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	3	15
A new proposal for the construction of a multi-period/multilateral price index	0	1	2	21	0	2	5	33
An econometric analysis of the Italian cultural supply	0	0	0	3	1	3	4	28
Bootstrap Cointegration Tests in ARDL Models	0	2	4	47	7	11	16	36
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem	0	0	0	31	5	6	9	28
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions	0	0	0	26	4	9	10	50
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects	0	1	5	79	4	11	32	179
Modeling Portfolios with Leptokurtic and Dependent Risk Factors	0	0	0	2	1	3	7	16
Total Working Papers	0	4	12	211	22	45	86	385

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	1	6	6	18
A new price index for multi-period and multilateral comparisons	0	0	0	1	1	2	6	12
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union	1	1	3	14	5	7	14	48
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	2	2	2	14
Band-limited component estimation in time-limited economic series	0	0	0	5	5	6	6	31
Bootstrap cointegration tests in ARDL models	0	3	10	24	6	17	42	119
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling	0	0	0	2	3	3	4	67
EU electricity market integration and cross-country convergence in residential and industrial end-user prices	0	0	2	10	5	10	23	47
Forecasting in GARCH models with polynomially modified innovations	0	0	2	9	3	3	6	32
Gram–Charlier-like expansions of power-raised hyperbolic secant laws	0	0	0	9	1	2	6	23
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	1	13	4	6	9	38
Kurtosis-based risk parity: methodology and portfolio effects	0	0	0	9	2	4	10	32
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation	0	0	0	1	2	4	7	16
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns	0	0	0	1	1	3	3	8
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	0	0	2	3	3	4	8	21
New insights into best linear unbiased estimation and the optimality of least-squares	0	0	0	7	1	2	4	47
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS	0	0	0	8	0	1	2	43
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence	0	1	1	1	1	4	6	11
The determinants of Italian firms’ technological competencies and capabilities	1	1	2	16	6	12	17	64
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	0	2	2	16	3	5	6	78
Value at risk and expected shortfall based on Gram-Charlier-like expansions	0	0	2	33	6	10	18	115
Total Journal Articles	2	8	27	187	61	113	205	884

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	3	4	6	17
Total Books	0	0	0	0	3	4	6	17

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Statistics updated 2026-02-12