Ritratto di vincenzo.candila@uniroma1.it

Giovedì, dalle ore 14.00 alle ore 16.00

Insegnamento Codice Anno Corso - Frequentare
MODELS FOR RISK AND FORECASTING 10592804 2021/2022 Finanza e assicurazioni - Finance and insurance
STATISTICA ECONOMICA 98457 2020/2021 Scienze economiche
MODELS FOR RISK AND FORECASTING 10592804 2020/2021 Finanza e assicurazioni - Finance and insurance
ANALISI DELLE SERIE STORICHE 1016857 2019/2020 Finanza e assicurazioni
STATISTICA ECONOMICA 98457 2018/2019 Scienze economiche
ANALISI DELLE SERIE STORICHE 1016857 2016/2017 Finanza e assicurazioni
Titolo Rivista Anno
Weighted Elo rating for tennis match predictions EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2021
Multivariate Analysis of Cryptocurrencies ECONOMETRICS 2021
Hypotheses testing in mixed–frequency volatility models: a bootstrap approach 2021
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach RISKS 2021
A Model Confidence Set approach to the combination of multivariate volatility forecasts INTERNATIONAL JOURNAL OF FORECASTING 2020
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS 2020
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE 2020
Neural Networks and Betting Strategies for Tennis RISKS 2020
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model 2020
Energy and non–energy Commodities: Spillover Effects on African Stock Markets JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS 2020
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework 2020
Double Asymmetric GARCH-MIDAS model: new insights and results 2020
Using mixed-frequency and realized measures in quantile regression 2020
Do Agriculture Commodities Spill over onto Latin Stock Markets? 2020
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model ECONOMETRICS AND STATISTICS 2020
On the asymmetric impact of macro–variables on volatility ECONOMIC MODELLING 2019
Weighted ELO rating predictions in tennis 2019
Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure INTERNATIONAL JOURNAL OF SPORT FINANCE 2018
On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets RISKS 2018
Combining Multivariate Volatility Models 2018
Dipartimento
METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO, LA FINANZA
SSD

SECS-S/03