Alessandra Amendola : Citation Profile


Are you Alessandra Amendola?

Università degli Studi di Salerno

4

H index

1

i10 index

57

Citations

RESEARCH PRODUCTION:

15

Articles

12

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 2
   Journals where Alessandra Amendola has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 3 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam108
   Updated: 2020-09-26    RAS profile: 2020-07-28    
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Relations with other researchers


Works with:

Scognamillo, Antonio (2)

Gallo, Giampiero (2)

Boccia, Marinella (2)

Restaino, Marialuisa (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandra Amendola.

Is cited by:

Caporin, Massimiliano (6)

McAleer, Michael (6)

Clements, Adam (3)

Storti, Giuseppe (2)

Degiannakis, Stavros (2)

Cerqueti, Roy (2)

RAÏSSI, HAMDI (1)

Aastveit, Knut Are (1)

Moura, Guilherme (1)

Adjasi, Charles (1)

Dufrénot, Gilles (1)

Cites to:

Engle, Robert (21)

Bollerslev, Tim (15)

Gallo, Giampiero (11)

Jagannathan, Ravi (10)

Hansen, Peter (8)

Storti, Giuseppe (8)

Granger, Clive (8)

Patton, Andrew (7)

White, Halbert (7)

Brownlees, Christian (7)

Lunde, Asger (6)

Main data


Where Alessandra Amendola has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank2

Recent works citing Alessandra Amendola (2020 and 2019)


YearTitle of citing document
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. (2020). Cerqueti, Roy ; Mattera, Raffaele ; Giacalone, Massimiliano. In: Papers. RePEc:arx:papers:2004.11674.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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2020The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Oroumieh, Kiana Baensaf ; Javad, Seyed Mohammad ; Bajgiran, Bahareh Ramezanian ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-35.

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2019Understanding the economic effects of abnormal weather to mitigate the risk of business failures. (2019). Parnaudeau, Miia ; Bertrand, Jean-Louis. In: Journal of Business Research. RePEc:eee:jbrese:v:98:y:2019:i:c:p:391-402.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). Jareño, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794.

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2019Do Higher Asymmetry Threshold Effects Exist on the Gold Return Volatility during Highly Fluctuating Periods?. (2019). Goo, Yeong-Jia ; Liao, Yu-Hui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4829-:d:264005.

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2019Microfinance et réduction de la pauvreté selon le genre au Mali : un réexamen des données de 2007-2008.. (2019). Koloma, Yaya . In: MPRA Paper. RePEc:pra:mprapa:94745.

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2020Analysing International Student Mobility Flows in Higher Education: A Comparative Study on European Countries. (2020). Primerano, Ilaria ; Vitale, Maria Prosperina ; Restaino, Marialuisa. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:149:y:2020:i:3:d:10.1007_s11205-020-02282-2.

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2019Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value. (2019). Liu, LI ; Wei, YU ; Zhang, Yaojie. In: Quantitative Finance. RePEc:taf:quantf:v:19:y:2019:i:9:p:1425-1438.

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2019Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states.. (2019). Chlebus, Marcin ; Buczyski, Mateusz. In: Working Papers. RePEc:war:wpaper:2019-12.

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2020Combining multivariate volatility forecasts using weighted losses. (2020). Clements, Adam ; Doolan, Mark Bernard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:628-641.

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Works by Alessandra Amendola:


YearTitleTypeCited
2015On the influence of the U.S. monetary policy on the crude oil price volatility In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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2017On the influence of US monetary policy on crude oil price volatility.(2017) In: Empirical Economics.
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This paper has another version. Agregated cites: 3
article
2020Doubly Multiplicative Error Models with Long- and Short-run Components In: Papers.
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paper0
2006Special Issue on Nonlinear Modelling and Financial Econometrics In: Computational Statistics & Data Analysis.
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article3
2008A GMM procedure for combining volatility forecasts In: Computational Statistics & Data Analysis.
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article5
2019On the asymmetric impact of macro–variables on volatility In: Economic Modelling.
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article2
2020A Model Confidence Set approach to the combination of multivariate volatility forecasts In: International Journal of Forecasting.
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article0
2015An analysis of the determinants of financial distress in Italy: A competing risks approach In: International Review of Economics & Finance.
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article5
2006The moments of SETARMA models In: Statistics & Probability Letters.
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article3
2014Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation In: Working Papers - Economics.
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paper0
2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
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paper11
2016Factors Driving the Credit Card Ownership in Italy In: International Business Research.
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article1
2013CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN In: Global Economic Observer.
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article0
2009Concepts and tools for nonlinear time series modelling In: MPRA Paper.
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paper2
2019Fiscal Policies and Firms Performance:A Propensity Score Matching Analysis inDominican Republic In: CELPE Discussion Papers.
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paper0
2001Modelling Asymmetries in Unemployment Rate In: CELPE Discussion Papers.
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paper0
2000A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES In: Computing in Economics and Finance 2000.
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paper4
2002A non-linear time series approach to modelling asymmetry in stock market indexes.(2002) In: Statistical Methods & Applications.
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This paper has another version. Agregated cites: 4
article
2006The combination of volatility forecasts In: Computing in Economics and Finance 2006.
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paper0
2010VARIABLE SELECTION IN FORECASTING MODELS FOR CORPORATE BANKRUPTCY In: Working Papers.
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paper0
2017An evaluation study on students’ international mobility experience In: Quality & Quantity: International Journal of Methodology.
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article1
2004Predictor distribution and forecast accuracy of threshold models In: Statistical Methods & Applications.
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article1
2016Evaluation of volatility predictions in a VaR framework In: Quantitative Finance.
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article2
2016Financial access and household welfare : evidence from Mauritania In: Policy Research Working Paper Series.
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paper3
2018Fiscal incentives and firm performance : evidence from the Dominican Republic In: Policy Research Working Paper Series.
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paper0
2017Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction In: Applied Stochastic Models in Business and Industry.
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article3
2015Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction In: Journal of Forecasting.
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article8

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