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 2 3 20 92
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 0 1 92 2 3 10 89
Dynamic Adaptive Mixture Models 0 1 2 42 2 3 17 97
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 88 0 1 17 100
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 35 5 5 16 65
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 1 1 24 140
Modelling Crypto-Currencies Financial Time-Series 0 0 0 206 2 3 27 343
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 1 1 69 1 4 16 252
Switching-GAS Copula Models With Application to Systemic Risk 0 0 0 55 3 3 21 211
The Model Confidence Set package for R 0 1 3 116 0 1 27 394
The Model Confidence Set package for R 1 1 6 76 2 2 38 133
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 1 1 13 84
Total Working Papers 1 4 16 897 21 30 246 2,000

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 0 9 1 1 8 38
Comparison of Value-at-Risk models using the MCS approach 0 0 4 46 0 1 25 233
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 1 11 1 1 10 62
Total Journal Articles 0 0 5 66 2 3 43 333

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Statistics updated 2026-09-10