Access Statistics for Alessandra Amendola

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 307 1 2 2 519
Combination of multivariate volatility forecasts 0 1 1 96 0 1 7 157
Concepts and tools for nonlinear time series modelling 1 2 4 286 1 3 6 302
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 1 3 100 0 1 13 166
Financial access and household welfare: evidence from Mauritania 0 0 0 13 0 2 7 44
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 1 6 9 0 2 14 33
Modelling Asymmetries in Unemployment Rate 0 0 0 76 0 0 0 196
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 1 37 0 0 9 37
The combination of volatility forecasts 0 0 0 0 0 1 7 233
VARIABLE SELECTION IN FORECASTING MODELS FOR CORPORATE BANKRUPTCY 0 0 1 16 0 2 7 59
Total Working Papers 1 5 16 940 2 14 72 1,746


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GMM procedure for combining volatility forecasts 0 0 2 52 0 1 4 112
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 1 0 0 0 1
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 3 4 37 1 6 14 114
An evaluation study on students’ international mobility experience 0 3 4 9 1 6 17 37
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 3 78 1 3 20 299
Evaluation of volatility predictions in a VaR framework 1 1 1 3 1 2 3 7
Factors Driving the Credit Card Ownership in Italy 0 1 2 7 0 1 5 29
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 2 11 0 0 5 46
On the asymmetric impact of macro–variables on volatility 0 0 3 3 1 4 12 12
On the influence of US monetary policy on crude oil price volatility 0 1 8 24 0 1 20 80
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 0 0 0 0
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 1 30 0 1 2 81
The moments of SETARMA models 0 0 0 21 2 3 6 71
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 2 2 0 0 3 3
Total Journal Articles 1 9 32 278 7 28 111 892


Statistics updated 2019-09-09