AMENDOLA, ALESSANDRA
AMENDOLA, ALESSANDRA
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
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy
2020 Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe
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
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
On the asymmetric impact of macro–variables on volatility
2019 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
On the influence of US monetary policy on crude oil price volatility
2017 Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS
2021 Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo, Giampiero M.
The use of loss functions in assessing the VaR measures
2014 Amendola, Alessandra; Candila, Vincenzo