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 0 0 0 517
Combination of multivariate volatility forecasts 0 0 0 95 1 4 7 156
Concepts and tools for nonlinear time series modelling 0 1 2 284 0 2 3 299
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 2 99 1 4 19 165
Financial access and household welfare: evidence from Mauritania 0 0 1 13 1 4 9 42
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 5 8 0 5 16 31
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 5 6 11 37
The combination of volatility forecasts 0 0 0 0 1 2 9 232
VARIABLE SELECTION IN FORECASTING MODELS FOR CORPORATE BANKRUPTCY 0 0 2 16 1 1 6 57
Total Working Papers 0 1 13 935 10 28 80 1,732


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 0 3 111
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 1 1 34 0 1 8 108
An evaluation study on students’ international mobility experience 0 0 1 6 1 4 13 31
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 1 3 78 1 6 18 296
Evaluation of volatility predictions in a VaR framework 0 0 0 2 0 0 1 5
Factors Driving the Credit Card Ownership in Italy 0 0 1 6 0 0 7 28
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 3 11 1 2 8 46
On the asymmetric impact of macro–variables on volatility 2 2 3 3 2 5 8 8
On the influence of US monetary policy on crude oil price volatility 0 2 8 23 2 9 26 79
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 1 1 30 0 1 1 80
The moments of SETARMA models 0 0 0 21 1 1 3 68
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 1 1 2 2 1 2 3 3
Total Journal Articles 3 8 25 269 9 31 99 864


Statistics updated 2019-06-03