3
H index
2
i10 index
44
Citations
Università degli Studi di Napoli - "Federico II" | 3 H index 2 i10 index 44 Citations RESEARCH PRODUCTION: 9 Articles 8 Papers RESEARCH ACTIVITY: 5 years (2018 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2509 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Raffaele Mattera. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Quality & Quantity: International Journal of Methodology | 3 |
Complexity | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 5 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
2023 | Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers || Download paper |
2023 | An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers || Download paper |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper |
2023 | Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514. Full description at Econpapers || Download paper |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper |
2023 | Decarbonising Europe – EU citizens’ perception of renewable energy transition amidst the European Green Deal. (2023). Gatto, Andrea ; Panarello, Demetrio. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522004918. Full description at Econpapers || Download paper |
2023 | The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126. Full description at Econpapers || Download paper |
2023 | A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7. Full description at Econpapers || Download paper |
2023 | Influence of Red and Yellow cards on team performance in elite soccer. (2023). Casals, Marti ; Lago-Peas, Carlos ; Puig, Pedro ; Badiella, Lloren. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04733-0. Full description at Econpapers || Download paper |
2023 | Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8. Full description at Econpapers || Download paper |
2023 | Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2. Full description at Econpapers || Download paper |
2023 | Simultaneous raise regression: a novel approach to combating collinearity in linear regression models. (2023). Varadharajan, R ; Jacob, Jinse. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01557-9. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers. [Full Text][Citation analysis] | paper | 22 |
2023 | Network log-ARCH models for forecasting stock market volatility In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Are African business cycles synchronized? Evidence from spatio-temporal modeling In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2022 | Well-being analysis of Italian provinces with spatial principal components In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] | article | 0 |
2022 | Weighted score-driven fuzzy clustering of time series with a financial application In: Post-Print. [Citation analysis] | paper | 1 |
2021 | Model-based fuzzy time series clustering of conditional higher moments In: Post-Print. [Citation analysis] | paper | 4 |
2023 | Fuzzy clustering of time series with time-varying memory In: Post-Print. [Citation analysis] | paper | 0 |
2022 | Multiway clustering with time-varying parameters In: Post-Print. [Citation analysis] | paper | 0 |
2022 | INGARCH-based fuzzy clustering of count time series with a football application In: Post-Print. [Citation analysis] | paper | 0 |
2022 | A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends In: Complexity. [Full Text][Citation analysis] | article | 0 |
2022 | A Composite Index for Measuring Stock Market Inefficiency In: Complexity. [Full Text][Citation analysis] | article | 1 |
2018 | Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 1 |
2023 | Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Forecasting binary outcomes in soccer In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
2018 | Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 10 |
2020 | Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 2 |
2023 | Mixed frequency composite indicators for measuring public sentiment in the EU In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
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