CANDILA, VINCENZO
CANDILA, VINCENZO
Dipartimento di Scienze Economiche e Statistiche/DISES
A Model Confidence Set approach to the combination of multivariate volatility forecasts
2020-01-01 Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela
A new model for predicting the winner in tennis based on the eigenvector centrality
2022-01-01 Arcagni, Alberto; Candila, Vincenzo; Rosanna, Grassi
Adaptive combinations of tail-risk forecasts
2023-01-01 Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework
2020-01-01 Candila, Vincenzo; Petrella, Lea
Analisi di alcune variabili critiche
2012-01-01 Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe
Analisi di scenario
2012-01-01 Candila, Vincenzo; Coppola, Gianluigi; Quattrocchi, Biagio
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
2020-01-01 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
2021-01-01 Amendola, A.; Candila, V.; Gallo, G. M.
Combining Multivariate Volatility Models
2018-01-01 Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe
Comparing multivariate volatility forecasts by direct and indirect approaches
2017-01-01 Candila, Vincenzo; Amendola, Alessandra
Comparison of the forecasting performances of multivariate volatility models
2013-01-01 Candila, Vincenzo
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components
2021-01-01 Candila, Vincenzo; Petrella, Lea
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy
2020-01-01 Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe
Do Agriculture Commodities Spill over onto Latin Stock Markets?
2020-01-01 Naka, Atsuyuki; Oral, Ece; Candila, V.; Farace, S.; Willey, Thomas; Robideaux, Douglas; Lee, Sung-Kyu; Jang, Won-Jung; Lee, Sung-Taek; Kim, Jong-Bae; Gim, Gwang-Yong; Omonijo, ; Dare, Ojo; Anyaegbunam, Michael C.; Joe-Akunne, ; Ikenna, Godwin; Obiorah, ; Chidozie, Beneth; Nwangwu, ; Nneka, Ifedichinma; Silvestre, Emmanuel; Toro, Fernando; Sanin, Alejandro; Karsh, Sharif M. Abu; Janom, Norjansalika; Zakaria, Mohd Shanudin; Arshad, Noor Habibah; Salleh, Siti Salwa; Aris, Syaripah Ruzaini Syed; Hasan, Mohamad K.; Akanni, Akinwunmi; Adeboye, Bukola; Ajala, Rosemary
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation
2014-01-01 Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio
Double Asymmetric GARCH-MIDAS model - new insights and results
2020-01-01 Amendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M.
Doubly multiplicative error models with long- and short-run components
2024-01-01 Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo Giampiero, Maria
Energy and non–energy Commodities: Spillover Effects on African Stock Markets
2020-01-01 Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Gallo, Giampiero M.
Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure
2018-01-01 Candila, Vincenzo; Scognamillo, Antonio
Evaluation of volatility forecasts in a VaR framework
2014-01-01 Amendola, Alessandra; Candila, Vincenzo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Model Confidence Set approach to the combination of multivariate volatility forecasts | 1-gen-2020 | Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela | |
| A new model for predicting the winner in tennis based on the eigenvector centrality | 1-gen-2022 | Arcagni, Alberto; Candila, Vincenzo; Rosanna, Grassi | |
| Adaptive combinations of tail-risk forecasts | 1-gen-2023 | Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe | |
| Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework | 1-gen-2020 | Candila, Vincenzo; Petrella, Lea | |
| Analisi di alcune variabili critiche | 1-gen-2012 | Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
| Analisi di scenario | 1-gen-2012 | Candila, Vincenzo; Coppola, Gianluigi; Quattrocchi, Biagio | |
| Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model | 1-gen-2020 | Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero | |
| Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model | 1-gen-2021 | Amendola, A.; Candila, V.; Gallo, G. M. | |
| Combining Multivariate Volatility Models | 1-gen-2018 | Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe | |
| Comparing multivariate volatility forecasts by direct and indirect approaches | 1-gen-2017 | Candila, Vincenzo; Amendola, Alessandra | |
| Comparison of the forecasting performances of multivariate volatility models | 1-gen-2013 | Candila, Vincenzo | |
| Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components | 1-gen-2021 | Candila, Vincenzo; Petrella, Lea | |
| Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy | 1-gen-2020 | Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
| Do Agriculture Commodities Spill over onto Latin Stock Markets? | 1-gen-2020 | Naka, Atsuyuki; Oral, Ece; Candila, V.; Farace, S.; Willey, Thomas; Robideaux, Douglas; Lee, Sung-Kyu; Jang, Won-Jung; Lee, Sung-Taek; Kim, Jong-Bae; Gim, Gwang-Yong; Omonijo, ; Dare, Ojo; Anyaegbunam, Michael C.; Joe-Akunne, ; Ikenna, Godwin; Obiorah, ; Chidozie, Beneth; Nwangwu, ; Nneka, Ifedichinma; Silvestre, Emmanuel; Toro, Fernando; Sanin, Alejandro; Karsh, Sharif M. Abu; Janom, Norjansalika; Zakaria, Mohd Shanudin; Arshad, Noor Habibah; Salleh, Siti Salwa; Aris, Syaripah Ruzaini Syed; Hasan, Mohamad K.; Akanni, Akinwunmi; Adeboye, Bukola; Ajala, Rosemary | |
| Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation | 1-gen-2014 | Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio | |
| Double Asymmetric GARCH-MIDAS model - new insights and results | 1-gen-2020 | Amendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M. | |
| Doubly multiplicative error models with long- and short-run components | 1-gen-2024 | Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo Giampiero, Maria | |
| Energy and non–energy Commodities: Spillover Effects on African Stock Markets | 1-gen-2020 | Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Gallo, Giampiero M. | |
| Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure | 1-gen-2018 | Candila, Vincenzo; Scognamillo, Antonio | |
| Evaluation of volatility forecasts in a VaR framework | 1-gen-2014 | Amendola, Alessandra; Candila, Vincenzo |