UniSa - IRIS Institutional Research Information System

AMENDOLA, Alessandra
 Distribuzione geografica
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Continente #
NA - Nord America 6.574
EU - Europa 3.084
AS - Asia 2.177
SA - Sud America 117
AF - Africa 16
Continente sconosciuto - Info sul continente non disponibili 9
OC - Oceania 5
Totale 11.982
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Nazione #
US - Stati Uniti d'America 6.528
IT - Italia 1.411
HK - Hong Kong 873
CN - Cina 554
UA - Ucraina 499
SG - Singapore 425
DE - Germania 373
RU - Federazione Russa 266
IE - Irlanda 157
FI - Finlandia 113
SE - Svezia 112
BR - Brasile 107
VN - Vietnam 97
TR - Turchia 81
KR - Corea 68
GB - Regno Unito 50
CA - Canada 34
FR - Francia 29
PL - Polonia 22
IN - India 17
JP - Giappone 10
CH - Svizzera 8
EU - Europa 8
NL - Olanda 8
PK - Pakistan 8
AT - Austria 7
ES - Italia 7
MX - Messico 7
ID - Indonesia 6
NG - Nigeria 6
TW - Taiwan 6
CY - Cipro 5
IR - Iran 5
IL - Israele 4
SK - Slovacchia (Repubblica Slovacca) 4
AU - Australia 3
EC - Ecuador 3
IQ - Iraq 3
UZ - Uzbekistan 3
VE - Venezuela 3
ZA - Sudafrica 3
AR - Argentina 2
BA - Bosnia-Erzegovina 2
BD - Bangladesh 2
BE - Belgio 2
CZ - Repubblica Ceca 2
HU - Ungheria 2
MA - Marocco 2
NO - Norvegia 2
PH - Filippine 2
PR - Porto Rico 2
SD - Sudan 2
AE - Emirati Arabi Uniti 1
AZ - Azerbaigian 1
BG - Bulgaria 1
CL - Cile 1
CR - Costa Rica 1
DK - Danimarca 1
EG - Egitto 1
GE - Georgia 1
GR - Grecia 1
HR - Croazia 1
KE - Kenya 1
KH - Cambogia 1
KI - Kiribati 1
KZ - Kazakistan 1
LV - Lettonia 1
MO - Macao, regione amministrativa speciale della Cina 1
MT - Malta 1
NP - Nepal 1
NZ - Nuova Zelanda 1
PA - Panama 1
PE - Perù 1
RO - Romania 1
SI - Slovenia 1
TH - Thailandia 1
TT - Trinidad e Tobago 1
UG - Uganda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 11.982
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Città #
Ann Arbor 1.691
Hong Kong 862
Chandler 660
Woodbridge 636
Jacksonville 605
Houston 480
Princeton 458
Wilmington 381
Salerno 351
Ashburn 174
Singapore 159
Dublin 150
Nanjing 124
Andover 112
Beijing 91
Dong Ket 80
Moscow 79
Boardman 76
Pellezzano 73
Izmir 71
Dearborn 65
Guangzhou 56
Rome 56
Changsha 45
Fairfield 44
Gragnano 41
Shenyang 35
Nanchang 32
Hebei 30
Jiaxing 28
Caserta 27
Mestre 27
Napoli 26
Redwood City 25
Naples 24
Galdo 22
Ottawa 22
Cercola 21
Milan 20
Munich 20
Washington 20
Norwalk 18
Dallas 17
Bologna 16
The Dalles 16
Tianjin 16
Düsseldorf 15
Warsaw 15
Seattle 14
São Paulo 13
London 12
Pozzuoli 12
Teano 12
Council Bluffs 11
Santa Clara 11
Bari 10
Brooklyn 10
Ercolano 10
Jinan 10
Los Angeles 10
Catania 9
Columbus 9
Indiana 9
New York 9
Pune 9
San Francisco 9
Sant'anastasia 9
Caivano 8
Marcianise 8
Shanghai 8
Turku 8
Karachi 7
Nuremberg 7
Cambridge 6
Falls Church 6
Ho Chi Minh City 6
Hsinchu 6
Istanbul 6
Lucca 6
Stratford-upon-avon 6
Vienna 6
Ancona 5
Charlotte 5
Chicago 5
Latina 5
Nocera Inferiore 5
Ottaviano 5
Porto Alegre 5
Ravenna 5
Reading 5
San Prisco 5
Villa 5
Albanella 4
Boston 4
Castellammare Di Stabia 4
Fuzhou 4
Nicosia 4
Oristano 4
Rio de Janeiro 4
San Diego 4
Totale 8.491
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Nome #
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 833
Double Asymmetric GARCH-MIDAS model - new insights and results 193
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation 184
Competing risks analysis of the determinants of business exit 166
An analysis of the determinants of financial distress in Italy: a competing risks approach 155
Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction 155
Comparing multivariate volatility forecasts by direct and indirect approaches 151
The Usage of Credit Cards: An Empirical Analysis on Italian Households Panel Data 145
Combining information at different frequencies in multivariate volatility prediction 141
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 137
Fiscal incentives and firm performance :Evidence from the Dominican Republic 137
Financial access and household welfare : evidence from Mauritania 136
The use of loss functions in assessing the VaR measures 129
Evaluation of volatility forecasts in a VaR framework 126
Evaluation of volatility predictions in a VaR framework 126
A GMM procedure for combining volatility forecasts 124
A Threshold Model for the Rainfall-Flow Non-Linearity 122
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 121
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 117
CORPORATE FINANCIAL DISTRESS IN THE EUROPEAN CONSTRUCTION INDUSTRY: A LOGIT APPROACH 117
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 115
An evaluation study on students’ international mobility experience 115
Modeling the Number Of Credit Cards Held by Italian Households: A Panel Data Approach 114
Variable selection in forecasting models for corporate bankruptcy 111
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 110
Self-Assessment and Career Choices: A Multivariate Analysis for the University of Salerno. 110
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 109
