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	2	6	10	78
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	0	0	1	91	2	2	5	81
Dynamic Adaptive Mixture Models	0	0	0	40	3	8	15	88
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	1	1	3	50
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	1	88	3	4	6	87
Generalized Autoregressive Score Models in R: The GAS Package	0	0	0	30	0	3	6	119
Modelling Crypto-Currencies Financial Time-Series	0	0	2	206	2	4	11	320
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	0	0	1	68	2	3	9	239
Switching-GAS Copula Models With Application to Systemic Risk	0	0	2	55	1	5	9	195
The Model Confidence Set package for R	0	0	1	70	1	8	11	103
The Model Confidence Set package for R	1	2	3	115	2	8	12	375
Value-at-Risk Prediction in R with the GAS Package	0	1	1	51	1	2	5	73
Total Working Papers	1	3	12	884	20	54	102	1,808

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	9	0	0	3	30
Comparison of Value-at-Risk models using the MCS approach	1	1	2	43	7	9	12	217
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	0	2	10	1	2	6	54
Total Journal Articles	1	1	5	62	8	11	21	301

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Authors with no registered papers

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Statistics updated 2025-12-06