Leopoldo Catania

1.4k total citations
41 papers, 811 citations indexed

About

Leopoldo Catania is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Leopoldo Catania has authored 41 papers receiving a total of 811 indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Finance, 21 papers in Economics and Econometrics and 13 papers in Statistics and Probability. Recurrent topics in Leopoldo Catania's work include Financial Risk and Volatility Modeling (37 papers), Market Dynamics and Volatility (15 papers) and Statistical Methods and Inference (12 papers). Leopoldo Catania is often cited by papers focused on Financial Risk and Volatility Modeling (37 papers), Market Dynamics and Volatility (15 papers) and Statistical Methods and Inference (12 papers). Leopoldo Catania collaborates with scholars based in Denmark, Italy and Netherlands. Leopoldo Catania's co-authors include Mauro Bernardi, Stefano Grassi, Kris Boudt, David Ardia, Keven Bluteau, Francesco Ravazzolo, Nima Nonejad, Tommaso Proietti, Bo Tranberg and Alessandra Luati and has published in prestigious journals such as Journal of Econometrics, Energy Economics and Journal of Statistical Software.

In The Last Decade

Leopoldo Catania

40 papers receiving 787 citations

Peers

Leopoldo Catania

FINAN

GEEF

MSOR

Nikola Gradojević Canada

Bruce Mizrach United States

Ahmed BenSaïda Tunisia

Fabio Spagnolo United Kingdom

Jianmin He China

Daniel Felix Ahelegbey Italy

Heni Boubaker France

Jouchi Nakajima Japan

Rogier Quaedvlieg Netherlands

Sassan Alizadeh United States

Nikola Gradojević Canada

Leopoldo Catania

645 ×1.0

447 ×1.0

FINAN

115 ×0.7

143 ×0.9

GEEF

299 ×1.9

MSOR

Citations per year, relative to Leopoldo Catania Leopoldo Catania (= 1×) peers Nikola Gradojević

Countries citing papers authored by Leopoldo Catania

Since Specialization

Citations

This map shows the geographic impact of Leopoldo Catania's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Leopoldo Catania with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Leopoldo Catania more than expected).

Fields of papers citing papers by Leopoldo Catania

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Leopoldo Catania. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Leopoldo Catania. The network helps show where Leopoldo Catania may publish in the future.

Co-authorship network of co-authors of Leopoldo Catania

This figure shows the co-authorship network connecting the top 25 collaborators of Leopoldo Catania. A scholar is included among the top collaborators of Leopoldo Catania based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Leopoldo Catania. Leopoldo Catania is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Belotti, Federico, et al.. (2023). Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings. Econometric Reviews. 42(3). 281–306. 3 indexed citations

Catania, Leopoldo & Alessandra Luati. (2022). Semiparametric modeling of multiple quantiles. Journal of Econometrics. 237(2). 105365–105365. 5 indexed citations

Catania, Leopoldo & Alessandra Luati. (2021). Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall. Econometrics and Statistics. 33. 23–34. 2 indexed citations

Catania, Leopoldo, et al.. (2020). Dynamic Discrete Mixtures for High-Frequency Prices. Journal of Business and Economic Statistics. 40(2). 559–577. 10 indexed citations

Catania, Leopoldo, et al.. (2020). Dynamic Multiple Quantile Models. SSRN Electronic Journal. 1 indexed citations

Catania, Leopoldo & Tommaso Proietti. (2020). Forecasting volatility with time-varying leverage and volatility of volatility effects. International Journal of Forecasting. 36(4). 1301–1317. 18 indexed citations

Catania, Leopoldo & Tommaso Proietti. (2019). Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects. SSRN Electronic Journal. 1 indexed citations

Ardia, David, et al.. (2019). Markov-Switching GARCH Models in R: The MSGARCH Package. Journal of Statistical Software. 91(4). 60 indexed citations

Catania, Leopoldo & Nima Nonejad. (2019). Density forecasts and the leverage effect: Evidence from Observation and parameter-Driven volatility models. European Journal of Finance. 26(2-3). 100–118. 3 indexed citations

10.

Catania, Leopoldo. (2019). Dynamic Adaptive Mixture Models with an Application to Volatility and Risk. Journal of Financial Econometrics. 19(4). 531–564. 13 indexed citations

11.

Catania, Leopoldo, et al.. (2019). Bitcoin at High Frequency. Journal of risk and financial management. 12(1). 36–36. 20 indexed citations

12.

Catania, Leopoldo & Alessandra Luati. (2019). Semiparametric Modeling of Multiple Quantiles. SSRN Electronic Journal. 2 indexed citations

13.

Catania, Leopoldo & Nima Nonejad. (2018). Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package. Journal of Statistical Software. 84(11). 18 indexed citations

14.

Bernardi, Mauro & Leopoldo Catania. (2018). The model confidence set package for R. International Journal of Computational Economics and Econometrics. 8(2). 144–144. 53 indexed citations

15.

Bernardi, Mauro & Leopoldo Catania. (2018). Switching generalized autoregressive score copula models with application to systemic risk. Journal of Applied Econometrics. 34(1). 43–65. 41 indexed citations

16.

Ardia, David, Keven Bluteau, Kris Boudt, & Leopoldo Catania. (2018). Forecasting risk with Markov-switching GARCH models:A large-scale performance study. International Journal of Forecasting. 34(4). 733–747. 101 indexed citations

17.

Catania, Leopoldo, Stefano Grassi, & Francesco Ravazzolo. (2018). Forecasting cryptocurrencies under model and parameter instability. International Journal of Forecasting. 35(2). 485–501. 101 indexed citations

18.

Catania, Leopoldo, et al.. (2017). Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series. SSRN Electronic Journal. 1 indexed citations

19.

Bernardi, Mauro & Leopoldo Catania. (2016). Comparison of Value-at-Risk models using the MCS approach. Computational Statistics. 31(2). 579–608. 43 indexed citations

20.

Bernardi, Mauro & Leopoldo Catania. (2015). The Model Confidence Set Package for R. SSRN Electronic Journal. 24 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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