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 3 33 1 2 13 59
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 0 2 86 2 3 12 49
Dynamic Adaptive Mixture Models 0 1 2 32 1 3 10 51
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 1 35 0 2 6 40
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 84 0 1 4 63
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 17 1 2 14 68
Modelling Crypto-Currencies Financial Time-Series 0 1 11 159 3 9 40 156
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 0 2 60 1 6 16 121
Switching-GAS Copula Models With Application to Systemic Risk 0 0 3 46 0 0 18 131
The Model Confidence Set package for R 0 0 1 67 0 2 8 70
The Model Confidence Set package for R 0 0 8 92 2 11 69 253
Value-at-Risk Prediction in R with the GAS Package 0 1 2 47 0 2 11 44
Total Working Papers 0 3 37 758 11 43 221 1,105


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 3 0 0 3 14
Comparison of Value-at-Risk models using the MCS approach 0 0 1 16 7 9 27 99
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 0 7 0 0 4 32
Total Journal Articles 0 0 2 26 7 9 34 145


Statistics updated 2021-01-03