University of Salerno
Vincenzo Candila earned his Ph.D. degree in Economics and Engineering of Innovation at the University of Salerno, Italy, where he currently has a post-doc fellowship at the Department of Economics and Statistics. His current researches focus on volatility modelling and evaluation and sports betting forecasting. He has published several papers in international journals such as Quantitative Finance and Empirical Economics.
This paper investigates direct and indirect volatility evaluations in the multivariate framework by means of a Monte Carlo simulation