UniSa - IRIS Institutional Research Information System

AMENDOLA, Alessandra
 Distribuzione geografica
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Continente #
AS - Asia 12.538
NA - Nord America 7.091
EU - Europa 3.184
SA - Sud America 237
AF - Africa 49
Continente sconosciuto - Info sul continente non disponibili 10
OC - Oceania 6
Totale 23.115
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Nazione #
HK - Hong Kong 10.663
US - Stati Uniti d'America 7.014
IT - Italia 1.438
CN - Cina 729
SG - Singapore 689
UA - Ucraina 502
DE - Germania 381
RU - Federazione Russa 268
BR - Brasile 197
IE - Irlanda 157
VN - Vietnam 149
SE - Svezia 119
FI - Finlandia 114
TR - Turchia 90
KR - Corea 73
GB - Regno Unito 63
CA - Canada 49
FR - Francia 35
PL - Polonia 35
IN - India 31
JP - Giappone 22
AR - Argentina 21
MX - Messico 15
ID - Indonesia 14
NL - Olanda 13
BD - Bangladesh 11
CH - Svizzera 10
ES - Italia 10
ZA - Sudafrica 10
AT - Austria 9
PK - Pakistan 9
EU - Europa 8
IQ - Iraq 8
MA - Marocco 7
NG - Nigeria 7
TW - Taiwan 7
EC - Ecuador 6
CY - Cipro 5
EG - Egitto 5
IL - Israele 5
IR - Iran 5
KE - Kenya 5
MY - Malesia 5
AU - Australia 4
PY - Paraguay 4
SK - Slovacchia (Repubblica Slovacca) 4
UZ - Uzbekistan 4
HU - Ungheria 3
PR - Porto Rico 3
VE - Venezuela 3
AF - Afghanistan, Repubblica islamica di 2
BA - Bosnia-Erzegovina 2
BE - Belgio 2
BO - Bolivia 2
CO - Colombia 2
CZ - Repubblica Ceca 2
DZ - Algeria 2
KZ - Kazakistan 2
LT - Lituania 2
LV - Lettonia 2
MU - Mauritius 2
NO - Norvegia 2
PA - Panama 2
PH - Filippine 2
SA - Arabia Saudita 2
SD - Sudan 2
SI - Slovenia 2
TH - Thailandia 2
TT - Trinidad e Tobago 2
UG - Uganda 2
XK - ???statistics.table.value.countryCode.XK??? 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AZ - Azerbaigian 1
BG - Bulgaria 1
BS - Bahamas 1
BZ - Belize 1
CL - Cile 1
CR - Costa Rica 1
CV - Capo Verde 1
DK - Danimarca 1
EE - Estonia 1
GD - Grenada 1
GE - Georgia 1
GR - Grecia 1
HN - Honduras 1
HR - Croazia 1
JM - Giamaica 1
JO - Giordania 1
KH - Cambogia 1
KI - Kiribati 1
MO - Macao, regione amministrativa speciale della Cina 1
MT - Malta 1
MW - Malawi 1
NE - Niger 1
NP - Nepal 1
NZ - Nuova Zelanda 1
PE - Perù 1
PT - Portogallo 1
RO - Romania 1
Totale 23.109
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Città #
Hong Kong 10.645
Ann Arbor 1.691
Chandler 660
Woodbridge 636
Jacksonville 605
Houston 483
Princeton 458
Wilmington 381
Salerno 351
Dallas 262
Singapore 214
Ashburn 210
Dublin 150
Nanjing 124
Beijing 117
Andover 112
Dong Ket 80
Moscow 79
Boardman 77
Pellezzano 73
Izmir 72
Dearborn 65
Rome 57
Guangzhou 56
Changsha 45
Fairfield 44
Gragnano 41
Shenyang 35
Nanchang 32
Hebei 30
Council Bluffs 29
Jiaxing 28
Caserta 27
Mestre 27
Napoli 26
Warsaw 26
Munich 25
Redwood City 25
Ho Chi Minh City 24
Milan 24
Naples 24
New York 24
São Paulo 24
Los Angeles 23
Galdo 22
Ottawa 22
Cercola 21
Santa Clara 20
Washington 20
Brooklyn 19
Norwalk 18
Bologna 17
The Dalles 17
London 16
Tianjin 16
Düsseldorf 15
San Francisco 15
Seattle 15
Tokyo 15
Bari 14
Hanoi 13
Atlanta 12
Columbus 12
Pozzuoli 12
Teano 12
Ercolano 10
Jinan 10
Stockholm 10
Catania 9
Indiana 9
Montreal 9
Pune 9
Sant'anastasia 9
Caivano 8
Chicago 8
Johannesburg 8
Marcianise 8
Rio de Janeiro 8
Shanghai 8
Turku 8
Fisciano 7
Karachi 7
Mexico City 7
Nuremberg 7
Phoenix 7
Toronto 7
Boston 6
Cambridge 6
Falls Church 6
Hsinchu 6
Istanbul 6
Lucca 6
Stratford-upon-avon 6
Vienna 6
Ancona 5
Ankara 5
Avellino 5
Brasília 5
Charlotte 5
Curitiba 5
Totale 18.835
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Nome #
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 2.532
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 886
Statistical Properties of Threshold Models 864
Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation 684
Financial access and household welfare : evidence from Mauritania 615
Forecasting non linear time series: empirical evidences on financial data 578
Temporal aggregation and closure of VARMA models. Some new results 574
Modelli non lineari e previsioni in tempo reale 572
On the asymmetric impact of macro–variables on volatility 441
On multi-step SETAR predictors 422
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 415
The Impact of ESG Scores on Risk Market Performance 409
On Non - Linear Threschold Autoregressive Predictors 385
Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction 385
Fiscal Policies and Firms' Performance: A Propensity Score Matching Analysis in Dominican Republic 355
Double Asymmetric GARCH-MIDAS model - new insights and results 313
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 309
Competing risks analysis of the determinants of business exit 292
Fiscal incentives and firm performance :Evidence from the Dominican Republic 291
Combining Value-at-Risk and Expected Shortfall measures 234
The threshold ARMA models and its autocorrelation function 222
Moments of SETARMA models 202
Estimation of Threshold Models with ARMA Regims 187
Parametric and Non-parametric methods in non-linear time series analysis: a critical evaluation 186
Forecast density combination for threshold models 182
Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms 182
The use of loss functions in assessing the VaR measures 172
An analysis of the determinants of financial distress in Italy: a competing risks approach 171
Evaluation of volatility forecasts in a VaR framework 167
Comparing multivariate volatility forecasts by direct and indirect approaches 166
