Access Statistics for Leopoldo Catania

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	4	8	16	84
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models	0	0	1	91	1	3	6	82
Dynamic Adaptive Mixture Models	0	0	0	40	1	6	18	91
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	0	35	2	4	6	53
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances	0	0	1	88	6	9	12	93
Generalized Autoregressive Score Models in R: The GAS Package	0	0	0	30	5	5	11	124
Modelling Crypto-Currencies Financial Time-Series	0	0	1	206	5	10	18	328
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling	0	0	1	68	3	5	11	242
Switching-GAS Copula Models With Application to Systemic Risk	0	0	2	55	2	5	13	199
The Model Confidence Set package for R	0	1	3	115	4	8	16	381
The Model Confidence Set package for R	0	0	1	70	2	9	19	111
Value-at-Risk Prediction in R with the GAS Package	0	0	1	51	4	5	8	77
Total Working Papers	0	1	11	884	39	77	154	1,865

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	5	32
Comparison of Value-at-Risk models using the MCS approach	0	3	3	45	3	12	15	222
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances	0	0	2	10	2	3	8	56
Total Journal Articles	0	3	6	64	7	17	28	310

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Statistics updated 2026-02-12