| Forecasting risk with Markov-switching GARCH models: A large-scale performance study D Ardia, K Bluteau, K Boudt, L Catania International Journal of Forecasting 34 (4), 733-747, 2018 | 173 | 2018 |
| Markov-switching GARCH models in R: The MSGARCH package D Ardia, K Bluteau, K Boudt, L Catania, DA Trottier Journal of Statistical Software 91 (4), 2019 | 158 | 2019 |
| Forecasting cryptocurrencies under model and parameter instability L Catania, S Grassi, F Ravazzolo International Journal of Forecasting 35 (2), 485-501, 2019 | 144 | 2019 |
| The model confidence set package for R M Bernardi, L Catania International Journal of Computational Economics and Econometrics 8 (2), 144-158, 2018 | 134 | 2018 |
| Predicting the volatility of cryptocurrency time-series L Catania, S Grassi, F Ravazzolo Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 106 | 2018 |
| Modelling crypto-currencies financial time-series L Catania, S Grassi Available at SSRN 3028486, 2017 | 90 | 2017 |
| Generalized autoregressive score models in R: The GAS package D Ardia, K Boudt, L Catania arXiv preprint arXiv:1609.02354, 2016 | 79 | 2016 |
| Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances L Catania, AG Billé Journal of Applied Econometrics 32 (6), 1178-1196, 2017 | 69 | 2017 |
| Switching generalized autoregressive score copula models with application to systemic risk M Bernardi, L Catania Journal of Applied Econometrics 34 (1), 43-65, 2019 | 66 | 2019 |
| Comparison of Value-at-Risk models using the MCS approach M Bernardi, L Catania Computational Statistics 31 (2), 579-608, 2016 | 53 | 2016 |
| Forecasting cryptocurrency volatility L Catania, S Grassi International Journal of Forecasting 38 (3), 878-894, 2022 | 51 | 2022 |
| Bitcoin at high frequency L Catania, M Sandholdt Journal of Risk and Financial Management 12 (1), 36, 2019 | 37 | 2019 |
| Dynamic model averaging for practitioners in economics and finance: The eDMA package L Catania, N Nonejad arXiv preprint arXiv:1606.05656, 2016 | 34 | 2016 |
| Portfolio optimisation under flexible dynamic dependence modelling M Bernardi, L Catania Journal of Empirical Finance 48, 1-18, 2018 | 33 | 2018 |
| Forecasting cryptocurrencies financial time series L Catania, S Grassi, F Ravazzolo BI Norwegian Business School, Centre for Applied Macro-and Petroleum Economics, 2018 | 30 | 2018 |
| Dynamic adaptive mixture models with an application to volatility and risk L Catania Journal of Financial Econometrics 19 (4), 531-564, 2021 | 29 | 2021 |
| MCS: Model confidence set procedure L Catania, M Bernardi Computer software manual]. https://CRAN. R-project. org/package= MCS, 2017 | 29 | 2017 |
| Managing volumetric risk of long-term power purchase agreements B Tranberg, RT Hansen, L Catania Energy Economics 85, 104567, 2020 | 26 | 2020 |
| Downside risk evaluation with the R package GAS D Ardia, K Boudt, L Catania R journal 10 (2), 410-421, 2018 | 20 | 2018 |
| Forecasting volatility with time-varying leverage and volatility of volatility effects L Catania, T Proietti International Journal of Forecasting 36 (4), 1301-1317, 2020 | 19 | 2020 |
