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 0 1 3 16
A new proposal for the construction of a multi-period/multilateral price index 0 0 2 22 1 8 14 44
An econometric analysis of the Italian cultural supply 0 0 0 3 0 1 6 30
Bootstrap Cointegration Tests in ARDL Models 0 0 3 48 0 6 25 48
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem 0 0 0 31 0 3 11 31
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions 0 0 0 26 0 1 12 52
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects 1 1 3 80 3 11 36 196
Modeling Portfolios with Leptokurtic and Dependent Risk Factors 0 0 0 2 1 3 11 22
Total Working Papers 1 1 8 214 5 34 118 439

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 0 1 1 6 0 3 9 21
A new price index for multi-period and multilateral comparisons 0 0 0 1 0 5 8 17
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 0 0 2 14 1 5 18 55
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 1 3 15
Band-limited component estimation in time-limited economic series 0 0 0 5 0 0 9 34
Bootstrap cointegration tests in ARDL models 2 4 15 31 7 14 54 144
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 0 0 0 2 0 2 6 69
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 0 2 5 14 0 11 36 65
Forecasting in GARCH models with polynomially modified innovations 0 1 1 10 0 2 7 35
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 0 0 0 9 0 1 7 25
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 0 1 14 0 2 10 41
Kurtosis-based risk parity: methodology and portfolio effects 0 0 0 9 1 6 14 39
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 0 0 0 1 0 1 6 17
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 0 0 0 1 0 1 4 9
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 0 6 14 29
New insights into best linear unbiased estimation and the optimality of least-squares 0 0 0 7 0 3 7 51
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS 0 0 0 8 0 2 4 45
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence 0 0 1 1 0 3 8 14
The determinants of Italian firms’ technological competencies and capabilities 0 0 2 16 0 3 18 68
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 1 3 17 0 3 11 84
Value at risk and expected shortfall based on Gram-Charlier-like expansions 0 0 0 33 0 6 21 123
Total Journal Articles 2 9 32 202 9 80 274 1,000

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 0 5 18
Total Books 0 0 0 0 0 0 5 18

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