AMENDOLA, Alessandra

AMENDOLA, Alessandra  

Dipartimento di Scienze Economiche e Statistiche/DISES  

Mostra records
Risultati 1 - 20 di 124 (tempo di esecuzione: 0.027 secondi).
Titolo Data di pubblicazione Autore(i) File
A GMM procedure for combining volatility forecasts 1-gen-2008 Amendola, Alessandra; Storti, Giuseppe
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 1-gen-2002 Amendola, Alessandra; Storti, Giuseppe
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 1-gen-2000 Amendola, Alessandra; Storti, Giuseppe
A Threshold Model for the Rainfall-Flow Non-Linearity 1-gen-1999 Amendola, Alessandra; Storti, Giuseppe
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 1-gen-2014 Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca
Analisi dei dati di Sopravvivenza 1-gen-1997 Amendola, Alessandra
An analysis of the determinants of financial distress in Italy: a competing risks approach 1-gen-2014 Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 1-gen-2017 Amendola, Alessandra; Boccia, Marinella; Mele, Gianluca; Sensini, Luca
CFEnetwork: The Annals of Computational and Financial Econometrics 1-gen-2014 Erricos J., Kontoghiorghes; Herman K., Van Dijk; David A., Belsley; Tim, Bollerslev; Francis X., Diebold; Jean Marie, Dufour; Robert, Engle; Andrew, Harvey; Siem Jan, Koopman; Hashem, Pesaran; Peter C. B., Phillips; Richard J., Smith; Mike, West; Qiwei, Yao; Amendola, Alessandra; Monica, Billio; Cathy W. S., Chen; Carl, Chiarella; Ana, Colubi; Manfred, Deistler; Christian, Francq; Marc, Hallin; Eric, Jacquier; Kenneth, Judd; Gary, Koop; Helmut, Lütkepohl; James G., Mackinnon; Stefan, Mittnik; Yasuhiro, Omori; D. S. G., Pollock; Tommaso, Proietti; Jeroen V. K., Rombouts; Olivier, Scaillet; Willi, Semmler; Mike K. P., So; Mark, Steel; Robert, Taylor; Elias, Tzavalis; Jean Michel, Zakoian; H., Peter Boswijk; Alessandra, Luati; John, Maheu
Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model 1-gen-2020 Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 1-gen-2021 Amendola, A.; Candila, V.; Gallo, G. M.
Combination of multivariate volatility forecasts 1-gen-2008 Amendola, Alessandra; Storti, Giuseppe
Combination of multivariate volatility forecasts 1-gen-2009 Amendola, Alessandra; Storti, Giuseppe
Combining information at different frequencies in multivariate volatility prediction 1-gen-2014 Amendola, Alessandra; Storti, Giuseppe
Combining Multivariate Volatility Models 1-gen-2018 Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe
Comparing multivariate volatility forecasts by direct and indirect approaches 1-gen-2017 Candila, Vincenzo; Amendola, Alessandra
Comparing the Performances of GARCH-type Models in Capturing Cryptocurrencies Volatility 1-gen-2020 Amendola, Alessandra; Sensini, Luca
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 1-gen-2012 Amendola, Alessandra; Storti, Giuseppe
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 1-gen-2016 Amendola, Alessandra; Storti, Giuseppe
Competing risks analysis of the determinants of business exit 1-gen-2011 Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca