VINCENZO CANDILA | 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 | |
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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 | |
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192163Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
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 | |
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