Vincenzo Candila

University of Salerno

Via Giovanni Paolo II, 132

Fisciano, Salerno 84084

Italy

SCHOLARLY PAPERS

2

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12

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1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Doubly Multiplicative Error Models with Long– and Short–run Components

Number of pages: 30 Posted: 29 Jun 2020
University of Salerno, University of Salerno, Universita di Firenze, DiSIA (Dipartimento di Statistica, Informatica, Applicazioni) and Corte dei Conti - Italian Court of Audits
Downloads 12 (637,415)

Abstract:

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Financial markets, Realized volatility, Multiplicative Error Model, MIDAS, GARCH, HAR

2.

Comparing Multivariate Volatility Forecasts by Direct and Indirect Approaches

Journal of Risk, Vol. 19, No. 6, 2017
Number of pages: 26 Posted: 04 Aug 2017
Alessandra Amendola and Vincenzo Candila
University of Salerno and University of Salerno
Downloads 0 (744,706)
Citation 1
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Abstract:

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volatility evaluation, MGARCH, realized covariance, value-at-risk (VaR), forecasting