Publications

Vincenzo CANDILA Publications


2023
Articolo in rivista
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
ANNALS OF OPERATIONS RESEARCH. Pag.1-34
ISSN:0254-5330.
Candila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea
Versione online
Digital Object Identifier (DOI): 10.1007/s10479-023-05370-x
Codice identificativo ISI: WOS:000989804500002
Codice identificativo SCOPUS: 2-s2.0-85159676159
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2023
Articolo in rivista
welo: An R package for Weighted and standard Elo rates
STATISTICA APPLICATA. Pag.1-18
ISSN:2038-5587.
Candila, Vincenzo
Versione online
Digital Object Identifier (DOI): 10.26398/IJAS.0035-005
Codice identificativo SCOPUS: 2-s2.0-85163589649
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2023
Articolo in rivista
The Impact of ESG Scores on Risk Market Performance
SUSTAINABILITY. Vol. 15. Pag.1-16
ISSN:2071-1050.
Aldieri, Luigi; Amendola, Alessandra; Candila, Vincenzo
Versione online
Digital Object Identifier (DOI): 10.3390/su15097183
Codice identificativo ISI: WOS:000987025000001
Codice identificativo SCOPUS: 2-s2.0-85159260497
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