Quick info
Leopoldo Catania has worked on 4 packages so far. In total, Leopoldo Catania has worked with 8 other authors on those packages. A true team player!
Packages overview
Package details
| DMQ | Dynamic Multiple Quantile (DMQ) Model Leopoldo Catania , Alessandra Luati |
| GAS | Generalized Autoregressive Score Models Leopoldo Catania , David Ardia , Kris Boudt |
| MSGARCH | Markov-Switching GARCH Models David Ardia , Keven Bluteau , Kris Boudt , Leopoldo Catania , Alexios Ghalanos , Brian Peterson , Denis-Alexandre Trottier |
| eDMA | Dynamic Model Averaging with Grid Search Leopoldo Catania , Nima Nonejad |