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	1	1	1	2	1	1	1	13
A new proposal for the construction of a multi-period/multilateral price index	1	1	2	20	1	1	3	29
An econometric analysis of the Italian cultural supply	0	0	0	3	0	0	0	24
Bootstrap Cointegration Tests in ARDL Models	0	0	2	43	1	2	6	21
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem	0	0	0	31	0	1	2	19
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions	0	0	0	26	0	1	2	40
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects	1	4	27	75	4	10	62	151
Modeling Portfolios with Leptokurtic and Dependent Risk Factors	0	0	0	2	2	2	2	11
Total Working Papers	3	6	32	202	9	18	78	308

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	1	5	0	0	1	12
A new price index for multi-period and multilateral comparisons	0	0	0	1	1	3	5	7
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union	0	1	3	11	1	2	7	35
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	0	4	10	14	2	12	50	79
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling	0	0	0	2	0	0	1	63
EU electricity market integration and cross-country convergence in residential and industrial end-user prices	1	1	4	9	1	4	9	25
Forecasting in GARCH models with polynomially modified innovations	0	0	1	7	0	0	2	26
Gram–Charlier-like expansions of power-raised hyperbolic secant laws	0	0	0	9	1	1	1	18
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	0	12	0	1	1	29
Kurtosis-based risk parity: methodology and portfolio effects	0	1	6	9	1	4	16	23
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation	0	0	1	1	0	1	5	9
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns	0	0	0	1	0	0	1	5
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	1	1	1	2	1	2	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	0	0	5
The determinants of Italian firms’ technological competencies and capabilities	0	0	0	14	1	1	1	48
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	0	0	0	14	1	2	3	73
Value at risk and expected shortfall based on Gram-Charlier-like expansions	1	1	2	32	2	3	5	99
Total Journal Articles	3	9	29	163	12	36	112	691

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	2	2	3	13
Total Books	0	0	0	0	2	2	3	13

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Statistics updated 2025-03-03