Leopoldo Catania

Available identifiers

zbMath Open catania.leopoldoMaRDI QIDQ736647

List of research outcomes

Publication	Date of Publication	Type
Bayesian flexible local projections	2024-11-28	Paper
Dynamic Discrete Mixtures for High-Frequency Prices	2024-10-17	Paper
A Stochastic Volatility Model With a General Leverage Specification	2024-10-17	Paper
Semiparametric modeling of multiple quantiles	2023-11-17	Paper
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings	2023-07-25	Paper
Hierarchical Markov-switching models for multivariate integer-valued time-series	2021-02-04	Paper
Robust estimation of a location parameter with the integrated Hogg function	2020-10-12	Paper
Comparison of value-at-risk models using the MCS approach	2016-08-04	Paper

Research outcomes over time

This page was built for person: Leopoldo Catania