Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: author="Catania, Leopoldo" or (type any "bookEditor issueEditor" and editor="Catania, Leopoldo") Add to list Journal Article A1 open access Generalized autoregressive score models in R : the GAS package David Ardia, Kris Boudt (UGent) and Leopoldo Catania (2019) JOURNAL OF STATISTICAL SOFTWARE. 88(6). p.1-28 Add to list Journal Article A1 open access Markov-switching GARCH models in R : the MSGARCH package David Ardia, Keven Bluteau, Kris Boudt (UGent) , Leopoldo Catania and Denis-Alexandre Trottier (2019) JOURNAL OF STATISTICAL SOFTWARE. 91(4). Add to list Journal Article A1 open access Downside risk evaluation with the R package GAS David Ardia, Kris Boudt (UGent) and Leopoldo Catania (2018) R JOURNAL. 10(2). p.410-421 Add to list Journal Article A1 Forecasting risk with Markov-switching GARCH models : a large-scale performance study David Ardia, Keven Bluteau, Kris Boudt (UGent) and Leopoldo Catania (2018) INTERNATIONAL JOURNAL OF FORECASTING. 34(4). p.733-747