Vincenzo Candila

Researcher of Economic Statistics

Department of Economics and Statistics (DISES)

University of Salerno - Italy

vcandila at unisa.it

Research interests

  • Time series econometrics

  • MIxing-Data Sampling (MIDAS) methods

  • Statistics in sports

Useful links

Personal page on DISES

Google Scholar


R packages

  • rumidas (estimation of GARCH-MIDAS, Double Asymmetric GARCH-MIDAS, and MEM-MIDAS models)

  • dccmidas (estimation of DCC, DCC-MIDAS, and DECO models)

  • welo (Weighted and standard Elo rates for tennis)