ECONOMETRICS · AARHUS UNIVERSITY

Leopoldo Catania.

Associate Professor of Econometrics

I work on time-series analysis, financial econometrics, latent class models, and quantitative risk management.

I am an Associate Professor in the Department of Economics and Business Economics at Aarhus University. My research develops models and methods for understanding changing distributions, volatility, and risk.

I serve as an Associate Editor of the Journal of Financial Econometrics, the International Journal of Forecasting, and Statistical Methods & Applications (Methods Section).

CURRENT RESEARCH

Working papers

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SELECTED WORK

Publications

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RESEARCH SOFTWARE

Econometric tools in R.

MSGARCH · GAS · eDMA · MCS

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