Details about Raffaele Mattera

Access statistics for papers by Raffaele Mattera.

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

Short-id: pma2509

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 View citations (1)
3. Network log-ARCH models for forecasting stock market volatility
   Papers, arXiv.org View citations (2)

2022

4. INGARCH-based fuzzy clustering of count time series with a football application
   Post-Print, HAL View citations (3)
5. Multiway clustering with time-varying parameters
   Post-Print, HAL
6. Weighted score-driven fuzzy clustering of time series with a financial application
   Post-Print, HAL View citations (4)

2021

7. Model-based fuzzy time series clustering of conditional higher moments
   Post-Print, HAL View citations (8)

2020

8. Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
   Papers, arXiv.org View citations (26)

Journal Articles

2023

1. Are African business cycles synchronized? Evidence from spatio-temporal modeling
   Economic Modelling, 2023, 128, (C) View citations (4)
2. Forecasting binary outcomes in soccer
   Annals of Operations Research, 2023, 325, (1), 115-134 View citations (5)
3. Mixed frequency composite indicators for measuring public sentiment in the EU
   Quality & Quantity: International Journal of Methodology, 2023, 57, (3), 2357-2382 View citations (2)

2022

4. A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
   Complexity, 2022, 2022, 1-11 View citations (3)
5. A Composite Index for Measuring Stock Market Inefficiency
   Complexity, 2022, 2022, 1-13 View citations (3)
6. Well-being analysis of Italian provinces with spatial principal components
   Socio-Economic Planning Sciences, 2022, 84, (C) View citations (4)

2020

7. 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 View citations (3)

2018

8. 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 View citations (1)
9. Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
   Quality & Quantity: International Journal of Methodology, 2018, 52, (4), 1831-1859 View citations (15)