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 1 18 90
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 0 0 1 92 0 2 9 87
Dynamic Adaptive Mixture Models 0 1 2 42 0 1 18 95
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 0 2 11 60
Generalized Autoregressive Score Models in R: The GAS Package 0 0 2 32 0 3 23 139
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 1 2 26 341
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 1 1 69 0 4 15 251
Switching-GAS Copula Models With Application to Systemic Risk 0 0 0 55 0 1 18 208
The Model Confidence Set package for R 0 1 3 116 0 3 27 394
The Model Confidence Set package for R 0 1 5 75 0 2 36 131
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 0 0 12 83
Total Working Papers 0 4 16 896 2 22 230 1,979

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 0 0 7 37
Comparison of Value-at-Risk models using the MCS approach 0 0 4 46 1 3 26 233
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 0 0 1 11 0 0 9 61
Total Journal Articles 0 0 5 66 1 3 42 331

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Statistics updated 2026-08-07