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Leopoldo Catania

aarhus university

20H指数
85论文数
1.4K被引数
收录论文 14
发表时间
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Economic vulnerability is state dependent经济脆弱性具有状态依赖性
errThe Econometrics Journal
IF0
err2026-03-11
err0
PREAI
errLeopoldo Catania; Alessandra Luati; Pierluigi Vallarino
err分享
err收藏
Unobserved component models, approximate filters and dynamic adaptive mixture models未观测成分模型、近似滤波器和动态自适应混合模型
errJournal of Econometrics
IF4
err2025-11-28
err0
errOAAI
errLeopoldo Catania; Enzo D’Innocenzo; Alessandra Luati
err分享
err收藏
Robust CDF-Filtering of a Location Parameter
errJournal of Time Series Analysis
IF1
err2025-11-01
err0
errOAAI
errCatania, Leopoldo; Harvey, Andrew C.; Luati, Alessandra
err分享
err收藏
SWITCHING REGIME INTEGER AUTOREGRESSIONS切换模式整数自回归
errEconometric Theory
IF1
err2025-10-01
err0
errOAAI
errCatania, Leopoldo; Rossi, Eduardo; Santucci de Magistris, Paolo
err分享
err收藏
Semiparametric modeling of multiple quantiles多分位数的半参数建模
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err2
PREAI
errCatania, Leopoldo; Luati, Alessandra
err分享
err收藏
Forecasting cryptocurrency volatility预测加密货币波动性
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-07-01
err28
PREAI
errCatania, Leopoldo; Grassi, Stefano
err分享
err收藏
Hierarchical Markov-switching models for multivariate integer-valued time-series
errJOURNAL OF ECONOMETRICS
IF4
err2021-03-01
err5
errOAAI
errCatania, Leopoldo; Di Mari, Roberto
err分享
err收藏
Forecasting volatility with time-varying leverage and volatility of volatility effects预测具有时变杠杆的波动率和波动率效应的波动率
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-10-01
err14
PREAI
errCatania, Leopoldo; Proietti, Tommaso
err分享
err收藏
Managing volumetric risk of long-term power purchase agreements
errENERGY ECONOMICS
IF14.2
err2020-01-01
err14
PREAI
errTranberg, Bo; Hansen, Rasmus Thrane; Catania, Leopoldo
err分享
err收藏
Forecasting cryptocurrencies under model and parameter instability
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2019-04-01
err75
errOAAI
errCatania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco
err分享
err收藏
Markov-Switching GARCH Models in R: The MSGARCH Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2019-01-01
err62
errOAAI
errArdia, David; Bluteau, Keven; Boudt, Kris; Catania, Leopoldo; Trottier, Denis-Alexandre
err分享
err收藏
Generalized Autoregressive Score Models in R: The GAS Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2019-01-01
err43
errOAAI
errArdia, David; Boudt, Kris; Catania, Leopoldo
err分享
err收藏
Forecasting risk with Markov-switching GARCH models: A large-scale performance study
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2018-10-01
err90
errOAAI
errArdia, David; Bluteau, Keven; Boudt, Kris; Catania, Leopoldo
err分享
err收藏
Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2018-01-01
err12
errOAAI
errCatania, Leopoldo; Nonejad, Nima
err分享
err收藏

研究方向

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合作学者
合作期刊
A
Andrew Harvey
H 指数: 70 · 论文数: 327
F
Francesco Ravazzolo
H 指数: 33 · 论文数: 265
K
Kris Boudt
H 指数: 32 · 论文数: 234
T
Tommaso Proietti
H 指数: 25 · 论文数: 206
S
Stefano Grassi
H 指数: 16 · 论文数: 122
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