IDEAS home Printed from
MyIDEAS: Login to follow this author

Alessandra Amendola

This is information that was supplied by Alessandra Amendola in registering through RePEc. If you are Alessandra Amendola , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Alessandra
Middle Name:
Last Name:Amendola
RePEc Short-ID:pam108
Postal Address:
Location: Fisciano, Italy
Phone: 089-963132
Fax: 089-962049
Postal: Via Ponte Don Melillo - 84084 Fisciano (SA)
Handle: RePEc:edi:dssalit (more details at EDIRC)
in new window

  1. Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2014. "Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation," Working Papers - Economics wp2014_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2010. "Variable Selection In Forecasting Models For Corporate Bankruptcy," Working Papers 3_216, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
  3. Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Amendola, Alessandra & Christian, Francq, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany.
  5. Alessandra Amendola & Giuseppe Storti, 2006. "The combination of volatility forecasts," Computing in Economics and Finance 2006 496, Society for Computational Economics.
  6. Alessandra Amendola, 2001. "Modelling Asymmetries in Unemployment Rate," CELPE Discussion Papers 60, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  7. Giuseppe Storti & Alessandra Amendola, 2000. "A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes," Computing in Economics and Finance 2000 97, Society for Computational Economics.
  1. Alessandra Amendola & Giuseppe Storti, 2015. "Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 83-91, 03.
  2. Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca, 2015. "An analysis of the determinants of financial distress in Italy: A competing risks approach," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 33-41.
  3. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2013. "Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 1(2), pages 131-142, November.
  4. Amendola, Alessandra & Storti, Giuseppe, 2008. "A GMM procedure for combining volatility forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3047-3060, February.
  5. Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo, 2006. "The moments of SETARMA models," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 625-633, March.
  6. Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan, 2006. "Special Issue on Nonlinear Modelling and Financial Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2115-2117, December.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2014-10-22. Author is listed
  2. NEP-ECM: Econometrics (2) 2009-04-18 2009-05-16. Author is listed
  3. NEP-ENE: Energy Economics (1) 2014-10-22. Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2009-04-18 2009-05-16. Author is listed
  5. NEP-FOR: Forecasting (2) 2009-04-18 2009-05-16. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2014-10-22. Author is listed
  7. NEP-MON: Monetary Economics (1) 2014-10-22. Author is listed
  8. NEP-ORE: Operations Research (2) 2009-04-18 2009-05-16. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alessandra Amendola should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.