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~person:"Candila, Vincenzo"
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Search: subject:"GARCH-MIDAS"
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Candila, Vincenzo
Conrad, Christian
17
Gupta, Rangan
16
Salisu, Afees A.
16
Ma, Feng
8
Yin, Libo
8
Wang, Lu
7
Bouri, Elie
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Loch, Karin
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Ogbonna, Ahamuefula Ephraim
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Liang, Chao
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Rittler, Daniel
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Awartani, Basel
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Fang, Tong
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Javed, Farrukh
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Amendola, Alessandra
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Benkraiem, Ramzi
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Kleen, Onno
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Lu, Xinjie
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Raza, Syed Ali
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Virk, Nader Shahzad
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Wei, Yu
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Multivariate analysis of cryptocurrencies
Candila, Vincenzo
- In:
Econometrics : open access journal
9
(
2021
)
3
,
pp. 1-17
Correlation (DCC) model. In particular, we introduced the Double Asymmetric
GARCH–MIDAS
model in the DCC framework. …
Persistent link: https://www.econbiz.de/10012594128
Saved in:
2
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
3
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation
Amendola, Alessandra
;
Candila, Vincenzo
;
Scognamillo, …
-
Dipartimento di Scienze per l'Economia e l'Impresa, …
-
2014
generalized autoregressive conditional heteroskedasticity-mixed data sampling (
GARCH-MIDAS
) model, the Effective Federal Fund Rate …
Persistent link: https://www.econbiz.de/10010929171
Saved in:
4
On the influence of US monetary policy on crude oil price volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Scognamillo, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011631589
Saved in:
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