Alessandra AMENDOLA | Pubblicazioni
Alessandra AMENDOLA Pubblicazioni
| 2020 | |
| Articolo in rivista | |
| A Model Confidence Set approach to the combination of multivariate volatility forecasts INTERNATIONAL JOURNAL OF FORECASTING. Pag.1-19 ISSN:0169-2070. | |
| Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela | |
| Digital Object Identifier (DOI): 10.1016/j.ijforecast.2019.10.001 Codice identificativo ISI: WOS:000539339300008 Codice identificativo SCOPUS: 2-s2.0-85079527132 | |
| Visualizza sul Database dei Prodotti (IRIS) |
| 2020 | |
| Articolo in rivista | |
| Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS. Vol. 10. Pag.185-202 ISSN:1792-7544. | |
| Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
| Visualizza sul Database dei Prodotti (IRIS) |
| 2020 | |
| Articolo in rivista | |
| Energy and non–energy Commodities: Spillover Effects on African Stock Markets JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS. Vol. 9. Pag.91-115 ISSN:2241-0384. | |
| Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Gallo, Giampiero M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.47260/jsem/vol947 | |
| Visualizza sul Database dei Prodotti (IRIS) |
| 2020 | |
| Articolo in rivista | |
| Comparing the Performances of GARCH-type Models in Capturing Cryptocurrencies Volatility WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS. Vol. 17. Pag.646-655 ISSN:1109-9526. | |
| Amendola, Alessandra; Sensini, Luca | |
| Versione online | |
| Digital Object Identifier (DOI): 10.37394/23207.2020.17.62 Codice identificativo SCOPUS: 2-s2.0-85086665261 | |
| Visualizza sul Database dei Prodotti (IRIS) |
| 2020 | |
| Articolo in rivista | |
| Fiscal Policies and Performance: Evidence from Dominican Republic firms JOURNAL OF APPLIED FINANCE & BANKING. Vol. 10. Pag.299-313 ISSN:1792-6580. | |
| Amendola, Alessandra; Boccia, Marinella; Mele, Gianluca; Sensini, Luca | |
| Visualizza sul Database dei Prodotti (IRIS) |
187329Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms
| 2020 | |
| Articolo in rivista | |
| Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE. Vol. 11. Pag.32-42 ISSN:2219-1933. | |
| Amendola, Alessandra; Storti, Giuseppe; Sensini, Luca; Candila, Vincenzo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.30845/ijbss.v11n6a3 | |
| Visualizza sul Database dei Prodotti (IRIS) |
| 2020 | |
| Contributo in Atti di convegno | |
| Double Asymmetric GARCH-MIDAS model - new insights and results. In: Book of short papers - SIS 2020 Pearson Pag.927-932 ISBN:9788891910776 | |
| 50th Scientific Meeting of the Italian Statistical Society Pisa, Italy June 23, 2021 – June 25, 2021 | |
| Amendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M. | |
| Visualizza sul Database dei Prodotti (IRIS) |
192163Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model. In La Rocca, Michele, Liseo, Brunero, Salmaso, Luigi Nonparametric Statistics Pag.25-33 Cham Springer. ISBN:978-3-030-57305-8 ISSN:2194-1009. | |
| Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero | |
| Digital Object Identifier (DOI): https://doi.org/10.1007/978-3-030-57306-5 Codice identificativo SCOPUS: 2-s2.0-85097268943 | |
| Visualizza sul Database dei Prodotti (IRIS) |
