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	0	3	68
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	0	0	1	90	0	0	2	76
Dynamic Adaptive Mixture Models	0	0	4	40	1	1	8	74
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	0	0	0	47
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	87	0	0	3	81
Generalized Autoregressive Score Models in R: The GAS Package	0	0	1	30	1	1	5	114
Modelling Crypto-Currencies Financial Time-Series	0	1	5	205	0	1	17	310
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	0	0	1	67	0	1	4	231
Switching-GAS Copula Models With Application to Systemic Risk	0	0	2	53	1	1	4	187
The Model Confidence Set package for R	0	0	4	112	0	2	30	365
The Model Confidence Set package for R	0	0	0	69	0	0	0	92
Value-at-Risk Prediction in R with the GAS Package	0	0	1	50	0	1	8	69
Total Working Papers	0	1	19	873	3	8	84	1,714

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	1	1	3	28
Comparison of Value-at-Risk models using the MCS approach	0	1	3	42	0	2	12	207
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	0	0	8	1	1	5	49
Total Journal Articles	0	1	5	58	2	4	20	284

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Statistics updated 2025-03-03