Vincenzo Candila | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
A new model for predicting the winner in tennis based on the eigenvector centrality	ANNALS OF OPERATIONS RESEARCH	2022
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	Book of Short Papers SIS 2021	2021
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach	RISKS	2021
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS	Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020	2021
Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components	Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020	2021
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	ENERGIES	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	Nonparametric Statistics	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	Book of short Papers SIS 2020	2020
Double Asymmetric GARCH-MIDAS model: new insights and results	Book of short Papers SIS 2020	2020
Using mixed-frequency and realized measures in quantile regression		2020
Do Agriculture Commodities Spill over onto Latin Stock Markets?	Insights into Economics and Management vol. 3	2020
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model	ECONOMETRICS AND STATISTICS	2020

Interessi di ricerca

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

Keywords

nonlinear time series

multivariate time series analysis

econometric analysis