Raffaele Mattera

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Affiliations

• Università degli Studi di Napoli - "Federico II" / Dipartimento di Scienze Economiche e Statistiche
  • EDIRC entry
  • location:

Research profile

author of:

• Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (RePEc:arx:papers:2004.11674)
  by Roy Cerqueti & Massimiliano Giacalone & Raffaele Mattera
• Network log-ARCH models for forecasting stock market volatility (RePEc:arx:papers:2303.11064)
  by Raffaele Mattera & Philipp Otto
• Are African business cycles synchronized? Evidence from spatio-temporal modeling (RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973)
  by Mattera, Raffaele & Franses, Philip Hans
• Well-being analysis of Italian provinces with spatial principal components (RePEc:eee:soceps:v:84:y:2022:i:c:s0038012122001720)
  by Giacalone, Massimiliano & Mattera, Raffaele & Nissi, Eugenia
• Weighted score-driven fuzzy clustering of time series with a financial application (RePEc:hal:journl:hal-03789065)
  by Roy Cerqueti & L. de Giovanni & P. d'Urso & M. Giacalone & R. Mattera
• Model-based fuzzy time series clustering of conditional higher moments (RePEc:hal:journl:hal-03789115)
  by Roy Cerqueti & M. Giacalone & R. Mattera
• Fuzzy clustering of time series with time-varying memory (RePEc:hal:journl:hal-04321357)
  by Roy Cerqueti & R. Mattera
• Multiway clustering with time-varying parameters (RePEc:hal:journl:hal-04321377)
  by Roy Cerqueti & Raffaele Mattera & Germana Scepi
• INGARCH-based fuzzy clustering of count time series with a football application (RePEc:hal:journl:hal-04321538)
  by Roy Cerqueti & P. d'Urso & L. de Giovanni & R. Mattera & V. Vitale
• A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends (RePEc:hin:complx:4741566)
  by Juan E. Trinidad Segovia & Fabrizio Di Sciorio & Raffaele Mattera & Maria Spano & Wei Xing Zhou
• A Composite Index for Measuring Stock Market Inefficiency (RePEc:hin:complx:9838850)
  by Raffaele Mattera & Fabrizio Di Sciorio & Juan E. Trinidad-Segovia & Sameh S. Askar
• Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach (RePEc:ite:iteeco:180310)
  by Massimiliano Giacalone & Raffaele Mattera & Carlo Cusatelli
• Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering (RePEc:msh:ebswps:2023-17)
  by George Athanasopoulos & Rob J Hyndman & Raffaele Mattera
• Forecasting binary outcomes in soccer (RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8)
  by Raffaele Mattera
• Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators (RePEc:spr:qualqt:v:52:y:2018:i:4:d:10.1007_s11135-017-0571-y)
  by Massimiliano Giacalone & Demetrio Panarello & Raffaele Mattera
• Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy (RePEc:spr:qualqt:v:54:y:2020:i:1:d:10.1007_s11135-019-00935-0)
  by Massimiliano Giacalone & Raffaele Mattera & Eugenia Nissi
• Mixed frequency composite indicators for measuring public sentiment in the EU (RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9)
  by Raffaele Mattera & Michelangelo Misuraca & Maria Spano & Germana Scepi