Leopoldo Catania

Identifiers

• name variant Leopoldo Catania 0.60 · backfill

Papers (7)

1. Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package stat.CO · 2016 · author #1
2. Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models stat.AP · 2016 · author #1
3. Portfolio Optimisation Under Flexible Dynamic Dependence Modelling q-fin.PM · 2016 · author #2
4. Switching-GAS Copula Models With Application to Systemic Risk stat.ME · 2015 · author #2
5. Comparison of Value-at-Risk models: the MCS package stat.CO · 2015 · author #2
6. The Model Confidence Set package for R stat.CO · 2014 · author #2
7. Are news important to predict large losses? q-fin.ST · 2014 · author #2

Mentions

• 1504.03733 #2 · backfill · confidence 0.70 Leopoldo Catania
• 1502.04472 #2 · backfill · confidence 0.70 Leopoldo Catania
• 1410.8504 #2 · backfill · confidence 0.70 Leopoldo Catania
• 1410.6898 #2 · backfill · confidence 0.70 Leopoldo Catania

Frequent Coauthors

• Mauro Bernardi 5 shared papers
• Nima Nonejad 2 shared papers
• Lea Petrella 1 shared papers