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	0	1	2	0	0	1	13
A new proposal for the construction of a multi-period/multilateral price index	0	0	1	20	1	1	2	30
An econometric analysis of the Italian cultural supply	0	0	0	3	0	0	0	24
Bootstrap Cointegration Tests in ARDL Models	0	1	3	45	0	1	6	23
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem	0	0	0	31	1	1	2	20
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions	0	0	0	26	0	0	1	40
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects	0	2	17	77	0	9	42	160
Modeling Portfolios with Leptokurtic and Dependent Risk Factors	0	0	0	2	0	0	2	11
Total Working Papers	0	3	22	206	2	12	56	321

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	0	1	5	9
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union	0	0	3	12	0	0	6	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	0	2	9	16	3	8	45	90
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	0	3	9	0	3	11	29
Forecasting in GARCH models with polynomially modified innovations	0	1	3	9	0	1	4	28
Gram–Charlier-like expansions of power-raised hyperbolic secant laws	0	0	0	9	0	0	1	18
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	1	13	0	1	3	31
Kurtosis-based risk parity: methodology and portfolio effects	0	0	4	9	1	2	13	25
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation	0	0	0	1	1	2	6	11
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	0	1	2	1	1	3	15
New insights into best linear unbiased estimation and the optimality of least-squares	0	0	0	7	0	1	1	44
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	1	6
The determinants of Italian firms’ technological competencies and capabilities	0	0	0	14	0	2	3	50
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	0	0	0	14	0	0	2	73
Value at risk and expected shortfall based on Gram-Charlier-like expansions	0	0	3	33	0	1	7	102
Total Journal Articles	0	3	27	170	6	23	113	726

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

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04