Selected publications

Amendola A., Candila V. , Cipollini F. and G. M. Gallo (2024), Doubly multiplicative error models with long- and short-run components, Socio-Economic Planning Sciences 91.

Candila V., Gallo G. M. and L. Petrella (2023), Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall, Annals of Operations Research.

Arcagni A., Candila V. and R. Grassi (2023), A new model for predicting the winner in tennis based on the eigenvector centrality, Annals of Operations Research 325.

Angelini G., Candila V. and L. De Angelis (2022), Weighted ELO rating for tennis match predictions, European Journal of Operational Research 297(1). 

Candila V. (2021), Multivariate Analysis of Cryptocurrencies, Econometrics 9(3).

Amendola A., Candila V. and G. M. Gallo (2021), Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model, Econometrics and Statistics 20.

Amendola A., Braione M., Candila V. and G. Storti (2020), A Model Confidence Set approach to the combination of multivariate volatility forecasts, International Journal of Forecasting 36(3).