Author/Creator: Catania, Leopoldo - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Catania, Leopoldo

1. A Stochastic Volatility Model With a General Leverage Specification. Issue 2 (3rd April 2022)

Authors:: Catania, Leopoldo
Journal:: Journal of business & economic statistics
Issue:: Volume 40:Issue 2(2022)
Page Start:: 678
Record Type:: Journal Article
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2. Are news important to predict the Value-at-Risk?. Issue 6 (3rd May 2017)

Authors:: Bernardi, Mauro; Catania, Leopoldo; Petrella, Lea
Journal:: European journal of finance
Issue:: Volume 23:Issue 6(2017)
Page Start:: 535
Record Type:: Journal Article
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3. Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models. Issue 2 (11th February 2020)

Authors:: Catania, Leopoldo; Nonejad, Nima
Journal:: European journal of finance
Issue:: Volume 26:Issue 2/3(2020)
Page Start:: 100
Record Type:: Journal Article
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4. Dynamic Adaptive Mixture Models with an Application to Volatility and Risk. (14th June 2019)

Authors:: Catania, Leopoldo
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 4(2021)
Page Start:: 531
Record Type:: Journal Article
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5. Dynamic Discrete Mixtures for High-Frequency Prices. Issue 2 (3rd April 2022)

Authors:: Catania, Leopoldo; Di Mari, Roberto; Santucci de Magistris, Paolo
Journal:: Journal of business & economic statistics
Issue:: Volume 40:Issue 2(2022)
Page Start:: 559
Record Type:: Journal Article
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6. Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances. (22nd February 2017)

Authors:: Catania, Leopoldo; Billé, Anna Gloria
Journal:: Journal of applied econometrics
Issue:: Volume 32:Number 6(2017)
Page Start:: 1178
Record Type:: Journal Article
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7. Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings. (1st February 2023)

Authors:: Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; Grassi, Stefano; Perron, Pierre
Journal:: Econometric reviews
Issue:: Volume 42:Number 3(2023)
Page Start:: 281
Record Type:: Journal Article
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8. Switching generalized autoregressive score copula models with application to systemic risk. (29th August 2018)

Authors:: Bernardi, Mauro; Catania, Leopoldo
Journal:: Journal of applied econometrics
Issue:: Volume 34:Number 1(2019)
Page Start:: 43
Record Type:: Journal Article
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9. The model confidence set package for R. (2018)

Authors:: Bernardi, Mauro; Catania, Leopoldo
Journal:: International journal of computational economics and econometrics
Issue:: Volume 8:Number 2(2018)
Page Start:: 144
Record Type:: Journal Article
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