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M
M. Andreani, Candila, V., Morelli, G., and Petrella, L., “Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach”, Risks, vol. 9, p. 144, 2021.
Q
M. Andreani, Candila, V., and Petrella, L., “Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data”, Mathematical and Statistical Methods for Actuarial Sciences and Finance. Springer, Cham, 2022.
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