UniSa - IRIS Institutional Research Information System

AMENDOLA, Alessandra
 Distribuzione geografica
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Continente #
AS - Asia 13.764
NA - Nord America 8.773
EU - Europa 4.037
SA - Sud America 404
Continente sconosciuto - Info sul continente non disponibili 260
AF - Africa 101
OC - Oceania 6
Totale 27.345
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Nazione #
HK - Hong Kong 10.712
US - Stati Uniti d'America 8.623
IT - Italia 2.055
SG - Singapore 1.266
CN - Cina 858
UA - Ucraina 506
DE - Germania 402
VN - Vietnam 357
BR - Brasile 292
RU - Federazione Russa 274
FR - Francia 179
IE - Irlanda 159
SE - Svezia 122
FI - Finlandia 121
TR - Turchia 111
KR - Corea 95
GB - Regno Unito 89
IN - India 79
CA - Canada 73
AR - Argentina 49
BD - Bangladesh 42
PL - Polonia 39
IQ - Iraq 33
JP - Giappone 33
MX - Messico 32
PK - Pakistan 27
ID - Indonesia 24
MY - Malesia 19
ZA - Sudafrica 19
NL - Olanda 18
VE - Venezuela 17
MA - Marocco 16
SA - Arabia Saudita 14
CO - Colombia 12
CH - Svizzera 11
EG - Egitto 11
ES - Italia 11
PH - Filippine 11
CR - Costa Rica 10
EC - Ecuador 10
JM - Giamaica 10
UZ - Uzbekistan 10
AT - Austria 9
CL - Cile 9
KE - Kenya 9
PY - Paraguay 9
DZ - Algeria 8
EU - Europa 8
NG - Nigeria 8
TN - Tunisia 8
HU - Ungheria 7
TW - Taiwan 7
IL - Israele 6
CY - Cipro 5
IR - Iran 5
JO - Giordania 5
KZ - Kazakistan 5
NP - Nepal 5
PS - Palestinian Territory 5
TH - Thailandia 5
AE - Emirati Arabi Uniti 4
AU - Australia 4
BO - Bolivia 4
HN - Honduras 4
LB - Libano 4
LT - Lituania 4
PA - Panama 4
SK - Slovacchia (Repubblica Slovacca) 4
AZ - Azerbaigian 3
BG - Bulgaria 3
ET - Etiopia 3
PR - Porto Rico 3
SV - El Salvador 3
TT - Trinidad e Tobago 3
AF - Afghanistan, Repubblica islamica di 2
AL - Albania 2
AM - Armenia 2
BA - Bosnia-Erzegovina 2
BE - Belgio 2
BS - Bahamas 2
CG - Congo 2
CZ - Repubblica Ceca 2
LV - Lettonia 2
MU - Mauritius 2
NI - Nicaragua 2
NO - Norvegia 2
OM - Oman 2
RS - Serbia 2
SD - Sudan 2
SI - Slovenia 2
SN - Senegal 2
SY - Repubblica araba siriana 2
UG - Uganda 2
XK - ???statistics.table.value.countryCode.XK??? 2
BB - Barbados 1
BH - Bahrain 1
BY - Bielorussia 1
BZ - Belize 1
CI - Costa d'Avorio 1
CV - Capo Verde 1
Totale 27.070
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Città #
Hong Kong 10.692
Ann Arbor 1.691
San Jose 747
Singapore 670
Chandler 660
Woodbridge 636
Jacksonville 605
Houston 491
Princeton 458
Milan 409
Wilmington 381
Salerno 351
Ashburn 350
Dallas 267
Council Bluffs 169
Beijing 153
Dublin 152
Rome 136
The Dalles 132
Nanjing 125
Andover 112
Lauterbourg 111
Dong Ket 80
Ho Chi Minh City 80
Moscow 80
Boardman 78
Pellezzano 73
Izmir 72
Dearborn 65
Hanoi 65
Guangzhou 56
Memphis 56
Santa Clara 56
Changsha 45
New York 45
Fairfield 44
Gragnano 41
Naples 39
Shenyang 35
Nanchang 32
Hebei 30
Jiaxing 30
Los Angeles 30
Warsaw 30
São Paulo 28
Brooklyn 27
Caserta 27
Mestre 27
Figino 26
Napoli 26
Tokyo 26
Munich 25
Redwood City 25
Orem 23
Washington 23
Galdo 22
Ottawa 22
Cercola 21
Turin 21
Bologna 20
Da Nang 19
London 19
Norwalk 19
Atlanta 17
Bari 17
Seattle 16
Tianjin 16
Düsseldorf 15
Frankfurt am Main 15
Mexico City 15
San Francisco 15
Chicago 13
Montreal 13
Stockholm 13
Columbus 12
Haiphong 12
Phoenix 12
Pozzuoli 12
Rio de Janeiro 12
Teano 12
Baghdad 11
Cairo 10
Ercolano 10
Hải Dương 10
Jinan 10
Johannesburg 10
Philadelphia 10
Shanghai 10
Boston 9
Brasília 9
Catania 9
Chennai 9
Indiana 9
Kuala Lumpur 9
Nuremberg 9
Pune 9
Sant'anastasia 9
Toronto 9
Amsterdam 8
Caivano 8
Totale 21.530
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Nome #
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 2.565
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 930
Statistical Properties of Threshold Models 880
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation 716
Financial access and household welfare : evidence from Mauritania 662
Modelli non lineari e previsioni in tempo reale 605
Forecasting non linear time series: empirical evidences on financial data 603
Temporal aggregation and closure of VARMA models. Some new results 597
On the asymmetric impact of macro–variables on volatility 469
On multi-step SETAR predictors 457
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 450
The Impact of ESG Scores on Risk Market Performance 440
Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction 411
On Non - Linear Threschold Autoregressive Predictors 407
Fiscal Policies and Firms' Performance: A Propensity Score Matching Analysis in Dominican Republic 396
Double Asymmetric GARCH-MIDAS model - new insights and results 363
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 342
Competing risks analysis of the determinants of business exit 329
Fiscal incentives and firm performance :Evidence from the Dominican Republic 326
Combining Value-at-Risk and Expected Shortfall measures 282
The threshold ARMA models and its autocorrelation function 258
Moments of SETARMA models 233
Estimation of Threshold Models with ARMA Regims 214
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 212
Forecast density combination for threshold models 209
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 209
An analysis of the determinants of financial distress in Italy: a competing risks approach 208
Comparing multivariate volatility forecasts by direct and indirect approaches 199
