Leopoldo Catania

Available identifiers

zbMath Open boudt.krisDBLP04/8427WikidataQ90384939 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
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment	2021-01-01	Paper
Analyzing intraday financial data in R: The highfrequency package	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

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