Alessandra Amendola, PhD in statistics, is professor of statistics at the Department of Economics and Statistics, University of Salerno (Italy). Coordinator of the PhD in economics and policies of markets and enterprises, Director of the Master MEFiRM and Chair of the Research Centre StatLab. Elected member International Statistical Institute (ISI), she is an affiliate of various scientific association in which she has also acted as a board member: ERS- IASC; ERCIM WG CMStatistics; SIS, SiDE. She is an associate editor for Econometrics and Statistics. Her main research interests are nonlinear time series, forecast evaluation, financial econometrics, and risk management. She has published several papers in international journals.