The following pages link to Leopoldo Catania (Q115385):
Displaying 26 items.
- GAS (Q29579) (← links)
- highfrequency (Q36888) (← links)
- sentometrics (Q45073) (← links)
- (Q91974) (redirect page) (← links)
- Analyzing Intraday Financial Data in R: The highfrequency Package (Q91979) (← links)
- Analyzing intraday financial data in R: The highfrequency package (Q91980) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Robust interactive fixed effects (Q96671) (← links)
- Generalized Autoregressive Score Models in R: The GAS Package (Q115388) (← links)
- The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment (Q122596) (← links)
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Robust explicit estimators of Weibull parameters (Q626418) (← links)
- The Gaussian rank correlation estimator: robustness properties (Q746226) (← links)
- Block rearranging elements within matrix columns to minimize the variability of the row sums (Q1743640) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Interpretability of composite indicators based on principal components (Q2095785) (← links)
- Estimation and decomposition of food price inflation risk (Q2152190) (← links)
- The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization (Q2174914) (← links)
- Nearest comoment estimation with unobserved factors (Q2190230) (← links)
- The impact of a sustainability constraint on the mean-tracking error efficient frontier (Q2439797) (← links)
- Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
- Jump robust two time scale covariance estimation and realized volatility budgets (Q4683042) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Multivariate GARCH models for large-scale applications: A survey (Q5116815) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
