Alessandra Amendola

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Combining information at different frequencies in multivariate volatility prediction	2020-07-08	Paper
Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction	2019-02-08	Paper
An Empirical Comparison of Variable Selection Methods in Competing Risks Model Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction Journal of Forecasting	2018-10-12	Paper
Statistical Properties of Threshold Models Communications in Statistics: Theory and Methods	2009-09-18	Paper
A GMM procedure for combining volatility forecasts Computational Statistics and Data Analysis	2009-06-12	Paper
Non-linear dynamics in the industrial production index	2008-05-14	Paper
Least squares predictors for threshold models: properties and forecast evaluation	2008-03-20	Paper
The autocorrelation function in SETARMA models	2007-07-18	Paper
The moments of SETARMA models Statistics & Probability Letters	2006-04-28	Paper
A nonlinear time series approach to modelling asymmetry in stock market indexes Statistical Methods and Applications	2005-03-03	Paper
Predictor distribution and forecast accuracy of threshold models Statistical Methods and Applications	2005-03-03	Paper

Research outcomes over time

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