CANDILA, VINCENZO
CANDILA, VINCENZO
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
A Model Confidence Set approach to the combination of multivariate volatility forecasts
2020 Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe
A new model for predicting the winner in tennis based on the eigenvector centrality
2022 Arcagni, A.; Candila, V.; Grassi, R.
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework
2020 Candila, Vincenzo; Petrella, Lea
Analisi di alcune variabili critiche
2013 Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe
Analisi di scenario
2013 Candila, Vincenzo; Coppola, Gianluigi; Quattrocchi, Biagio
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
2020 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
2021 Amendola, Alessandra; Candila, Vincenzo; Giampiero Maria, Gallo
Combining Multivariate Volatility Models
2018 Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe
Comparing multivariate volatility forecasts by direct and indirect approaches
2017 Candila, Vincenzo; Amendola, Alessandra
Comparison of the forecasting performances of multivariate volatility models
2013 Candila, V.
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components
2021 Candila, Vincenzo; Petrella, Lea
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy
2020 Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe
Do Agriculture Commodities Spill over onto Latin Stock Markets?
2020 Candila, Vincenzo; Farace, Salvatore
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation
2014 Amendola, A.; Candila, V.; Scognamillo, A.
Double Asymmetric GARCH-MIDAS model: new insights and results
2020 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Energy and non–energy Commodities: Spillover Effects on African Stock Markets
2020 Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Maria Gallo, Giampiero
Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure
2018 Candila, Vincenzo; Scognamillo, Antonio
Evaluation of volatility forecasts in a VaR framework
2014 Amendola, Alessandra; Candila, Vincenzo
Evaluation of volatility predictions in a VaR framework
2016 Amendola, Alessandra; Candila, Vincenzo
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms
2020 Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe