Massimiliano Giacalone

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All published works

Action	Title	Year	Authors
+ PDF Chat	Optimal forecasting accuracy using Lp-norm combination	2021	Massimiliano Giacalone
+ PDF Chat	Model-based fuzzy time series clustering of conditional higher moments	2021	Roy Cerqueti Massimiliano Giacalone Raffaele Mattera
+	Model-based fuzzy time series clustering of conditional higher moments	2021	Roy Cerqueti Massimiliano Giacalone Raffaele Mattera
+	Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling	2020	Roy Cerqueti Massimiliano Giacalone Raffaele Mattera
+ PDF Chat	Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling	2020	Roy Cerqueti Massimiliano Giacalone Raffaele Mattera
+	A combined method based on kurtosis indexes for estimating p in non-linear Lp-norm regression	2020	Massimiliano Giacalone
+ PDF Chat	Bonferroni-Holm and permutation tests to compare health data: methodological and applicative issues	2018	Massimiliano Giacalone Agata Zirilli Paolo Carmelo Cozzucoli Angela Alibrandi
+	A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation	2018	Roy Cerqueti Massimiliano Giacalone Demetrio Panarello
+	Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators	2017	Massimiliano Giacalone Demetrio Panarello Raffaele Mattera
+	A G.E.D. method for market risk evaluation using a modified Gaussian Copula	2017	Massimiliano Giacalone Demetrio Panarello
+	5A - Estimation and Confidence Intervals	2015	Massimiliano Giacalone
+	A performance comparison of the Lp-norm methods inmulticollinearity situations, supposing a generalized normal distribution errors	2014	Massimiliano Giacalone Paolo Carmelo Cozzucoli
+	An overview on multiple regression models based on permutation tests	2013	Massimiliano Giacalone Angela Alibrandi
+	A Cumulative Proportional Odds Model to Analyze the Influence of Mass Media on Teenagers in Messina	2013	Massimiliano Giacalone Agata Zirilli A. Alibrabdi R. B. Ucchino
+	Permutation tests for regression models estimation	2008	Massimiliano Giacalone Angela Alibrandi
+	Lp-norm estimation: some simulation studies in presence of multicollinearity	2006	Massimiliano Giacalone R. Richiusa
+	Shewhart’s Control Chart: Some Observations	1999	Massimiliano Giacalone
+	Lp-norm estimation for nonlinear regression models	1997	Massimiliano Giacalone

