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 | 49 | 2018 |
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling R Cerqueti, M Giacalone, R Mattera Information Sciences 527, 1-26, 2020 | 44 | 2020 |
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 | 21 | 2021 |
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 | 12 | 2022 |
Forecasting binary outcomes in soccer R Mattera Annals of Operations Research, 1-20, 2021 | 8 | 2021 |
Distribution-based entropy weighting custering of skewed and heavy tailed time series R Mattera, M Giacalone, K Gibert Symmetry 13 (6), 959, 2021 | 7 | 2021 |
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 | 7 | 2020 |
Alternative distribution based garch models for bitcoin volatility estimation R Mattera, M Giacalone The Empirical Economics Letters 17 (11), 1283-1288, 2018 | 6 | 2018 |
Option Pricing Under Multifractional Process and Long-Range Dependence R Mattera, F Di Sciorio Fluctuation and Noise Letters, 2150008, 2021 | 5 | 2021 |
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 | 4 | 2018 |
Well-being analysis of Italian provinces with spatial principal components M Giacalone, R Mattera, E Nissi Socio-Economic Planning Sciences 84, 101377, 2022 | 3 | 2022 |
A weighted approach for spatio-temporal clustering of covid-19 spread in Italy R Mattera Spatial and Spatio-temporal Epidemiology 41, 100500, 2022 | 3 | 2022 |
A Composite Index for Measuring Stock Market Inefficiency R Mattera, F Di Sciorio, JE Trinidad-Segovia Complexity 2022, 1-13, 2022 | 3 | 2022 |
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 | 3 | 2022 |
Fuzzy clustering of time series with time-varying memory R Cerqueti, R Mattera International Journal of Approximate Reasoning 153, 193-218, 2023 | 2 | 2023 |
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 | 2 | 2022 |
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 | 2 | 2020 |
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 | 2 | 2019 |
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 | 2 | 2019 |
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 | 1 | 2023 |