The Usage of Credit Cards: An Empirical Analysis on Italian Households Panel Data 165
Temporal aggregation and closure of VARMA models. Some new results 164
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 159
Properties of SETARMA predictors generated using symmetric and asymmetric loss functions 151
Combining information at different frequencies in multivariate volatility prediction 151
An evaluation study on students’ international mobility experience 148
On the influence of US monetary policy on crude oil price volatility 148
A GMM procedure for combining volatility forecasts 139
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction 137
Evaluation of volatility predictions in a VaR framework 136
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 136
A Threshold Model for the Rainfall-Flow Non-Linearity 133
The threshold ARMA model and its autocorrelation function 128
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 127
Forecast density of regimes switching conditional heteroskedastic models 126
Non-Linear Dynamics and Evaluation of Forecasts using High-Frequency Time Series 124
A note on the invertibility of the threshold moving average model 123
Regimes switching and asymmetries in financial time series 122
CORPORATE FINANCIAL DISTRESS IN THE EUROPEAN CONSTRUCTION INDUSTRY: A LOGIT APPROACH 121
The exact multi-step ahead predictor of Threshold Autoregressive Moving Average models 120
Modeling the Number Of Credit Cards Held by Italian Households: A Panel Data Approach 119
Self-Assessment and Career Choices: A Multivariate Analysis for the University of Salerno. 118
Variable selection in forecasting models for corporate bankruptcy 118
Self-Assessment and Career Choices: an On-Line Resource for the University of Salerno 116
Dynamic Statistical Models for Bankruptcy Prediction of Italian Firms 116
Dynamic Statistical Models for Corporate Failure Prediction in Italy (Vol. 8, n.8) 115
A Thick Modeling Approach to Multivariate Volatility Prediction 115
Financial time series and nonlinear models 114
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 113
Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain 113
Predictors distribution and forecast accuracy of threshold models 112
Variable selection in default risk models 111
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 110
Multi-step SETARMA predictors in the analysis of hydrological time series 110
Financial time series and nonlinear models 108
Forecasting corporate bankruptcy: empirical evidence on Italian data 108
Governing Human Relations to Promote Local Service Systems in Processes of Internazionalization 108
Combination of multivariate volatility forecasts 107
Forecasting corporate bankruptcy: an empirical analysis on industrial firms in Campania 107
Variable selection in competing risks model 107
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction 107
Tax Policy and Firms’ Financial Choices: Empirical Evidence from the Dominican Republic 105
The exact multi-step ahead predictor of threshold autoregressive moving average models 104
The Exact Multi-Step ahead Predictor of Threshold Autoregressive Moving Averege Models 104
Combining Multivariate Volatility Models 102
A Model Confidence Set approach to the combination of multivariate volatility forecasts 102
Financial and Economic Effects of subsidies to investments 101
Threshold Moving Average Models Invertibility 101
The moments of SETARMA models and their interpretation 100
Factors Driving the Credit Card Ownership in Italy 100
CFEnetwork: The Annals of Computational and Financial Econometrics 99
Parametric and npn-parametric methods in non linear time series analysis: a critical evaluation 98
Comparison of different procedures for combining high-dimensional multivariate volatility forecasts 97
Predictive Distributions of Nonlinear Time Series Models 96
The use of electronic banking services in Italy: The case of credit cards 95
“Analisi della domanda: obiettivi e metodi” 90
Parametric and Non-Parametric Methods in Non-linear Time Series Analysis: a Critical evaluation 90
Inference in threshold autoregressive conditional heteroscedastic models: a resampling approach 88
Optimal Cut-off Points for Multiple Causes of Business Failure Models 87
The moments of SETARMA models 86
Least squares predictors for threshold models: properties and forecast evaluation 86
Analisi dei dati di Sopravvivenza 86
IL TEST DI AUTOVALUTAZIONE DELL’UNIVERSITÀ DI SALERNO.VALIDAZIONE E RISTRUTTURAZIONE DELLO STRUMENTO A QUATTRO ANNI DALLA PRIMA PUBBLICAZIONE ON LINE 85
Variable selection in forecasting models for default risk 85
Concepts of and tools for nonlinear time-series modelling 84
Modelling Asymmetries in Unemployment Rate 84
Special Issue on Nonlinear Modelling and Financial Econometrics Editorial 83
FORECASTING MODELS FOR DEFAULT RISK.AN EMPIRICAL ANALYSIS ON INDUSTRIAL FIRMS IN CAMPANIA 83
Orientarsi per scegliere: uno strumento di supportoon line per la scelta delle carriere 83
Modelli non lineari e previsioni in tempo reale 82
Totale 21.189
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Categoria #
all - tutte 54.955
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 54.955
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021787 0 0 0 0 123 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
2025/202611.242 3.296 4.319 3.008 237 382 0 0 0 0 0 0 0
Totale 23.363