المؤلفون: Alam, M., Amendola, A., Candila, V., Jabarabadi, S. D.

مصطلحات موضوعية: structural break, GARCH-MIDAS, cryptocurrency, monetary policy

وصف الملف: application/pdf

Relation: https://repository.derby.ac.uk/item/q3zwy/is-monetary-policy-a-driver-of-cryptocurrencies-evidence-from-a-structural-break-garch-midas-approach; https://repository.derby.ac.uk/download/3889f088fb6a0ae0d7e5ddaf461a590e83159951d93acd348492866183bf6a42/794911/econometrics-12-00002-v2.pdf; https://doi.org/10.3390/econometrics12010002; Alam, M., Amendola, A., Candila, V. and Jabarabadi, S. D. 2024. Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach. Econometrics. 12 (1), pp. 1-19. https://doi.org/10.3390/econometrics12010002

الاتاحة: https://doi.org/10.3390/econometrics12010002
https://repository.derby.ac.uk/download/3889f088fb6a0ae0d7e5ddaf461a590e83159951d93acd348492866183bf6a42/794911/econometrics-12-00002-v2.pdf

المؤلفون: Amendola, A., Candila, V., Cipollini, F., Gallo, G.M.

المساهمون: New York University, Ministero dell’Istruzione, dell’Università e della Ricerca, Governo Italiano Ministero dell'Istruzione dell'Universita e della Ricerca

المصدر: Socio-Economic Planning Sciences ; volume 91, page 101764 ; ISSN 0038-0121

الاتاحة: http://dx.doi.org/10.1016/j.seps.2023.101764
https://api.elsevier.com/content/article/PII:S0038012123002768?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0038012123002768?httpAccept=text/plain

المؤلفون: Arcagni A., Candila V., Grassi R.

المساهمون: Arcagni, A., Candila, V., Grassi, R.

مصطلحات موضوعية: Eigenvector centrality, Forecasting, Network, Tennis

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000765676300001; numberofpages:18; journal:ANNALS OF OPERATIONS RESEARCH; http://hdl.handle.net/11573/1618746; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85125698437

الاتاحة: http://hdl.handle.net/11573/1618746
https://doi.org/10.1007/s10479-022-04594-7

المؤلفون: Candila V., Maximov D., Mikhaylov A., Moiseev N., Senjyu T., Tryndina N.

المساهمون: Candila, V., Maximov, D., Mikhaylov, A., Moiseev, N., Senjyu, T., Tryndina, N.

مصطلحات موضوعية: Correlation analysi, Currency exchange rate, Oil exporter, Oil price, Structural breaks

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000735037000001; volume:14; issue:23; journal:ENERGIES; http://hdl.handle.net/11573/1595371; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85120691447

الاتاحة: http://hdl.handle.net/11573/1595371
https://doi.org/10.3390/en14238046

المؤلفون: Arcagni, A, Candila, V, Grassi, R, Arcagni, Alberto, Candila, Vincenzo, Grassi, Rosanna

مصطلحات الفهرس: Eigenvector centrality, Forecasting, Network, Tenni, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, SECS-S/01 - STATISTICA, SECS-S/03 - STATISTICA ECONOMICA, info:eu-repo/semantics/article

URL: http://hdl.handle.net/10281/358194
info:eu-repo/semantics/altIdentifier/pmid/35283548
info:eu-repo/semantics/altIdentifier/wos/WOS:000765676300001
volume:325
issue:1
firstpage:615
lastpage:632
numberofpages:18
journal:ANNALS OF OPERATIONS RESEARCH

المؤلفون: Angelini Giovanni, Candila V., De Angelis Luca

المساهمون: Angelini, Giovanni, Candila, V., De Angelis, Luca

مصطلحات موضوعية: Betting strategy, Elo rating, Forecasting, Tennis

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000707652200009; volume:297; firstpage:120; lastpage:132; numberofpages:13; journal:EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; https://hdl.handle.net/11386/4782622; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85106890945; https://www.sciencedirect.com/science/article/abs/pii/S0377221721003234

الاتاحة: https://hdl.handle.net/11386/4782622
https://doi.org/10.1016/j.ejor.2021.04.011
https://www.sciencedirect.com/science/article/abs/pii/S0377221721003234

المؤلفون: Arcagni, A, Candila, V, Grassi, R, Arcagni, Alberto, Candila, Vincenzo, Grassi, Rosanna

مصطلحات الفهرس: Eigenvector centrality, Forecasting, Network, Tenni, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, SECS-S/01 - STATISTICA, SECS-S/03 - STATISTICA ECONOMICA, info:eu-repo/semantics/article

URL: http://hdl.handle.net/10281/358194
info:eu-repo/semantics/altIdentifier/pmid/35283548
info:eu-repo/semantics/altIdentifier/wos/WOS:000765676300001
journal:ANNALS OF OPERATIONS RESEARCH

المؤلفون: Naka, Atsuyuki, Oral, Ece, Candila, V., Farace, S., Willey, Thomas, Robideaux, Douglas, Lee, Sung-Kyu, Jang, Won-Jung, Lee, Sung-Taek, Kim, Jong-Bae, Gim, Gwang-Yong, Omonijo, Dare Ojo, Anyaegbunam, Michael C., Joe-Akunne, Ikenna Godwin, Obiorah, Chidozie Beneth, Nwangwu, Nneka Ifedichinma, Silvestre, Emmanuel, Toro, Fernando, Sanin, Alejandro, Karsh, Sharif M. Abu, Janom, Norjansalika, Zakaria, Mohd Shanudin, Arshad, Noor Habibah, Salleh, Siti Salwa, Aris, Syaripah Ruzaini Syed, Hasan, Mohamad K., Akanni Akinwunmi, Adeboye Bukola, Ajala Rosemary

