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	0	2	5	72
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	0	0	2	91	1	1	4	79
Dynamic Adaptive Mixture Models	0	0	1	40	3	4	8	80
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	1	88	0	0	3	83
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	0	0	2	49
Generalized Autoregressive Score Models in R: The GAS Package	0	0	0	30	0	2	5	116
Modelling Crypto-Currencies Financial Time-Series	1	1	3	206	1	2	9	316
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	0	0	2	68	0	2	7	236
Switching-GAS Copula Models With Application to Systemic Risk	0	1	2	55	0	1	5	190
The Model Confidence Set package for R	0	0	1	70	0	1	3	95
The Model Confidence Set package for R	0	0	1	113	0	0	13	367
Value-at-Risk Prediction in R with the GAS Package	0	0	0	50	0	1	4	71
Total Working Papers	1	2	13	881	5	16	68	1,754

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	1	2	9	0	2	4	30
Comparison of Value-at-Risk models using the MCS approach	0	0	1	42	1	1	5	208
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	1	2	10	0	2	4	52
Total Journal Articles	0	2	5	61	1	5	13	290

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Authors with no registered papers

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Statistics updated 2025-09-05