The Usage of Credit Cards: An Empirical Analysis on Italian Households Panel Data 193
The use of loss functions in assessing the VaR measures 192
Evaluation of volatility forecasts in a VaR framework 192
Temporal aggregation and closure of VARMA models. Some new results 191
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 189
Combining information at different frequencies in multivariate volatility prediction 189
An evaluation study on students’ international mobility experience 186
On the influence of US monetary policy on crude oil price volatility 183
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 182
Properties of SETARMA predictors generated using symmetric and asymmetric loss functions 180
A Threshold Model for the Rainfall-Flow Non-Linearity 170
Evaluation of volatility predictions in a VaR framework 168
A Model Confidence Set approach to the combination of multivariate volatility forecasts 167
A GMM procedure for combining volatility forecasts 166
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 165
A note on the invertibility of the threshold moving average model 161
The threshold ARMA model and its autocorrelation function 157
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 155
Modeling the Number Of Credit Cards Held by Italian Households: A Panel Data Approach 155
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 154
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 152
Regimes switching and asymmetries in financial time series 150
Variable selection in forecasting models for corporate bankruptcy 150
A Thick Modeling Approach to Multivariate Volatility Prediction 149
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 148
Forecast density of regimes switching conditional heteroskedastic models 147
Financial time series and nonlinear models 145
Dynamic Statistical Models for Bankruptcy Prediction of Italian Firms 143
CORPORATE FINANCIAL DISTRESS IN THE EUROPEAN CONSTRUCTION INDUSTRY: A LOGIT APPROACH 143
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 142
Self-Assessment and Career Choices: A Multivariate Analysis for the University of Salerno. 141
Dynamic Statistical Models for Corporate Failure Prediction in Italy (Vol. 8, n.8) 141
Self-Assessment and Career Choices: an On-Line Resource for the University of Salerno 139
Combination of multivariate volatility forecasts 139
Forecasting corporate bankruptcy: empirical evidence on Italian data 139
Combining Multivariate Volatility Models 139
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 138
Financial and Economic Effects of subsidies to investments 138
Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain 138
Forecasting corporate bankruptcy: an empirical analysis on industrial firms in Campania 136
Tax Policy and Firms’ Financial Choices: Empirical Evidence from the Dominican Republic 136
Variable selection in competing risks model 135
Predictors distribution and forecast accuracy of threshold models 133
Multi-step SETARMA predictors in the analysis of hydrological time series 132
Governing Human Relations to Promote Local Service Systems in Processes of Internazionalization 130
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 129
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 128
The exact multi-step ahead predictor of threshold autoregressive moving average models 127
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 127
Threshold Moving Average Models Invertibility 127
Variable selection in default risk models 127
Factors Driving the Credit Card Ownership in Italy 127
The moments of SETARMA models and their interpretation 126
Financial time series and nonlinear models 126
Predictive Distributions of Nonlinear Time Series Models 124
The moments of SETARMA models 121
The use of electronic banking services in Italy: The case of credit cards 121
CFEnetwork: The Annals of Computational and Financial Econometrics 120
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 120
Modelli non lineari e previsioni in tempo reale 118
Tax policy and firms’ financing decisions: Empirical evidence from the Dominican Republic 117
Least squares predictors for threshold models: properties and forecast evaluation 116
Modelling Asymmetries in Unemployment Rate 116
Variable selection in forecasting models for default risk 115
Forecasting performance of switching models in hydrological time series, 114
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 114
Inference in threshold autoregressive conditional heteroscedastic models: a resampling approach 113
Concepts of and tools for nonlinear time-series modelling 113
Analisi dei dati di Sopravvivenza 113
Optimal Cut-off Points for Multiple Causes of Business Failure Models 113
Adaptive combinations of tail-risk forecasts 112
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 111
Totale 24.225
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Categoria #
all - tutte 64.608
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 64.608
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022907 0 5 8 41 16 30 11 41 131 120 126 378
2022/20231.460 162 123 26 202 184 300 4 122 216 20 57 44
2023/2024629 78 77 46 39 45 102 20 46 18 22 32 104
2024/20252.040 116 45 33 49 66 153 188 152 182 30 164 862
2025/202614.936 3.296 4.319 3.008 237 664 346 936 216 382 689 222 621
2026/2027288 209 79 0 0 0 0 0 0 0 0 0 0
Totale 27.345