Vincenzo Candila - Publications, H-index & Citations

Vincenzo Candila

University of Salerno

11H指数

50论文数

422被引数

收录论文 7

发表时间

Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting 混合频率分位数回归森林用于风险价值预测

Energy Economics

IF14.2

2025-07-14

PREAI

Vincenzo Candila; Lea Petrella; Mila Andreani

Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall

ANNALS OF OPERATIONS RESEARCH

IF4.5

2023-05-17

OAAI

Candila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea

The Impact of ESG Scores on Risk Market Performance

SUSTAINABILITY

IF3.3

2023-04-25

OAAI

Aldieri, Luigi; Amendola, Alessandra; Candila, Vincenzo

A new model for predicting the winner in tennis based on the eigenvector centrality

ANNALS OF OPERATIONS RESEARCH

IF4.5

2022-03-07

OAAI

Arcagni, Alberto; Candila, Vincenzo; Grassi, Rosanna

Weighted Elo rating for tennis match predictions *

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2022-02-01

OAAI

Angelini, Giovanni; Candila, Vincenzo; De Angelis, Luca

A Model Confidence Set approach to the combination of multivariate volatility forecasts

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2020-07-01

PREAI

Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe

On the asymmetric impact of macro-variables on volatility

ECONOMIC MODELLING

IF4.7

2019-01-01

PREAI

Amendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M.

研究方向