Vincenzo Candila

Pubblicazioni

Titolo Pubblicato in Anno
On the asymmetric impact of macro–variables on volatility ECONOMIC MODELLING 2019
Weighted ELO rating predictions in tennis Book of abstracts of the CFE-CMStatistics 2019 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 Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2018 2018
On the influence of US monetary policy on crude oil price volatility EMPIRICAL ECONOMICS 2017
Comparing multivariate volatility forecasts by direct and indirect approaches THE JOURNAL OF RISK 2017
Evaluation of volatility predictions in a VaR framework QUANTITATIVE FINANCE 2016
Probability forecasts in the market of tennis betting: the CaSco normalization Proceedings of the 48th scientific meeting of the Italian Statistical Society 2016

Interessi di ricerca

Financial time series, Mixed-Data Sampling methods, Statistics in sports

Keywords

nonlinear time series
multivariate time series analysis
econometric analysis

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