Segui
Raffaele Mattera
Titolo
Citata da
Citata da
Anno
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
M Giacalone, D Panarello, R Mattera
Quality & Quantity 52 (4), 1831-1859, 2018
492018
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
R Cerqueti, M Giacalone, R Mattera
Information Sciences 527, 1-26, 2020
442020
Model-based fuzzy time series clustering of conditional higher moments
R Cerqueti, M Giacalone, R Mattera
International Journal of Approximate Reasoning 134, 34-52, 2021
212021
Weighted score-driven fuzzy clustering of time series with a financial application
R Cerqueti, P D’Urso, L De Giovanni, M Giacalone, R Mattera
Expert Systems with Applications 198, 116752, 2022
122022
Forecasting binary outcomes in soccer
R Mattera
Annals of Operations Research, 1-20, 2021
82021
Distribution-based entropy weighting custering of skewed and heavy tailed time series
R Mattera, M Giacalone, K Gibert
Symmetry 13 (6), 959, 2021
72021
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
M Giacalone, R Mattera, E Nissi
Quality & Quantity 54 (1), 67-84, 2020
72020
Alternative distribution based garch models for bitcoin volatility estimation
R Mattera, M Giacalone
The Empirical Economics Letters 17 (11), 1283-1288, 2018
62018
Option Pricing Under Multifractional Process and Long-Range Dependence
R Mattera, F Di Sciorio
Fluctuation and Noise Letters, 2150008, 2021
52021
Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach
M Giacalone, R Mattera, C Cusatelli
Rivista Italiana di Economia Demografia e Statistica 72 (3), 125-148, 2018
42018
Well-being analysis of Italian provinces with spatial principal components
M Giacalone, R Mattera, E Nissi
Socio-Economic Planning Sciences 84, 101377, 2022
32022
A weighted approach for spatio-temporal clustering of covid-19 spread in Italy
R Mattera
Spatial and Spatio-temporal Epidemiology 41, 100500, 2022
32022
A Composite Index for Measuring Stock Market Inefficiency
R Mattera, F Di Sciorio, JE Trinidad-Segovia
Complexity 2022, 1-13, 2022
32022
INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application
R Cerqueti, P D’Urso, L De Giovanni, R Mattera, V Vitale
Machine Learning with Applications, 1-31, 2022
32022
Fuzzy clustering of time series with time-varying memory
R Cerqueti, R Mattera
International Journal of Approximate Reasoning 153, 193-218, 2023
22023
Clustering of financial time series: a bibliometric analysis
R Mattera, M Misuraca, G Scepi, M Spano
Proceedings of the 16th International Conference on Statistical Analysis of …, 2022
22022
Nowcasting GDP using mixed-frequency based composite confidence indicators
M Carannante, R Mattera, M Misuraca, G Scepi, M Spano
Book of Short Papers SIS 2020, 981-986, 2020
22020
Improving volatility forecasts with GED-GARCH model: Evidence from US stock market
M Giacalone, R Mattera, PC Cozzucoli
The Empirical Economics Letters 18 (7), 785-791, 2019
22019
Education and migration: the mobility dynamics of Italian graduates
M Giacalone, R Mattera, D Panarello
Statistica Applicata-Italian Journal of Applied Statistics, 143-156, 2019
22019
Mixed frequency composite indicators for measuring public sentiment in the EU
R Mattera, M Misuraca, M Spano, G Scepi
Quality & Quantity 57 (3), 2357-2382, 2023
12023
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20