Leopoldo Catania

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Leopoldo Catania trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. J. Ziegel
  4. Juri Marcucci
  5. Franc J. G. M. Klaassen
  6. David Ardia
  7. N. Shephard

Papers from Leopoldo Catania's perspective

Ordered by how strongly the researchers Leopoldo Catania trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Value at Risk: The New Benchmark for Managing Financial Risk
  5. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  6. Realising the future: forecasting with high frequency based volatility (HEAVY) models
  7. COHERENCE AND ELICITABILITY
  8. Scoring Rules for Continuous Probability Distributions
  9. Higher order elicitability and Osband’s principle
  10. Controlling the false discovery rate: a practical and powerful approach to multiple testing

Their papers