Sfoglia per Autore
A Model Confidence Set approach to the combination of multivariate volatility forecasts
2020-01-01 Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
2020-01-01 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Neural networks and betting strategies for tennis
2020-01-01 Candila, Vincenzo; Palazzo, Lucio
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS
2021-01-01 Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo, Giampiero M.
Hypotheses testing in mixed–frequency volatility models: a bootstrap approach
2021-01-01 Candila, Vincenzo; Petrella, Lea
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components
2021-01-01 Candila, Vincenzo; Petrella, Lea
Multivariate analysis of cryptocurrencies
2021-01-01 Candila, V.
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
2021-01-01 Amendola, A.; Candila, V.; Gallo, G. M.
On the relationship between oil and exchange rates of oil-exporting and oil-importing countries: From the great recession period to the covid-19 era
2021-01-01 Candila, V.; Maximov, D.; Mikhaylov, A.; Moiseev, N.; Senjyu, T.; Tryndina, N.
Multivariate analysis of energy commodities during the covid-19 pandemic: Evidence from a mixed-frequency approach
2021-01-01 Andreani, M.; Candila, V.; Morelli, Giacomo; Petrella, L.
Weighted Elo rating for tennis match predictions
2022-01-01 Angelini, Giovanni; Candila, V.; De Angelis, Luca
A new model for predicting the winner in tennis based on the eigenvector centrality
2022-01-01 Arcagni, Alberto; Candila, Vincenzo; Rosanna, Grassi
Strong eras in male professional tennis
2023-01-01 Breznik, Kristijan; Candila, Vincenzo; Milekhina, Antonina; Restaino, Marialuisa
welo: An R package for Weighted and standard Elo rates
2023-01-01 Candila, Vincenzo
The Impact of ESG Scores on Risk Market Performance
2023-01-01 Aldieri, Luigi; Amendola, Alessandra; Candila, Vincenzo
Adaptive combinations of tail-risk forecasts
2023-01-01 Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
2023-01-01 Candila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea
Doubly multiplicative error models with long- and short-run components
2024-01-01 Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo Giampiero, Maria
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach
2024-01-01 Alam, Md Samsul; Amendola, Alessandra; Candila, Vincenzo; Jabarabadi, Shahram Dehghan
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