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 1 7 17 85
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 0 1 91 0 1 6 82
Dynamic Adaptive Mixture Models 1 1 1 41 3 6 20 94
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 1 88 0 6 12 93
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 35 1 4 7 54
Generalized Autoregressive Score Models in R: The GAS Package 2 2 2 32 7 12 17 131
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 9 17 27 337
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 0 1 68 2 5 13 244
Switching-GAS Copula Models With Application to Systemic Risk 0 0 2 55 2 6 14 201
The Model Confidence Set package for R 0 0 3 115 7 13 23 388
The Model Confidence Set package for R 2 2 3 72 9 17 28 120
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 4 8 77
Total Working Papers 5 5 16 889 41 98 192 1,906

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 1 3 5 33
Comparison of Value-at-Risk models using the MCS approach 0 2 3 45 0 5 15 222
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 2 10 1 3 8 57
Total Journal Articles 0 2 6 64 2 11 28 312

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Statistics updated 2026-03-04