VINCENZO CANDILA | Publications
VINCENZO CANDILA Publications
| 2024 | |
| Articolo in rivista | |
| Doubly multiplicative error models with long- and short-run components SOCIO-ECONOMIC PLANNING SCIENCES. Vol. 91. Pag.1-15 ISSN:0038-0121. | |
| Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo Giampiero, Maria | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.seps.2023.101764 Codice identificativo ISI: WOS:001134456900001 Codice identificativo SCOPUS: 2-s2.0-85179106573 | |
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| 2024 | |
| Articolo in rivista | |
| Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach ECONOMETRICS. Vol. 12. Pag.1-19 ISSN:2225-1146. | |
| Alam, Md Samsul; Amendola, Alessandra; Candila, Vincenzo; Jabarabadi, Shahram Dehghan | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/econometrics12010002 Codice identificativo SCOPUS: 2-s2.0-85188667177 | |
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| 2024 | |
| Contributo in volume (Capitolo o Saggio) | |
| Combining Value-at-Risk and Expected Shortfall measures. In AA.VV Statistical Analysis of Complex Economic Data: Recent Developments and Applications - Book of Short Papers, 2nd Italian Conference on Economic Statistics (ICES 2024) Pag.14-17 Casa Editrice Bonechi. ISBN:9788847629509 | |
| Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
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