Alessandra AMENDOLA | 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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