UniSa - IRIS Institutional Research Information System

AMENDOLA, Alessandra
 Distribuzione geografica
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Continente #
AS - Asia 13.654
NA - Nord America 8.267
EU - Europa 3.450
SA - Sud America 402
AF - Africa 100
Continente sconosciuto - Info sul continente non disponibili 10
OC - Oceania 6
Totale 25.889
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Nazione #
HK - Hong Kong 10.687
US - Stati Uniti d'America 8.160
IT - Italia 1.480
SG - Singapore 1.233
CN - Cina 819
UA - Ucraina 506
DE - Germania 400
VN - Vietnam 357
BR - Brasile 291
RU - Federazione Russa 274
FR - Francia 176
IE - Irlanda 159
FI - Finlandia 121
SE - Svezia 121
TR - Turchia 106
KR - Corea 93
GB - Regno Unito 87
IN - India 79
CA - Canada 55
AR - Argentina 48
BD - Bangladesh 39
PL - Polonia 38
IQ - Iraq 33
JP - Giappone 31
MX - Messico 28
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
EC - Ecuador 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
TW - Taiwan 7
CR - Costa Rica 6
IL - Israele 6
CY - Cipro 5
IR - Iran 5
JO - Giordania 5
KZ - Kazakistan 5
PS - Palestinian Territory 5
TH - Thailandia 5
AE - Emirati Arabi Uniti 4
AU - Australia 4
BO - Bolivia 4
HU - Ungheria 4
LB - Libano 4
LT - Lituania 4
NP - Nepal 4
PA - Panama 4
SK - Slovacchia (Repubblica Slovacca) 4
AZ - Azerbaigian 3
BG - Bulgaria 3
ET - Etiopia 3
PR - Porto Rico 3
AF - Afghanistan, Repubblica islamica di 2
AL - Albania 2
AM - Armenia 2
BA - Bosnia-Erzegovina 2
BE - Belgio 2
CG - Congo 2
CZ - Repubblica Ceca 2
HN - Honduras 2
LV - Lettonia 2
MU - Mauritius 2
NO - Norvegia 2
OM - Oman 2
RS - Serbia 2
SD - Sudan 2
SI - Slovenia 2
SN - Senegal 2
SY - Repubblica araba siriana 2
TT - Trinidad e Tobago 2
UG - Uganda 2
XK - ???statistics.table.value.countryCode.XK??? 2
BH - Bahrain 1
BS - Bahamas 1
BY - Bielorussia 1
BZ - Belize 1
CI - Costa d'Avorio 1
CV - Capo Verde 1
DK - Danimarca 1
DO - Repubblica Dominicana 1
EE - Estonia 1
GA - Gabon 1
Totale 25.866
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Città #
Hong Kong 10.668
Ann Arbor 1.691
Chandler 660
Singapore 653
Woodbridge 636
San Jose 617
Jacksonville 605
Houston 486
Princeton 458
Wilmington 381
Salerno 351
Ashburn 338
Dallas 263
Council Bluffs 169
Dublin 152
The Dalles 132
Nanjing 125
Beijing 122
Andover 112
Lauterbourg 111
Dong Ket 80
Ho Chi Minh City 80
Moscow 80
Boardman 77
Pellezzano 73
Izmir 72
Dearborn 65
Hanoi 65
Rome 63
Guangzhou 56
Changsha 45
Fairfield 44
Gragnano 41
New York 38
Shenyang 35
Nanchang 32
Milan 31
Hebei 30
Jiaxing 30
Santa Clara 30
Naples 29
Warsaw 29
Los Angeles 28
São Paulo 28
Caserta 27
Mestre 27
Napoli 26
Munich 25
Redwood City 25
Tokyo 24
Brooklyn 23
Orem 23
Galdo 22
Ottawa 22
Cercola 21
Washington 21
Bologna 19
Da Nang 19
London 18
Norwalk 18
Tianjin 16
Düsseldorf 15
San Francisco 15
Seattle 15
Atlanta 14
Bari 14
Frankfurt am Main 14
Columbus 12
Haiphong 12
Pozzuoli 12
Rio de Janeiro 12
Stockholm 12
Teano 12
Baghdad 11
Mexico City 11
Montreal 11
Chicago 10
Ercolano 10
Hải Dương 10
Jinan 10
Johannesburg 10
Phoenix 10
Shanghai 10
Brasília 9
Cairo 9
Catania 9
Chennai 9
Indiana 9
Kuala Lumpur 9
Nuremberg 9
Pune 9
Sant'anastasia 9
Amsterdam 8
Boston 8
Caivano 8
Caracas 8
Helsinki 8
Istanbul 8
Marcianise 8
Paris 8
Totale 20.694
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Nome #
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 2.556
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 917
Statistical Properties of Threshold Models 874
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation 711
Financial access and household welfare : evidence from Mauritania 645
Modelli non lineari e previsioni in tempo reale 596
Forecasting non linear time series: empirical evidences on financial data 595
Temporal aggregation and closure of VARMA models. Some new results 590
On the asymmetric impact of macro–variables on volatility 462
On multi-step SETAR predictors 449
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 440
The Impact of ESG Scores on Risk Market Performance 433
Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction 403
On Non - Linear Threschold Autoregressive Predictors 399
Fiscal Policies and Firms' Performance: A Propensity Score Matching Analysis in Dominican Republic 388
Double Asymmetric GARCH-MIDAS model - new insights and results 355
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 331
Competing risks analysis of the determinants of business exit 319
Fiscal incentives and firm performance :Evidence from the Dominican Republic 317
Combining Value-at-Risk and Expected Shortfall measures 268
The threshold ARMA models and its autocorrelation function 241
Moments of SETARMA models 222
Estimation of Threshold Models with ARMA Regims 207
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 206
An analysis of the determinants of financial distress in Italy: a competing risks approach 204
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 201
Forecast density combination for threshold models 200
The use of loss functions in assessing the VaR measures 189
The Usage of Credit Cards: An Empirical Analysis on Italian Households Panel Data 189
