Maria Grazia Zoia
Names
| first: |
Maria |
| middle: |
Grazia |
| last: |
Zoia |
Identifer
Contact
Affiliations
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Università Cattolica del Sacro Cuore
/ Dipartimenti e Istituti di Scienze Economiche
/ Dipartimento di Politica Economica
Research profile
author of:
- An econometric analysis of the Italian cultural supply (RePEc:arx:papers:1910.00073)
by Consuelo Nava & Maria Grazia Zoia - A Novel Multi-Period and Multilateral Price Index (RePEc:arx:papers:2102.10528)
by Consuelo Rubina Nava & Maria Grazia Zoia - Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem (RePEc:arx:papers:2102.10626)
by Mario Faliva & Maria Grazia Zoia - Modeling Portfolios with Leptokurtic and Dependent Risk Factors (RePEc:arx:papers:2106.04218)
by Piero Quatto & Gianmarco Vacca & Maria Grazia Zoia - Bootstrap Cointegration Tests in ARDL Models (RePEc:arx:papers:2204.04939)
by Stefano Bertelli & Gianmarco Vacca & Maria Grazia Zoia - An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains (RePEc:bla:metroe:v:70:y:2019:i:4:p:688-710)
by Maria Grazia Zoia & Laura Barbieri & Luca Bagnato - A new proposal for the construction of a multi-period/multilateral price index (RePEc:ctc:serie5:dipe0007)
by Consuelo R. Nava & Antonio Pesce & Maria Grazia Zoia - On A Partitioned Inversion Formula Having Useful Applications In Econometrics (RePEc:cup:etheor:v:18:y:2002:i:02:p:525-530_18)
by Faliva, Mario & Zoia, Maria Grazia - Bootstrap cointegration tests in ARDL models (RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002310)
by Bertelli, Stefano & Vacca, Gianmarco & Zoia, Maria - A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001443)
by Quatto, Piero & Vacca, Gianmarco & Zoia, Maria Grazia - Kurtosis analysis in GARCH models with Gram–Charlier-like innovations (RePEc:eee:ecolet:v:183:y:2019:i:c:33)
by Vacca, Gianmarco & Zoia, Maria Grazia - A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union (RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005491)
by Cassetta, Ernesto & Nava, Consuelo R. & Zoia, Maria Grazia - EU electricity market integration and cross-country convergence in residential and industrial end-user prices (RePEc:eee:enepol:v:165:y:2022:i:c:s0301421522001598)
by Cassetta, Ernesto & Nava, Consuelo R. & Zoia, Maria Grazia - Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001708)
by Braga, Maria Debora & Nava, Consuelo Rubina & Zoia, Maria Grazia - Forecasting in GARCH models with polynomially modified innovations (RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141)
by Vacca, Gianmarco & Zoia, Maria Grazia & Bagnato, Luca - Value at risk and expected shortfall based on Gram-Charlier-like expansions (RePEc:eee:jbfina:v:93:y:2018:i:c:p:92-104)
by Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica - New insights into best linear unbiased estimation and the optimality of least-squares (RePEc:eee:jmvana:v:97:y:2006:i:3:p:575-585)
by Faliva, Mario & Zoia, Maria Grazia - Gram–Charlier-like expansions of power-raised hyperbolic secant laws (RePEc:eee:stapro:v:137:y:2018:i:c:p:229-234)
by Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia - Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions (RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689)
by Maria Grazia Zoia & Gianmarco Vacca & Laura Barbieri - A new price index for multi-period and multilateral comparisons (RePEc:spr:alstar:v:107:y:2023:i:4:d:10.1007_s10182-022-00457-5)
by Mario Faliva & Consuelo Rubina Nava & Maria Grazia Zoia - The determinants of Italian firms’ technological competencies and capabilities (RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-018-0103-2)
by Maria Grazia Zoia & Laura Barbieri & Flavia Cortelezzi & Giovanni Marseguerra - Topics in Dynamic Model Analysis (RePEc:spr:lnecms:978-3-540-29239-5)
by Mario Faliva & Maria Grazia Zoia - Dynamic Model Analysis (RePEc:spr:sprbok:978-3-540-85996-3)
by None - The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (RePEc:spr:stpapr:v:56:y:2015:i:4:p:1205-1234)
by Luca Bagnato & Valerio Potì & Maria Zoia - Band-limited component estimation in time-limited economic series (RePEc:taf:japsta:v:40:y:2013:i:9:p:2009-2023)
by Laura Barbieri & Mario Faliva & Maria Grazia Zoia - Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence (RePEc:taf:lstaxx:v:45:y:2016:i:1:p:49-62)
by M. Faliva & V. Potì & M. G. Zoia - Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (RePEc:taf:lstaxx:v:51:y:2022:i:2:p:486-500)
by Luca Bagnato & Antonio Punzo & Maria Grazia Zoia - Kurtosis-based risk parity: methodology and portfolio effects (RePEc:taf:quantf:v:23:y:2023:i:3:p:453-469)
by M. D. Braga & C. R. Nava & M. G. Zoia - Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions (RePEc:uto:dipeco:202207)
by Nava, Consuelo R. & Osti, Linda & Zoia, Maria Grazia - Kurtosis-Based Risk Parity: Methodology and Portfolio Effects (RePEc:uto:dipeco:202208)
by Braga, Maria Debora & Nava, Consuelo R. & Zoia, Maria Grazia - Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling (RePEc:vep:journl:y:2009:v:117:i:1:p:113-124)
by Maria Grazia Zoia