Publications

Alessandra AMENDOLA Publications


2014
Recensione in rivista
CFEnetwork: The Annals of Computational and Financial Econometrics
COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 76. Pag.1-3
ISSN:0167-9473.
Erricos J., Kontoghiorghes; Herman K., Van Dijk; David A., Belsley; Tim, Bollerslev; Francis X., Diebold; Jean Marie, Dufour; Robert, Engle; Andrew, Harvey; Siem Jan, Koopman; Hashem, Pesaran; Peter C. B., Phillips; Richard J., Smith; Mike, West; Qiwei, Yao; Amendola, Alessandra; Monica, Billio; Cathy W. S., Chen; Carl, Chiarella; Ana, Colubi; Manfred, Deistler; Christian, Francq; Marc, Hallin; Eric, Jacquier; Kenneth, Judd; Gary, Koop; Helmut, Lütkepohl; James G., Mackinnon; Stefan, Mittnik; Yasuhiro, Omori; D. S. G., Pollock; Tommaso, Proietti; Jeroen V. K., Rombouts; Olivier, Scaillet; Willi, Semmler; Mike K. P., So; Mark, Steel; Robert, Taylor; Elias, Tzavalis; Jean Michel, Zakoian; H., Peter Boswijk; Alessandra, Luati; John, Maheu
Digital Object Identifier (DOI): 10.1016/j.csda.2014.04.006
Codice identificativo ISI: WOS:000337771800001
Codice identificativo SCOPUS: 2-s2.0-84901451542
Show it in Product Database (IRIS)
2008
Recensione in rivista
Editorial Special Issue on Statistical and Computational Methods in Finance
COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 52. Pag.2842-2845
ISSN:0167-9473.
Amendola, Alessandra; Belsley, D; Kontoghiorghes, E. J.; VAN DIJK, H; Omori, Y; Zivot, E.
Digital Object Identifier (DOI): 10.1016/j.csda.2007.12.010
Codice identificativo ISI: WOS:000254422400001
Codice identificativo SCOPUS: 2-s2.0-39149108459
Show it in Product Database (IRIS)
2006
Recensione in rivista
Special Issue on Nonlinear Modelling and Financial Econometrics Editorial
COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 51. Pag.2015-2017
ISSN:0167-9473.
Amendola, Alessandra; Francq, C; Koopman, S. J.
Digital Object Identifier (DOI): 10.1016/j.csda.2006.09.022
Codice identificativo ISI: WOS:000242875600001
Codice identificativo SCOPUS: 2-s2.0-33750999916
Show it in Product Database (IRIS)