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 0 0 65
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 0 0 89 0 1 3 75
Dynamic Adaptive Mixture Models 0 1 2 37 1 4 7 70
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 1 87 0 0 3 78
Generalized Autoregressive Score Models in R: The GAS Package 0 1 1 30 0 2 8 111
Modelling Crypto-Currencies Financial Time-Series 1 1 3 201 1 3 10 296
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 0 1 66 0 1 9 228
Switching-GAS Copula Models With Application to Systemic Risk 1 2 3 53 1 2 8 185
The Model Confidence Set package for R 0 0 0 69 0 0 2 92
The Model Confidence Set package for R 0 0 3 108 4 7 19 342
Value-at-Risk Prediction in R with the GAS Package 1 1 2 50 3 4 9 65
Total Working Papers 3 6 16 860 10 24 78 1,654


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 6 0 0 3 25
Comparison of Value-at-Risk models using the MCS approach 0 2 7 41 1 4 16 199
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 0 8 0 1 2 45
Total Journal Articles 0 2 8 55 1 5 21 269


Statistics updated 2024-06-06