Pubblicazioni

Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model

2020 - Nonparametric Statistics
Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero

Energy and non–energy Commodities: Spillover Effects on African Stock Markets

2020 - JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS
Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Maria Gallo, Giampiero

On the influence of US monetary policy on crude oil price volatility

2017 - EMPIRICAL ECONOMICS
Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio

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