Access Statistics for Maria Grazia Zoia

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Novel Multi-Period and Multilateral Price Index 0 0 0 2 1 1 3 16
A new proposal for the construction of a multi-period/multilateral price index 0 1 2 22 5 8 12 41
An econometric analysis of the Italian cultural supply 0 0 0 3 1 2 6 30
Bootstrap Cointegration Tests in ARDL Models 0 1 4 48 3 9 23 45
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem 0 0 0 31 3 3 12 31
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions 0 0 0 26 1 2 12 52
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects 0 0 2 79 5 11 33 190
Modeling Portfolios with Leptokurtic and Dependent Risk Factors 0 0 0 2 2 5 10 21
Total Working Papers 0 2 8 213 21 41 111 426

Journal Article File Downloads Abstract Views
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 1 1 1 6 3 3 9 21
A new price index for multi-period and multilateral comparisons 0 0 0 1 4 4 7 16
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 0 0 2 14 4 6 17 54
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 2 14
Band-limited component estimation in time-limited economic series 0 0 0 5 0 3 9 34
Bootstrap cointegration tests in ARDL models 0 3 12 27 3 14 49 133
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 0 0 0 2 2 2 6 69
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 0 2 3 12 6 13 32 60
Forecasting in GARCH models with polynomially modified innovations 1 1 1 10 2 3 7 35
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 0 0 0 9 1 2 7 25
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 1 1 14 2 3 10 41
Kurtosis-based risk parity: methodology and portfolio effects 0 0 0 9 4 5 14 37
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 0 0 0 1 1 1 8 17
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 0 0 0 1 1 1 4 9
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 4 6 13 27
New insights into best linear unbiased estimation and the optimality of least-squares 0 0 0 7 3 4 8 51
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS 0 0 0 8 1 1 3 44
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 3 3 8 14
The determinants of Italian firms’ technological competencies and capabilities 0 0 2 16 3 4 19 68
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 1 1 3 17 3 6 11 84
Value at risk and expected shortfall based on Gram-Charlier-like expansions 0 0 0 33 5 7 20 122
Total Journal Articles 3 9 27 196 55 91 263 975

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Topics in Dynamic Model Analysis 0 0 0 0 0 1 5 18
Total Books 0 0 0 0 0 1 5 18

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