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	70
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	1	1	2	91	1	2	3	78
Dynamic Adaptive Mixture Models	0	0	3	40	0	3	7	76
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	0	1	1	48
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	87	1	1	4	82
Generalized Autoregressive Score Models in R: The GAS Package	0	0	0	30	0	1	3	114
Modelling Crypto-Currencies Financial Time-Series	0	0	5	205	2	4	19	314
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	1	1	2	68	2	3	6	234
Switching-GAS Copula Models With Application to Systemic Risk	1	1	2	54	1	2	4	188
The Model Confidence Set package for R	0	0	4	112	0	1	28	366
The Model Confidence Set package for R	1	1	1	70	1	1	1	93
Value-at-Risk Prediction in R with the GAS Package	0	0	1	50	0	0	7	69
Total Working Papers	4	4	20	877	9	21	88	1,732

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	2	8	0	1	3	28
Comparison of Value-at-Risk models using the MCS approach	0	0	1	42	0	0	9	207
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	1	1	9	0	2	5	50
Total Journal Articles	0	1	4	59	0	3	17	285

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Statistics updated 2025-05-12