Details about Raffaele Mattera

Access statistics for papers by Raffaele Mattera.

Last updated 2024-01-06. 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
3. Network log-ARCH models for forecasting stock market volatility
   Papers, arXiv.org View citations (1)

2022

4. INGARCH-based fuzzy clustering of count time series with a football application
   Post-Print, HAL
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 (1)

2021

7. Model-based fuzzy time series clustering of conditional higher moments
   Post-Print, HAL View citations (4)

2020

8. Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
   Papers, arXiv.org View citations (24)

Journal Articles

2023

1. Are African business cycles synchronized? Evidence from spatio-temporal modeling
   Economic Modelling, 2023, 128, (C) View citations (1)
2. Forecasting binary outcomes in soccer
   Annals of Operations Research, 2023, 325, (1), 115-134 View citations (2)
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 (1)

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 (1)
5. A Composite Index for Measuring Stock Market Inefficiency
   Complexity, 2022, 2022, 1-13 View citations (1)
6. Well-being analysis of Italian provinces with spatial principal components
   Socio-Economic Planning Sciences, 2022, 84, (C) View citations (1)

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 (2)

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 (13)