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isPartOf:"Journal of applied econometrics"
subject:"United States"
~isPartOf:"International journal of forecasting"
~person:"Catania, Leopoldo"
~subject:"Zeitreihenanalyse"
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Catania, Leopoldo
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Journal of applied econometrics
International journal of forecasting
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Journal of econometrics
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ECONIS (ZBW)
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Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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