Comparing multivariate volatility forecasts by direct and indirect approaches 188
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 183
Evaluation of volatility forecasts in a VaR framework 183
Temporal aggregation and closure of VARMA models. Some new results 182
Combining information at different frequencies in multivariate volatility prediction 176
An evaluation study on students’ international mobility experience 176
Properties of SETARMA predictors generated using symmetric and asymmetric loss functions 170
On the influence of US monetary policy on crude oil price volatility 170
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 163
A GMM procedure for combining volatility forecasts 162
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 157
Evaluation of volatility predictions in a VaR framework 156
A Threshold Model for the Rainfall-Flow Non-Linearity 154
A note on the invertibility of the threshold moving average model 149
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 148
The threshold ARMA model and its autocorrelation function 147
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 146
Modeling the Number Of Credit Cards Held by Italian Households: A Panel Data Approach 145
Regimes switching and asymmetries in financial time series 142
Variable selection in forecasting models for corporate bankruptcy 142
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 141
Forecast density of regimes switching conditional heteroskedastic models 140
A Thick Modeling Approach to Multivariate Volatility Prediction 137
CORPORATE FINANCIAL DISTRESS IN THE EUROPEAN CONSTRUCTION INDUSTRY: A LOGIT APPROACH 137
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 137
A Model Confidence Set approach to the combination of multivariate volatility forecasts 137
Self-Assessment and Career Choices: A Multivariate Analysis for the University of Salerno. 134
Dynamic Statistical Models for Bankruptcy Prediction of Italian Firms 134
Financial time series and nonlinear models 134
Self-Assessment and Career Choices: an On-Line Resource for the University of Salerno 132
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 131
Dynamic Statistical Models for Corporate Failure Prediction in Italy (Vol. 8, n.8) 131
Variable selection in competing risks model 130
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 129
Combination of multivariate volatility forecasts 129
Forecasting corporate bankruptcy: empirical evidence on Italian data 129
Predictors distribution and forecast accuracy of threshold models 128
Financial and Economic Effects of subsidies to investments 128
Forecasting corporate bankruptcy: an empirical analysis on industrial firms in Campania 127
Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain 127
Combining Multivariate Volatility Models 127
Multi-step SETARMA predictors in the analysis of hydrological time series 126
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 124
Tax Policy and Firms’ Financial Choices: Empirical Evidence from the Dominican Republic 124
Variable selection in default risk models 123
Governing Human Relations to Promote Local Service Systems in Processes of Internazionalization 123
The exact multi-step ahead predictor of threshold autoregressive moving average models 122
Predictive Distributions of Nonlinear Time Series Models 119
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 119
Financial time series and nonlinear models 118
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 118
The moments of SETARMA models and their interpretation 117
Threshold Moving Average Models Invertibility 117
Factors Driving the Credit Card Ownership in Italy 116
The use of electronic banking services in Italy: The case of credit cards 112
CFEnetwork: The Annals of Computational and Financial Econometrics 112
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 110
Tax policy and firms’ financing decisions: Empirical evidence from the Dominican Republic 110
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 110
The moments of SETARMA models 108
Least squares predictors for threshold models: properties and forecast evaluation 108
Forecasting performance of switching models in hydrological time series, 107
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 107
Analisi dei dati di Sopravvivenza 107
“Analisi della domanda: obiettivi e metodi” 106
Modelli non lineari e previsioni in tempo reale 106
FORECASTING MODELS FOR DEFAULT RISK.AN EMPIRICAL ANALYSIS ON INDUSTRIAL FIRMS IN CAMPANIA 106
Modelling Asymmetries in Unemployment Rate 106
Combination of multivariate volatility forecasts 105
Variable selection in forecasting models for default risk 105
Inference in threshold autoregressive conditional heteroscedastic models: a resampling approach 104
Totale 23.320
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Categoria #
all - tutte 59.777
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 59.777
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021305 0 0 0 0 0 0 0 0 0 21 152 132
2021/2022913 6 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
2025/202614.017 3.296 4.319 3.008 237 664 346 936 216 382 613 0 0
Totale 26.138