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Projects

Research Projects

"EXTENDING SEMI-PARAMETRIC METHODS FOR THE JOINT ESTIMATION OF VAR AND ES VIA ASIMMETRIC LAPLACE DISTRIBUTION TO THE REGIME SWITCHING AND MIXED-FREQUENCY MODELS".

DepartmentDipartimento di Scienze Economiche e Statistiche/DISES
FundingUniversity funds
FundersUniversità  degli Studi di SALERNO
Cost1.549,37 euro
Project duration5 April 2022 - 4 April 2024
Research TeamCANDILA VINCENZO (Project Coordinator)