Publications

VINCENZO CANDILA Publications


2020
Contributo in volume (Capitolo o Saggio)
Do Agriculture Commodities Spill over onto Latin Stock Markets?.
In Chun-Chien Kuo Insight into Economics and Management Pag.10-25 London Book Publisher International.
ISBN:9789390516056
Naka, Atsuyuki; Oral, Ece; Candila, V.; Farace, S.; Willey, Thomas; Robideaux, Douglas; Lee, Sung-Kyu; Jang, Won-Jung; Lee, Sung-Taek; Kim, Jong-Bae; Gim, Gwang-Yong; Omonijo, ; Dare, Ojo; Anyaegbunam, Michael C.; Joe-Akunne, ; Ikenna, Godwin; Obiorah, ; Chidozie, Beneth; Nwangwu, ; Nneka, Ifedichinma; Silvestre, Emmanuel; Toro, Fernando; Sanin, Alejandro; Karsh, Sharif M. Abu; Janom, Norjansalika; Zakaria, Mohd Shanudin; Arshad, Noor Habibah; Salleh, Siti Salwa; Aris, Syaripah Ruzaini Syed; Hasan, Mohamad K.; Akanni, Akinwunmi; Adeboye, Bukola; Ajala, Rosemary
Digital Object Identifier (DOI): 10.9734/bpi/ieam/v3
Show it in Product Database (IRIS)
2020
Contributo in volume (Capitolo o Saggio)
Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework.
In Book of short papers SIS 2020 Pag.910-915
ISBN:9788891910776
Candila, Vincenzo; Petrella, Lea
Show it in Product Database (IRIS)
2020
Contributo in volume (Capitolo o Saggio)
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model.
In La Rocca, Michele, Liseo, Brunero, Salmaso, Luigi Nonparametric Statistics Pag.25-33 Cham Springer.
ISBN:978-3-030-57305-8
ISSN:2194-1009.
Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Digital Object Identifier (DOI): https://doi.org/10.1007/978-3-030-57306-5
Codice identificativo SCOPUS: 2-s2.0-85097268943
Show it in Product Database (IRIS)