Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package. - Leopoldo Catania; Nima Nonejad (CoRR, 2016)

Comparison of Value-at-Risk models using the MCS approach. - Mauro Bernardi; Leopoldo Catania (Comput. Stat., 2016)

Downside Risk Evaluation with the R Package GAS. - David Ardia; Kris Boudt; Leopoldo Catania (R J., 2018)