Narrow search
Showing 1 - 8 of 8
Cover Image
Exploring the copula approach for the analysis of financial durations
De Luca, Giovanni; Rivieccio, Giorgia; Zuccolotto, Paola - In: Mathematical and statistical methods in insurance and …, (pp. 99-106). 2008
Persistent link: https://www.econbiz.de/10003838206
Cover Image
Modelling multivariate skewness in financial returns : a SGARCH approach
De Luca, Giovanni; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1113-1131
Persistent link: https://www.econbiz.de/10011419767
Cover Image
Fiscal multipliers and unreported production : evidence for Italy
Basile, Raffaella; Chiarini, Bruno; De Luca, Giovanni; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 877-896
Persistent link: https://www.econbiz.de/10011554333
Cover Image
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia - In: Finance research letters 30 (2019), pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Cover Image
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania - In: The European journal of finance 26 (2020) 2/3, pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Cover Image
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo; De Luca, Giovanni; … - In: International journal of forecasting 39 (2023) 1, pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Cover Image
Regional tax evasion and audit enforcement
Carfora, Alfonso; Vega Pansini, Rosaria; Pisani, Stefano - In: Regional studies 52 (2018) 3, pp. 362-373
Persistent link: https://www.econbiz.de/10011857151
Cover Image
Estimation of stochastic volatility models
Bartolucci, Francesco; De Luca, Giovanni - In: Computational methods in decision-making, economics and …, (pp. 541-556). 2010
Persistent link: https://www.econbiz.de/10009153066