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 109
Self-Assessment and Career Choices: an On-Line Resource for the University of Salerno 108
Dynamic Statistical Models for Corporate Failure Prediction in Italy (Vol. 8, n.8) 108
Dynamic Statistical Models for Bankruptcy Prediction of Italian Firms 106
Financial time series and nonlinear models 106
Forecast density combination for threshold models 105
Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain 105
Variable selection in default risk models 104
Estimation of Threshold Models with ARMA Regims 103
On the influence of US monetary policy on crude oil price volatility 103
Fiscal Policies and Firms' Performance: A Propensity Score Matching Analysis in Dominican Republic 102
Variable selection in competing risks model 101
A Thick Modeling Approach to Multivariate Volatility Prediction 101
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 100
Multi-step SETARMA predictors in the analysis of hydrological time series 99
Forecasting non linear time series: empirical evidences on financial data 98
Forecasting corporate bankruptcy: an empirical analysis on industrial firms in Campania 98
Forecasting corporate bankruptcy: empirical evidence on Italian data 98
Governing Human Relations to Promote Local Service Systems in Processes of Internazionalization 97
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 96
A note on the invertibility of the threshold moving average model 96
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 96
Financial and Economic Effects of subsidies to investments 95
Combination of multivariate volatility forecasts 95
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 94
Threshold Moving Average Models Invertibility 93
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 92
Predictors distribution and forecast accuracy of threshold models 92
Factors Driving the Credit Card Ownership in Italy 91
The exact multi-step ahead predictor of threshold autoregressive moving average models 90
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 90
The use of electronic banking services in Italy: The case of credit cards 90
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 89
CFEnetwork: The Annals of Computational and Financial Econometrics 89
The moments of SETARMA models and their interpretation 88
Combining Multivariate Volatility Models 87
Financial time series and nonlinear models 85
Modelli non lineari e previsioni in tempo reale 84
Forecast density of regimes switching conditional heteroskedastic models 84
Predictive Distributions of Nonlinear Time Series Models 84
“Analisi della domanda: obiettivi e metodi” 83
The threshold ARMA model and its autocorrelation function 83
Inference in threshold autoregressive conditional heteroscedastic models: a resampling approach 83
Statistical Properties of Threshold Models 83
Optimal Cut-off Points for Multiple Causes of Business Failure Models 83
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 81
Temporal aggregation and closure of VARMA models. Some new results 81
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 79
Concepts of and tools for nonlinear time-series modelling 79
Modelling Asymmetries in Unemployment Rate 79
Least squares predictors for threshold models: properties and forecast evaluation 78
Variable selection in forecasting models for default risk 78
A Model Confidence Set approach to the combination of multivariate volatility forecasts 78
Special Issue on Nonlinear Modelling and Financial Econometrics Editorial 77
The moments of SETARMA models 76
The threshold ARMA models and its autocorrelation function 75
Forecasting performance of switching models in hydrological time series, 75
FORECASTING MODELS FOR DEFAULT RISK.AN EMPIRICAL ANALYSIS ON INDUSTRIAL FIRMS IN CAMPANIA 75
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 74
Editorial Special Issue on Statistical and Computational Methods in Finance 73
Combination of multivariate volatility forecasts 73
Analisi dei dati di Sopravvivenza 73
Indagine Campionaria 72
L'indagine statistica su un campione di imprese artigiane regolari: il disegno campionario e la costruzione del questionario 72
Combining Value-at-Risk and Expected Shortfall measures 72
Indagine Campionaria 71
The autocorrelation function in SETARMA models in 69
Modelli non lineari e previsioni in tempo reale 68
Non-linear Dynamics in the Industrial Production Index 67
Temporal aggregation and closure of VARMA models. Some new results 67
La valutazione della mobilità internazionale: un’indagine sull’esperienza degli studenti degli Atenei campani 67
Predictor distribution and forecast accuracy of threshold models 66
Regimes switching and asymmetries in financial time series 66
Totale 10.626
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Categoria #
all - tutte 37.100
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 37.100
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.040 33 98 108 14 123 55 118 27 159 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
2025/2026106 106 0 0 0 0 0 0 0 0 0 0 0
Totale 12.227