was last updated on 2009-10-30.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.