Arcagni, A., Candila, V. and R. Grassi (2022), A new model for predicting the winner in tennis based on the eigenvector centrality, Annals of Operations Research, forthcoming.
Andreani, M., Candila, V., Morelli, G. and L. Petrella (2021), Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach, Risks 9(8).
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).
Candila V., Gallo G. M. and L. Petrella (2021), Using mixed-frequency and realized measures in quantile regression.
Amendola A., Candila V., Cipollini F. and G. M. Gallo (2021), Doubly Multiplicative Error Models with Long- and Short-run Components.