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 0 2 15
A new proposal for the construction of a multi-period/multilateral price index 1 2 2 22 1 3 5 34
An econometric analysis of the Italian cultural supply 0 0 0 3 0 2 4 28
Bootstrap Cointegration Tests in ARDL Models 0 0 4 47 1 8 16 37
Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem 0 0 0 31 0 6 9 28
Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions 0 0 0 26 0 6 10 50
Kurtosis-Based Risk Parity: Methodology and Portfolio Effects 0 0 4 79 2 9 30 181
Modeling Portfolios with Leptokurtic and Dependent Risk Factors 0 0 0 2 3 5 8 19
Total Working Papers 1 2 10 212 7 39 84 392

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 0 0 5 0 2 6 18
A new price index for multi-period and multilateral comparisons 0 0 0 1 0 2 5 12
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 0 1 3 14 0 6 13 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 0 2 2 14
Band-limited component estimation in time-limited economic series 0 0 0 5 2 8 8 33
Bootstrap cointegration tests in ARDL models 2 3 12 26 5 18 45 124
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 0 0 0 2 0 3 4 67
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 0 0 1 10 1 11 23 48
Forecasting in GARCH models with polynomially modified innovations 0 0 2 9 1 4 7 33
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 0 0 0 9 0 1 5 23
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 0 1 13 0 6 9 38
Kurtosis-based risk parity: methodology and portfolio effects 0 0 0 9 0 2 9 32
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 0 0 0 1 0 4 7 16
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 0 0 0 1 0 1 3 8
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 1 5 8 22
New insights into best linear unbiased estimation and the optimality of least-squares 0 0 0 7 1 3 5 48
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 0 1 1 0 3 6 11
The determinants of Italian firms’ technological competencies and capabilities 0 1 2 16 0 10 16 64
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 0 1 2 16 3 7 8 81
Value at risk and expected shortfall based on Gram-Charlier-like expansions 0 0 1 33 0 8 16 115
Total Journal Articles 2 6 26 189 14 107 207 898

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

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