CANDILA, VINCENZO

CANDILA, VINCENZO  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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Risultati 1 - 20 di 32 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) File
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.
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
Evaluation of volatility predictions in a VaR framework 1-gen-2015 Amendola, Alessandra; Candila, Vincenzo
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 1-gen-2020 Amendola, Alessandra; Storti, Giuseppe; Sensini, Luca; Candila, Vincenzo
Hypotheses testing in mixed–frequency volatility models: a bootstrap approach 1-gen-2021 Candila, Vincenzo; Petrella, Lea
I redditi dichiarati a Firenze. Uno studio basato sulle dichiarazioni dei redditi delle persone fisiche 1-gen-2011 M., Sifone; Candila, Vincenzo; C., Leandri; E., Pace