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De Luca G., Rivieccio G., Archimedean Copulae for Risk
Measurement, Journal of Applied Statistics, Volume 36, Issue 8, 2009. |
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De Luca G., Gallo G.M., Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models,
Econometric Reviews, Vol. 28, 1-3, 2009. |
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De Luca G., Rivieccio G., Zuccolotto P., Exploring the copula approach for the analysis of financial durations,
in Perna C. and Sibillo M. (edited by)
Mathematical and Statistical Methods in Insurance and Finance, Springer Milan, 2008. |
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De Luca G., Zuccolotto P., Regime-switching Pareto distributions for ACD models,
Computational Statistics and Data Analysis, Vol. 51, Issue 4, 2006. |
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De Luca G., Genton M., Loperfido N., The Multivariate Skew GARCH model, in
Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series (volume 20 A),
Elsevier, 2006. |
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De Luca G., Gallo G.M., Mixtures processes for financial intradaily durations,
SNDE, 8.2, 2004. |
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De Luca G., Zuccolotto P., Finite and infinite mixtures for financial durations,
Metron, vol. LXI, n. 3, 2003. |
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Bartolucci F., De Luca G., Likelihood-based inference in asymmetric stochastic volatility models,
Computational Statistics and Data Analysis,
Volume 42, Issue 3, 2003. |
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Bartolucci F., De Luca G., Estimation of stochastic volatility models,
in Pardalos P. and Hearn D.W. (edited by) Computational methods in decision-making, economics and finance,
Kluwer Applied Optimization Series, 2002. |
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Bartolucci F., De Luca G., Maximum likelihood estimation for a latent variable time series model,
Applied Stochastic Models in Business and Industry,
Volume 17, Issue 1, 2001. |
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De Luca G., An alternative approach for the seasonal integration test, Statistica, n. 3, 1998. |
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