Access Statistics for Leopoldo Catania

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 4 19 89
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 1 1 92 1 4 8 86
Dynamic Adaptive Mixture Models 0 0 1 41 0 0 18 94
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 35 2 6 11 60
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 88 0 6 16 99
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 3 8 25 139
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 1 3 26 340
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 0 0 68 1 4 14 248
Switching-GAS Copula Models With Application to Systemic Risk 0 0 1 55 1 7 19 208
The Model Confidence Set package for R 0 0 2 115 2 5 26 393
The Model Confidence Set package for R 1 3 5 75 2 11 37 131
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 6 13 83
Total Working Papers 1 4 14 893 13 64 232 1,970

Journal Article File Downloads Abstract Views
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 4 9 37
Comparison of Value-at-Risk models using the MCS approach 0 1 4 46 2 10 25 232
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 1 2 11 0 4 11 61
Total Journal Articles 0 2 7 66 2 18 45 330

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Statistics updated 2026-06-04