Publications

Alessandra AMENDOLA Publications


2008
Contributo in volume (Capitolo o Saggio)
Estimation of Threshold Models with ARMA Regims.
In SIS Atti del Convegno Società Italiana di Statistica Pag.1-4 Roma SIS.
ISBN:9788861290938
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano
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2008
Contributo in volume (Capitolo o Saggio)
Combination of multivariate volatility forecasts.
In AA.VV. Proceedings of the 2008 IASC World Conference Pag.81-90 Japanese Society of Computational Statistics.
ISBN:9784990444518
Amendola, Alessandra; Storti, Giuseppe
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2008
Contributo in volume (Capitolo o Saggio)
Least squares predictors for threshold models: properties and forecast evaluation.
In C. PERNA AND M. SIBILLO EDITORS Mathematical and Statistical Methods for Insurance and Finance Pag.1-9 Springer.
ISBN:9788847007031
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano
Codice identificativo SCOPUS: 2-s2.0-84900639852
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