Common Coauthors

Coauthor	Papers Together
Raffaele Mattera	5
Roy Cerqueti	5
Demetrio Panarello	3
Angela Alibrandi	3
Paolo Carmelo Cozzucoli	2
Agata Zirilli	2
A. Alibrabdi	1
R. B. Ucchino	1
R. Richiusa	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling	2020	Roy Cerqueti Massimiliano Giacalone Raffaele Mattera	4
+ PDF Chat	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS	2012	Drew Creal Siem Jan Koopman André Lucas	4
+	Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators	2017	Massimiliano Giacalone Demetrio Panarello Raffaele Mattera	4
+	On the estimation of the structure parameter of a normal distribution of order p	2007	Angelo M. Mineo	3
+ PDF Chat	A new class of asymmetric exponential power densities with applications to economics and finance	2011	Giulio Bottazzi Angelo Secchi	3
+	A Software Tool for the Exponential Power Distribution: The<b>normalp</b>package	2005	Angelo M. Mineo Mariantonietta Ruggieri	3
+	The linear regression model: L<sub>p</sub>norm estimation and the choice of p	1982	Arthur H. Money J. F. Affleck‐Graves Mike Hart G D I Barr	3
+	The Norm-P Estimation of Location, Scale and Simple Linear Regression Parameters	1989	Angelo M. Mineo	3
+	Dissimilarity measures for time trajectories	2000	Pierpaolo D’Urso	2
+	Bayesian Analysis of Stochastic Volatility Models	2002	Éric Jacquier Nicholas G. Polson Peter E. Rossi	2
+	Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution	2003	Adelchi Azzalini Antonella Capitanio	2
+	MOMENTS OF THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION FOR NORMAL SAMPLES	1936	Roy C. Geary	2
+	Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison	2006	Thorsten Thadewald Herbert Büning	2
+	Nonuniqueness of least absolute values regression	1977	H. Leon Harter	2
+ PDF Chat	A new procedure in stock market forecasting based on fuzzy random auto-regression time series model	2018	Riswan Efendi Nureize Arbaiy Mustafa Mat Deris	2
+	Lp-norm estimation: some simulation studies in presence of multicollinearity	2006	Massimiliano Giacalone R. Richiusa	2
+	On the correct use of omnibus tests for normality	1996	Carlos M. Urzúa	2
+	Generalized Autoregressive Moving Average Models	2003	M. Benjamin Robert A. Rigby D. M. Stasinopoulos	2
+ PDF Chat	Some stylized facts of the Bitcoin market	2017	Aurelio F. Bariviera María José Basgall Waldo Hasperué Marcelo Naiouf	2
+ PDF Chat	PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS	2011	Mika Meitz Pentti Saikkonen	2
+	Parameter orthogonality and conditional profile likelihood: the exponential power function case	1999	Gianna Ageò	2
+	Maximum likelihood estimation for the exponential power function parameters	1995	Gianna Agrò	2
+ PDF Chat	Properties and estimation of asymmetric exponential power distribution	2008	Dongming Zhu Victoria Zinde‐Walsh	2
+	A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS	1990	Domenico Piccolo	2
+	Bayesian Inference in Statistical Analysis.	1975	Joseph B. Kadane George E. P. Box George C. Tiao	2
+	Pricing of minimum guarantees in life insurance contracts with fuzzy volatility	2017	Luca Anzilli Gisella Facchinetti Tommaso Pirotti	2
+ PDF Chat	Generalized Autoregressive Score Models in <i>R</i>: The <b>GAS</b> Package	2019	David Ardia Kris Boudt Leopoldo Catania	2
+ PDF Chat	Adjusting for multiple testing when reporting research results: the Bonferroni vs Holm methods.	1996	Mikel Aickin Howard Gensler	1
+	Mathematics of Statistics.	1940	J. H. Curtiss J. F. Kenney	1
+	Testing Marginal Homogeneity Against Stochastic Order in Multivariate Ordinal Data	2008	Bernhard Klingenberg Aldo Solari Luigi Salmaso Fortunato Pesarin	1
+	A review and some new results on permutation testing for multivariate problems	2011	Fortunato Pesarin Luigi Salmaso	1
+	Synchronized permutation tests in replicated designs	2007	Dario Basso Marco Chiarandini Luigi Salmaso	1
+	Clarifying the role of mean centring in multicollinearity of interaction effects	2011	Gwowen Shieh	1
+	Interpretation problems of the partial correlation with nonnormally distributed variables	2012	András Vargha Lars R. Bergman Harold D. Delaney	1
+ PDF Chat	Empirical Determination of the Tolerable Sample Size for Ols Estimator in the Presence of Multicollinearity (&lt;i&gt;ρ&lt;/i&gt;)	2014	Olusegun O. Alabi T.O. Olatayo F. R. Afolabi	1
+	Weighted methods controlling the multiplicity when the number of variables is much higher than the number of observations	2006	Livio Finos Luigi Salmaso	1
+	A Geometric Approach to Compare Variables in a Regression Model	1996	Johan Bring	1
+	A note on the fourth cumulant of a finite mixture distribution	2013	Nicola Loperfido	1
+ PDF Chat	External validation of a Cox prognostic model: principles and methods	2013	Patrick Royston Douglas G. Altman	1
+	Metodi non parametrici per la verifica di ipotesi in indagini multicentriche	2007	Laura Antolini Mario Bolzan Luigi Salmaso	1
+	On Unbiased<i>L<sub>p</sub></i>Regression Estimators	1982	V. A. Sposito	1
+	Ridge Regression: Applications to Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	1
+	The raise method. An alternative procedure to estimate the parameters in presence of collinearity	2010	Catalina Beatriz García García José Garcı́a Pérez José Soto Liria	1
+ PDF Chat	Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models	2013	Gregor Kastner Sylvia Frühwirth‐Schnatter	1
+	The corrected VIF (CVIF)	2010	José Dias Curto José Castro Pinto	1
+	A comparison of forecasts from least absolute value and least squares regression	1986	T. E. Dielman	1
+	Multivariate Prediction with Nonlinear Principal Components Analysis: Theory	2005	J. C. Gower Jörg Blasius	1
+	Finite-sample consistency of combination-based permutation tests with application to repeated measures designs	2009	Fortunato Pesarin Luigi Salmaso	1
+	Why Permutation Tests are Superior to<i>t</i>and<i>F</i>Tests in Biomedical Research	1998	John Ludbrook Hugh Dudley	1
+	A Note Regarding the Condition Number: The Case of Spurious and Latent Multicollinearity	2006	Alexis Lazaridis	1