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Details about Raffaele Mattera

Workplace:Dipartimento di Scienze Economiche e Statistiche (Department of Economics and Statistics), Università degli Studi di Napoli - "Federico II" (Federico II University of Naples), (more information at EDIRC)

Access statistics for papers by Raffaele Mattera.

Last updated 2025-02-18. Update your information in the RePEc Author Service.

Short-id: pma2509


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Working Papers

2023

  1. Fuzzy clustering of time series with time-varying memory
    Post-Print, HAL View citations (2)
  2. Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  3. Network log-ARCH models for forecasting stock market volatility
    Papers, arXiv.org Downloads View citations (1)

2022

  1. INGARCH-based fuzzy clustering of count time series with a football application
    Post-Print, HAL
  2. Multiway clustering with time-varying parameters
    Post-Print, HAL
  3. Weighted score-driven fuzzy clustering of time series with a financial application
    Post-Print, HAL View citations (2)

2021

  1. Model-based fuzzy time series clustering of conditional higher moments
    Post-Print, HAL View citations (7)

2020

  1. Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
    Papers, arXiv.org Downloads View citations (25)

Journal Articles

2023

  1. Are African business cycles synchronized? Evidence from spatio-temporal modeling
    Economic Modelling, 2023, 128, (C) Downloads View citations (1)
  2. Forecasting binary outcomes in soccer
    Annals of Operations Research, 2023, 325, (1), 115-134 Downloads View citations (3)
  3. Mixed frequency composite indicators for measuring public sentiment in the EU
    Quality & Quantity: International Journal of Methodology, 2023, 57, (3), 2357-2382 Downloads View citations (2)

2022

  1. A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
    Complexity, 2022, 2022, 1-11 Downloads View citations (1)
  2. A Composite Index for Measuring Stock Market Inefficiency
    Complexity, 2022, 2022, 1-13 Downloads View citations (1)
  3. Well-being analysis of Italian provinces with spatial principal components
    Socio-Economic Planning Sciences, 2022, 84, (C) Downloads View citations (3)

2020

  1. Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
    Quality & Quantity: International Journal of Methodology, 2020, 54, (1), 67-84 Downloads View citations (3)

2018

  1. Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach
    RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2018, 72, (3), 125-148 Downloads View citations (1)
  2. Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
    Quality & Quantity: International Journal of Methodology, 2018, 52, (4), 1831-1859 Downloads View citations (15)
 
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