| An analysis of the determinants of financial distress in Italy: A competing risks approach A Amendola, M Restaino, L Sensini International Review of Economics & Finance 37, 33-41, 2015 | 85 | 2015 |
| On the asymmetric impact of macro–variables on volatility A Amendola, V Candila, GM Gallo Economic Modelling 76, 135-152, 2019 | 63 | 2019 |
| Financial access and household welfare: evidence from Mauritania A Amendola, M Boccia, G Mele, L Sensini The World Bank, 2016 | 61* | 2016 |
| An evaluation study on students’ international mobility experience A Amendola, M Restaino Quality & Quantity 51, 525-544, 2017 | 53 | 2017 |
| Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction A Amendola, F Giordano, ML Parrella, M Restaino Applied Stochastic Models in Business and Industry 33 (4), 355-368, 2017 | 46 | 2017 |
| A GMM procedure for combining volatility forecasts A Amendola, G Storti Computational Statistics & Data Analysis 52 (6), 3047-3060, 2008 | 33 | 2008 |
| Forecasting corporate bankruptcy: empirical evidence on Italian data A Amendola, M Bisogno, M Restaino, L Sensini EuroMed Journal of Business 6 (3), 294-312, 2011 | 31 | 2011 |
| On the influence of US monetary policy on crude oil price volatility A Amendola, V Candila, A Scognamillo Empirical Economics 52, 155-178, 2017 | 30 | 2017 |
| Model uncertainty and forecast combination in high‐dimensional multivariate volatility prediction A Amendola, G Storti Journal of Forecasting 34 (2), 83-91, 2015 | 29 | 2015 |
| A model confidence set approach to the combination of multivariate volatility forecasts A Amendola, M Braione, V Candila, G Storti International Journal of Forecasting 36 (3), 873-891, 2020 | 27 | 2020 |
| Variable selection in default risk models A Amendola, M Restaino, L Sensini The Journal of Risk Model Validation 5 (1), 3, 2011 | 23 | 2011 |
| Concepts and tools for nonlinear time series modelling A Amendola, C Francq Handbook of computational econometrics, 377-427, 2009 | 23 | 2009 |
| The moments of SETARMA models A Amendola, M Niglio, C Vitale Statistics & probability letters 76 (6), 625-633, 2006 | 21 | 2006 |
| Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model A Amendola, V Candila, GM Gallo Econometrics and Statistics 20, 12-28, 2021 | 17 | 2021 |
| Evaluation of volatility predictions in a VaR framework A Amendola, V Candila Quantitative Finance 16 (5), 695-709, 2016 | 17 | 2016 |
| Corporate governance, investment, profitability and insolvency risk: Evidence from Italy A Amendola, V Candila, L Sensini, G Storti Advances in Management and Applied Economics 4 (10), 185-202, 2020 | 16 | 2020 |
| Tax policy and firms’ financing decisions: Empirical evidence from the Dominican Republic A Amendola, M Boccia, G Mele, L Sensini WSEAS Transactions on Business and Economics 18, 732-749, 2021 | 14 | 2021 |
| Comparing multivariate volatility forecasts by direct and indirect approaches A Amendola, V Candila Journal of Risk 19 (6), 2017 | 12 | 2017 |
| Corporate financial distress and bankruptcy: A comparative analysis in France, Italy and Spain A Amendola, M Restaino, L Sensini 6th Annual Conference of the EuroMed Academy of Business, 2013 | 12 | 2013 |
| Multi-step SETARMA predictors in the analysis of hydrological time series A Amendola, M Niglio, C Vitale Physics and Chemistry of the Earth, Parts A/B/C 31 (18), 1118-1126, 2006 | 12 | 2006 |
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