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Vincenzo Candila
Vincenzo Candila
MEMOTEF Department, Sapienza University of Rome, Italy
Email verificata su uniroma1.it
Titolo
Citata da
Citata da
Anno
On the asymmetric impact of macro–variables on volatility
A Amendola, V Candila, GM Gallo
Economic Modelling 76, 135-152, 2019
272019
On the influence of US monetary policy on crude oil price volatility
A Amendola, V Candila, A Scognamillo
Empirical Economics 52 (1), 155-178, 2017
212017
Evaluation of volatility predictions in a VaR framework
A Amendola, V Candila
Quantitative Finance 16 (5), 695-709, 2016
152016
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
V Candila, D Maximov, A Mikhaylov, N Moiseev, T Senjyu, N Tryndina
Energies 14 (23), 8046, 2021
132021
Corporate governance, investment, profitability and insolvency risk: Evidence from Italy
A Amendola, V Candila, L Sensini, G Storti
Advances in Management and Applied Economics 10 (4), 185-202, 2020
132020
A model confidence set approach to the combination of multivariate volatility forecasts
A Amendola, M Braione, V Candila, G Storti
International Journal of Forecasting 36 (3), 873-891, 2020
112020
Neural networks and betting strategies for tennis
V Candila, L Palazzo
Risks 8 (3), 68, 2020
102020
Comparing multivariate volatility forecasts by direct and indirect approaches
A Amendola, V Candila
Journal of Risk 19 (6), 2017
102017
Governance, innovation, profitability, and credit risk: Evidence from Italian manufacturing firms
A Amendola, V Candila, G Storti, L Sensini
International Journal of Business and Social Science 11 (6), 32-42, 2020
82020
Weighted Elo rating for tennis match predictions
G Angelini, V Candila, L De Angelis
European Journal of Operational Research 297 (1), 120-132, 2022
72022
On the volatility spillover between agricultural commodities and Latin American stock markets
V Candila, S Farace
Risks 6 (4), 116, 2018
72018
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
A Amendola, V Candila, GM Gallo
Econometrics and Statistics 20, 12-28, 2021
62021
Investigating the relationship between oil and currency exchange rates of oil-exporting countries
N Tryndina, N Moiseev, A Mikhaylov, T Senjyu, D Maximov, V Candila
Energies 15, 2853, 2021
62021
Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure.
V Candila, A Scognamillo
International Journal of Sport Finance 13 (3), 2018
52018
Multivariate analysis of cryptocurrencies
V Candila
Econometrics 9 (3), 28, 2021
32021
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
M Andreani, V Candila, G Morelli, L Petrella
Risks 9 (8), 144, 2021
12021
Doubly Multiplicative Error Models with Long–and Short–run Components
A Amendola, V Candila, F Cipollini, GM Gallo
Available at SSRN 3618157, 2020
12020
Energy and non–energy Commodities: Spillover Effects on African Stock Markets
A Amendola, M Boccia, V Candila, GM Gallo
Journal of Statistical and Econometric Methods 9 (4), 91-115, 2020
12020
On the Longshot Bias in Tennis Betting Markets: The Casco Normalization
V Candila, A Scognamillo
Working Paper, Università Degli Studi di Salerno, March, 2017
12017
A comparison of the forecasting performances of multivariate volatility models
V Candila
Working Papers; 3.228, 2013
12013
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Articoli 1–20