Следене
Alessandra AMENDOLA
Alessandra AMENDOLA
Università di Salerno
Потвърден имейл адрес: unisa.it - Начална страница
Заглавие
Позовавания
Позовавания
Година
An analysis of the determinants of financial distress in Italy: A competing risks approach
A Amendola, M Restaino, L Sensini
International Review of Economics & Finance 37, 33-41, 2015
852015
On the asymmetric impact of macro–variables on volatility
A Amendola, V Candila, GM Gallo
Economic Modelling 76, 135-152, 2019
672019
Financial access and household welfare: evidence from Mauritania.
A Amendola, M Boccia, G Mele, L Sensini
58*2016
An evaluation study on students’ international mobility experience
A Amendola, M Restaino
Quality & Quantity 51 (2), 525-544, 2017
532017
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction
A Amendola, F Giordano, ML Parrella, M Restaino
Applied Stochastic Models in Business and Industry 33 (4), 355-368, 2017
472017
Forecasting corporate bankruptcy: empirical evidence on Italian data
A Amendola, M Bisogno, M Restaino, L Sensini
EuroMed Journal of Business 6 (3), 294-312, 2011
342011
A GMM procedure for combining volatility forecasts
A Amendola, G Storti
Computational Statistics & Data Analysis 52 (6), 3047-3060, 2008
332008
On the influence of US monetary policy on crude oil price volatility
A Amendola, V Candila, A Scognamillo
Empirical Economics 52, 155-178, 2017
312017
A model confidence set approach to the combination of multivariate volatility forecasts
A Amendola, M Braione, V Candila, G Storti
International Journal of Forecasting 36 (3), 873-891, 2020
302020
Model uncertainty and forecast combination in high‐dimensional multivariate volatility prediction
A Amendola, G Storti
Journal of Forecasting 34 (2), 83-91, 2015
292015
Concepts and tools for nonlinear time series modelling
A Amendola, C Francq
Handbook of computational econometrics, 377-427, 2009
252009
Variable selection in default risk models
A Amendola, M Restaino, L Sensini
The Journal of Risk Model Validation 5 (1), 3, 2011
232011
The moments of SETARMA models
A Amendola, M Niglio, C Vitale
Statistics & probability letters 76 (6), 625-633, 2006
222006
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
A Amendola, V Candila, GM Gallo
Econometrics and Statistics 20, 12-28, 2021
182021
Evaluation of volatility predictions in a VaR framework
A Amendola, V Candila
Quantitative Finance 16 (5), 695-709, 2016
182016
Corporate governance, investment, profitability and insolvency risk: Evidence from Italy
A Amendola, V Candila, L Sensini, G Storti
Advances in Management and Applied Economics 4 (10), 185-202, 2020
162020
Tax policy and firms’ financing decisions: Empirical evidence from the Dominican Republic
A Amendola, M Boccia, G Mele, L Sensini
WSEAS Transactions on Business and Economics 18, 732-749, 2021
132021
Comparing multivariate volatility forecasts by direct and indirect approaches
A Amendola, V Candila
Journal of Risk, 2017
122017
Corporate financial distress and bankruptcy: A comparative analysis in France, Italy and Spain
A Amendola, M Restaino, L Sensini
6th Annual Conference of the EuroMed Academy of Business, 2013
122013
Multi-step SETARMA predictors in the analysis of hydrological time series
A Amendola, M Niglio, C Vitale
Physics and Chemistry of the Earth, Parts A/B/C 31 (18), 1118-1126, 2006
122006
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