Access Statistics for Maria Grazia Zoia

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Novel Multi-Period and Multilateral Price Index	0	1	1	2	0	1	1	13
A new proposal for the construction of a multi-period/multilateral price index	0	1	1	20	0	1	2	29
An econometric analysis of the Italian cultural supply	0	0	0	3	0	0	0	24
Bootstrap Cointegration Tests in ARDL Models	0	1	2	44	0	2	6	22
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem	0	0	0	31	0	0	1	19
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions	0	0	0	26	0	0	2	40
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects	2	3	23	77	6	10	48	157
Modeling Portfolios with Leptokurtic and Dependent Risk Factors	0	0	0	2	0	2	2	11
Total Working Papers	2	6	27	205	6	16	62	315

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	0	0	0	5	0	0	0	12
A new price index for multi-period and multilateral comparisons	0	0	0	1	1	3	5	9
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union	0	1	4	12	0	3	8	37
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains	0	0	0	0	0	0	1	12
Band-limited component estimation in time-limited economic series	0	0	0	5	0	0	0	25
Bootstrap cointegration tests in ARDL models	1	1	11	15	2	7	44	84
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling	0	0	0	2	0	0	0	63
EU electricity market integration and cross-country convergence in residential and industrial end-user prices	0	1	4	9	2	4	11	28
Forecasting in GARCH models with polynomially modified innovations	1	2	3	9	1	2	4	28
Gram–Charlier-like expansions of power-raised hyperbolic secant laws	0	0	0	9	0	1	1	18
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	1	1	13	1	2	3	31
Kurtosis-based risk parity: methodology and portfolio effects	0	0	4	9	0	1	13	23
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation	0	0	0	1	0	0	4	9
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns	0	0	0	1	0	0	0	5
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	0	1	1	2	0	1	2	14
New insights into best linear unbiased estimation and the optimality of least-squares	0	0	0	7	0	0	0	43
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS	0	0	0	8	0	0	1	41
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence	0	0	0	0	0	1	1	6
The determinants of Italian firms’ technological competencies and capabilities	0	0	0	14	1	2	2	49
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	0	0	0	14	0	1	3	73
Value at risk and expected shortfall based on Gram-Charlier-like expansions	0	2	3	33	1	5	7	102
Total Journal Articles	2	9	31	169	9	33	110	712

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Topics in Dynamic Model Analysis	0	0	0	0	0	2	3	13
Total Books	0	0	0	0	0	2	3	13

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Statistics updated 2025-05-12