Access Statistics for Leopoldo Catania

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Are news important to predict large losses?	0	0	0	35	1	2	5	71
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	0	1	2	91	0	1	3	78
Dynamic Adaptive Mixture Models	0	0	1	40	0	0	4	76
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	1	1	88	0	2	3	83
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	0	1	2	49
Generalized Autoregressive Score Models in R: The GAS Package	0	0	0	30	0	0	3	114
Modelling Crypto-Currencies Financial Time-Series	0	0	4	205	1	3	18	315
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	0	1	2	68	0	2	6	234
Switching-GAS Copula Models With Application to Systemic Risk	1	2	2	55	1	3	5	190
The Model Confidence Set package for R	0	1	1	70	0	2	2	94
The Model Confidence Set package for R	0	1	5	113	0	1	22	367
Value-at-Risk Prediction in R with the GAS Package	0	0	0	50	1	2	6	71
Total Working Papers	1	7	18	880	4	19	79	1,742

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Are news important to predict the Value-at-Risk?	0	0	1	8	1	1	3	29
Comparison of Value-at-Risk models using the MCS approach	0	0	1	42	0	0	6	207
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	0	1	9	0	0	3	50
Total Journal Articles	0	0	3	59	1	1	12	286

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04