Research publications of the members of the Department - SECS-S/03

Scientific Disciplinary Sector: Economic statistics
(Pubblication from the year 2020)

 

Candila Vincenzo, Amendola Alessandra, Braione Manuela, Storti Giuseppe
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
A Model Confidence Set approach to the combination of multivariate volatility forecasts / Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe. - In: INTERNATIONAL JOURNAL OF FORECASTING. - ISSN 0169-2070. - 36:3(2020), pp. 873-891.
Publisher: Elsevier
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1363122?mode=full.3357#.X7P92WhKiUk
Year: 2020

 

Candila Vincenzo, Petrella, Lea
SECS-S/03; SECS-S/01: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework / Candila, Vincenzo; Petrella, Lea. - (2020), pp. 910-915. ((Intervento presentato al convegno SIS 2020: 50th Scientific meeting of the Italian Statistical Society tenutosi a PISA.
Publisher: Pearson
Typology: 04 Pubblicazione in atti di convegno:04b Atto di convegno in volume
IRIS CARD: https://iris.uniroma1.it/handle/11573/1448487?mode=full.3362#.X7P9vmhKiUk
Year: 2020

 

Candila Vincenzo, Amendola Alessandra, Maria Gallo Giampiero
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Double Asymmetric GARCH-MIDAS model: new insights and results / Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero. - (2020), pp. 927-932. ((Intervento presentato al convegno SIS 2020: 50th Scientific meeting of the Italian Statistical Society tenutosi a PISA.
Publisher: Pearson
Typology: 04 Pubblicazione in atti di convegno:04b Atto di convegno in volume
IRIS CARD: https://iris.uniroma1.it/handle/11573/1448365?mode=full.3362#record
Year: 2020

 

Candila Vincenzo, Amendola Alessandra, Sensini Luca, Storti Giuseppe
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy / Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe. - In: ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS. - ISSN 1792-7544. - 4:10(2020), pp. 185-202.
Publisher: Scientifi Press
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1443195?mode=full.3357#.X7P4amhKiUk
Year: 2020

 

Candila Vincenzo, Amendola Alessandra, Sensini Luca, Storti Giuseppe
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms / Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe. - In: INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE. - ISSN 2219-1933. - 6:11(2020), pp. 32-42.
Publisher: ijbssnet.com |
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1443205?mode=full.3357#record
Year: 2020

 

Candila Vincenzo, Palazzo Lucio
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Neural Networks and Betting Strategies for Tennis / Candila, Vincenzo; Palazzo, Lucio. - In: RISKS. - ISSN 2227-9091. - 68:8(2020), pp. 1-19.
Publisher: MDPI
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: http://hdl.handle.net/11573/1443209
Year: 2020

 

Candila Vincenzo, Amendola Alessandra, Maria Gallo Giampiero
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model / Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero. - (2020).
Book title: Nonparametric Statistics
Publisher: Springer
Typology: 02 Pubblicazione su volume:02a Capitolo o Articolo
IRIS CARD: https://iris.uniroma1.it/handle/11573/1443241?mode=full.3376#.X7POFWhKiUk
Year: 2020

 

Candila Vincenzo, Amendola Alessandra, Boccia Marinella, Maria Gallo Giampiero
SECS-S/03: (Scientific Disciplinary Sectors related to the authors who are part of the Department):
Energy and non–energy Commodities: Spillover Effects on African Stock Markets / Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Maria Gallo, Giampiero. - In: JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS. - ISSN 2241-0376. - 9:4(2020), pp. 91-115.
Publisher: Scientific Press
Typology: 01 Pubblicazione su rivista:01a Articolo in rivista
IRIS CARD: https://iris.uniroma1.it/handle/11573/1443247?mode=full.3357#.X7PN9mhKiUk
Year: 2020

 

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