About Aarhus University
Leopoldo Catania
Associate Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2621, 5a
8210 Aarhus V
Denmark
Phone: +4587165536
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
8210 Aarhus V
Denmark
Profile
Member of Section: Econometrics and Business Analytics
Research Secretary: Solveig Nygaard Sørensen
Leopoldo’s research interests focus on Financial Econometrics and Time Series Analysis. His works concern the development and estimation of univariate and multivariate econometrics models applied to quantitative risk management, density predictions of financial returns, time-varying dependence, and volatility.
Leopoldo's CV is available here
- Published
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Accepted/In press
Semiparametric Modeling of Multiple Quantiles
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
Forecasting cryptocurrency volatility
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 116358655