المساهمون: Chun-Chien Kuo, Kuo, Dr. Chun-Chien, Naka, Atsuyuki, Oral, Ece, Candila, V., Farace, S., Willey, Thoma, Robideaux, Dougla, Lee, Sung-Kyu, Jang, Won-Jung, Lee, Sung-Taek, Kim, Jong-Bae, Gim, Gwang-Yong, Omonijo, Dare, Ojo, Anyaegbunam, Michael C., Joe-Akunne, Ikenna, Godwin, Obiorah, Chidozie, Beneth, Nwangwu, Nneka, Ifedichinma, Silvestre, Emmanuel, Toro, Fernando, Sanin, Alejandro, Karsh, Sharif M. Abu, Janom, Norjansalika, Zakaria, Mohd Shanudin, Arshad, Noor Habibah, Salleh, Siti Salwa, Aris, Syaripah Ruzaini Syed, Hasan, Mohamad K., Akanni, Akinwunmi, Adeboye, Bukola, Ajala, Rosemary

مصطلحات موضوعية: Agricultural commodity, volatility spillover, volatility impulse response function

Relation: info:eu-repo/semantics/altIdentifier/isbn/9789390516056; ispartofbook:Insight into Economics and Management; volume:3; firstpage:10; lastpage:25; numberofpages:16; alleditors:Kuo, Dr. Chun-Chien; http://hdl.handle.net/11386/4757763

الاتاحة: http://hdl.handle.net/11386/4757763
https://doi.org/10.9734/bpi/ieam/v3

المؤلفون: Andreani M., Candila V., Morelli Giacomo, Petrella L.

المساهمون: Andreani, M., Candila, V., Morelli, Giacomo, Petrella, L.

مصطلحات موضوعية: Conditional covariance matrix, COVID-19, Mixed-data sampling, Volatility

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000690263100001; volume:9; firstpage:1; lastpage:20; numberofpages:20; journal:RISKS; http://hdl.handle.net/11386/4782629; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85112509383

الاتاحة: http://hdl.handle.net/11386/4782629
https://doi.org/10.3390/risks9080144

المؤلفون: Amendola A., Candila V., Gallo G. M.

المساهمون: Amendola, A., Candila, V., Gallo, G. M.

مصطلحات موضوعية: Asymmetry, Forecasting, GARCH–MIDAS, Realized volatility, VIX, Volatility

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000689351000003; volume:20; firstpage:12; lastpage:28; numberofpages:17; journal:ECONOMETRICS AND STATISTICS; http://hdl.handle.net/11386/4771803; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85100986338; https://www.sciencedirect.com/science/article/pii/S2452306221000071

الاتاحة: http://hdl.handle.net/11386/4771803
https://doi.org/10.1016/j.ecosta.2020.11.001
https://www.sciencedirect.com/science/article/pii/S2452306221000071

المؤلفون: Candila V.

المساهمون: Candila, V.

مصطلحات موضوعية: Covariance matrix, Cryptocurrency, Double Asymmetric GARCH–MIDAS, Dynamic Conditional Correlation

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000699303000001; volume:9; firstpage:1; lastpage:17; numberofpages:17; journal:ECONOMETRICS; http://hdl.handle.net/11386/4782628; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85110080583

الاتاحة: http://hdl.handle.net/11386/4782628
https://doi.org/10.3390/econometrics9030028

المؤلفون: Amendola, A.¹ (AUTHOR), Candila, V.¹ (AUTHOR) vcandila@unisa.it

المصدر: Quantitative Finance. May2016, Vol. 16 Issue 5, p695-709. 15p. 10 Charts, 1 Graph.

مصطلحات موضوعية: Market volatility, Value at risk, Financial risk management, Loss functions (Statistics), Monte Carlo method

المؤلفون: Candila, V., Antonio Scognamillo

المصدر: Antonio Scognamillo
Publons
Scopus-Elsevier

مصطلحات موضوعية: Tennis, betting markets, favorite-longshot bias, forecasting

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::08951b28246e49341ae36377c4916f76
http://hdl.handle.net/11386/4716569

المؤلفون: Amendola, A., Candila, V.

المصدر: Quantitative Finance ; volume 16, issue 5, page 695-709 ; ISSN 1469-7688 1469-7696

الاتاحة: http://dx.doi.org/10.1080/14697688.2015.1062122
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1062122

المؤلفون: Alberto Arcagni, Vincenzo Candila, Rosanna Grassi

المساهمون: Arcagni, A, Candila, V, Grassi, R

مصطلحات موضوعية: Eigenvector centrality, Tenni, SECS-S/03 - STATISTICA ECONOMICA, Tennis, SECS-S/01 - STATISTICA, Forecasting, Network, General Decision Sciences, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, Management Science and Operations Research

وصف الملف: STAMPA

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c007113515684d635f8a6367efbaefbf
https://hdl.handle.net/11386/4782604

المؤلفون: A. Amendola, V. Candila, A. Scognamillo

المساهمون: Angela Blanco-Fernandez, Gil Gonzalez-Rodriguez and George Loizou, Amendola, A., Candila, V., Scognamillo, A.

مصطلحات موضوعية: GARCH_MIDAS, Volatility, Forecasting

Relation: info:eu-repo/semantics/altIdentifier/isbn/9788493782245; ispartofbook:Proceedings of CFE-ERCIM 2014; 8th International Conference on Computational and Financial Econometrics; firstpage:67; numberofpages:1; http://hdl.handle.net/11573/1327384

الاتاحة: http://hdl.handle.net/11573/1327384

المؤلفون: V. Candila

المساهمون: Candila, V.

Relation: numberofpages:26; http://hdl.handle.net/11573/1327381

الاتاحة: http://hdl.handle.net/11573/1327381