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 5 19 89
Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models 1 1 1 92 2 3 7 85
Dynamic Adaptive Mixture Models 0 1 1 41 0 3 18 94
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 0 35 2 5 10 58
Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances 0 0 1 88 6 6 17 99
Generalized Autoregressive Score Models in R: The GAS Package 0 2 2 32 3 12 22 136
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 1 11 25 339
Portfolio Optimisation Under Flexible Dynamic Dependence Modelling 0 0 0 68 3 5 13 247
Switching-GAS Copula Models With Application to Systemic Risk 0 0 1 55 3 8 19 207
The Model Confidence Set package for R 0 4 4 74 4 18 36 129
The Model Confidence Set package for R 0 0 3 115 3 10 25 391
Value-at-Risk Prediction in R with the GAS Package 0 0 1 51 5 6 14 83
Total Working Papers 1 8 15 892 34 92 225 1,957

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 3 5 9 37
Comparison of Value-at-Risk models using the MCS approach 1 1 4 46 7 8 23 230
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 1 1 2 11 3 5 11 61
Total Journal Articles 2 2 7 66 13 18 43 328

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Statistics updated 2026-05-06