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Leopoldo Catania
ORCID
Publication Activity (10 Years)
Years Active: 2016-2018
Publications (10 Years): 3
Top Topics
Genetic Search
Risk Evaluation
Model Averaging
Top Venues
R J.
CoRR
Comput. Stat.
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Publications
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David Ardia
,
Kris Boudt
,
Leopoldo Catania
Downside Risk Evaluation with the R Package GAS.
R J.
10 (2) (2018)
Leopoldo Catania
,
Nima Nonejad
Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package.
CoRR
(2016)
Mauro Bernardi
,
Leopoldo Catania
Comparison of Value-at-Risk models using the MCS approach.
Comput. Stat.
31 (2) (2016)