Leopoldo Catania

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Raftery, Kárn`y, and Ettler (2010) introduce an estimation technique called Dynamic Model Averaging (DMA). In their application, DMA is used to the problem of predicting the output strip thickness for a cold rolling mill, where the output is measured with a time delay. Recently, DMA has also shown to be very useful in macroeconomic and financial(More)
Signals coming from multivariate higher order conditional moments as well as the information contained in exogenous covariates, can be effectively exploited by rational investors to allocate their wealth among different risky investment opportunities. This paper proposes a new flexible dynamic copula model being able to explain and forecast the time–varying(More)
  • 1