Leopoldo Catania

Available identifiers

zbMath Open boudt.krisWikidataQ90384939 ScholiaQ90384939MaRDI QIDQ115385

List of research outcomes

Publication	Date of Publication	Type
Dynamic core-satellite investing using higher order moments: an explicit solution	2024-04-12	Paper
highfrequency	2023-10-04	Software
ETF basket-adjusted covariance estimation	2023-06-29	Paper
Interpretability of composite indicators based on principal components	2022-11-15	Paper
The optimal payoff for a Yaari investor	2022-10-14	Paper
Estimation and decomposition of food price inflation risk	2022-07-07	Paper
GAS	2022-02-04	Software
Analyzing Intraday Financial Data in R: The highfrequency Package	2022-01-01	Paper
Robust interactive fixed effects	2022-01-01	Paper
sentometrics	2021-08-18	Software
Analyzing intraday financial data in R: The highfrequency package	2021-01-01	Paper
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment	2021-01-01	Paper
Multivariate GARCH models for large-scale applications: A survey	2020-08-18	Paper
Nearest comoment estimation with unobserved factors	2020-06-18	Paper
The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization	2020-04-27	Paper
The minimum regularized covariance determinant estimator	2020-02-26	Paper
The minimum regularized covariance determinant estimator	2019-04-02	Paper
Generalized Autoregressive Score Models in R: The GAS Package	2019-01-01	Paper
Jump robust two time scale covariance estimation and realized volatility budgets	2018-09-19	Paper
Block rearranging elements within matrix columns to minimize the variability of the row sums	2018-04-13	Paper
The impact of covariance misspecification in risk-based portfolios	2017-08-25	Paper
The impact of covariance misspecification in risk-based portfolios	2017-03-22	Paper
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	2017-01-13	Paper
The Gaussian rank correlation estimator: robustness properties	2015-10-16	Paper
Robust M-estimation of multivariate GARCH models	2014-04-14	Paper
The impact of a sustainability constraint on the mean-tracking error efficient frontier	2014-03-17	Paper
Jump robust daily covariance estimation by disentangling variance and correlation components	2012-12-30	Paper
Robust explicit estimators of Weibull parameters	2011-02-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
employer	Ghent University
employer	Free University of Amsterdam
employer	Vrije Universiteit Brussel
instance of	human
occupation	researcher

This page was built for person: Leopoldo Catania