Leopoldo Catania

Aarhus University

Denmark

Research Interests

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Articles (9)

Year:

2023

Year:

2022

Year:

2022

Year:

2022

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2021

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2020

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2020

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2020

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2020

Collaborators (3)

Roberto Di Mari

Assistant Professor of Statistics

Università degli Studi di Bari Aldo Moro Dipartimento di Economia e Finanza

ITALY

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Paolo Santucci de Magistris

LUISS University

ITALY

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Bo Tranberg

Aarhus University

DENMARK

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Leopoldo Catania

Research Interests

Contact this professor

Articles (9)

Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings

Forecasting cryptocurrency volatility

A Stochastic Volatility Model with a General Leverage Specification

Dynamic Discrete Mixtures for High Frequency Prices

Dynamic Adaptive Mixture Models with an Application to Volatility and Risk

Robust Estimation of a Location Parameter with the Integrated Hogg Function

Density Forecasts and the Leverage Effect

Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects

Managing Volumetric Risk of Long-term Power Purchase Agreements

Collaborators (3)

Roberto Di Mari

Paolo Santucci de Magistris

Bo Tranberg

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