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Details about Maria Grazia Zoia

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Workplace:Dipartimento di Politica Economica (Department of Economic Policy), Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics), Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart), (more information at EDIRC)

Access statistics for papers by Maria Grazia Zoia.

Last updated 2022-06-29. Update your information in the RePEc Author Service.

Short-id: pzo88


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Working Papers

2022

  1. Bootstrap Cointegration Tests in ARDL Models
    Papers, arXiv.org Downloads

2021

  1. A Novel Multi-Period and Multilateral Price Index
    Papers, arXiv.org Downloads
  2. Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem
    Papers, arXiv.org Downloads
  3. Modeling Portfolios with Leptokurtic and Dependent Risk Factors
    Papers, arXiv.org Downloads

2020

  1. An econometric analysis of the Italian cultural supply
    Papers, arXiv.org Downloads

2019

  1. A new proposal for the construction of a multi-period/multilateral price index
    DISCE - Quaderni del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) Downloads View citations (1)

Journal Articles

2022

  1. A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union
    Energy Economics, 2022, 105, (C) Downloads View citations (1)
  2. EU electricity market integration and cross-country convergence in residential and industrial end-user prices
    Energy Policy, 2022, 165, (C) Downloads View citations (1)
  3. Forecasting in GARCH models with polynomially modified innovations
    International Journal of Forecasting, 2022, 38, (1), 117-141 Downloads View citations (1)
  4. Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
    Communications in Statistics - Theory and Methods, 2022, 51, (2), 486-500 Downloads

2021

  1. A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
    The North American Journal of Economics and Finance, 2021, 58, (C) Downloads

2020

  1. Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
    Risks, 2020, 8, (4), 1-21 Downloads

2019

  1. An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains
    Metroeconomica, 2019, 70, (4), 688-710 Downloads
  2. Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
    Economics Letters, 2019, 183, (C), - Downloads View citations (2)

2018

  1. Gram–Charlier-like expansions of power-raised hyperbolic secant laws
    Statistics & Probability Letters, 2018, 137, (C), 229-234 Downloads View citations (1)
  2. The determinants of Italian firms’ technological competencies and capabilities
    Eurasian Business Review, 2018, 8, (4), 453-476 Downloads View citations (4)
  3. Value at risk and expected shortfall based on Gram-Charlier-like expansions
    Journal of Banking & Finance, 2018, 93, (C), 92-104 Downloads View citations (13)

2016

  1. Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
    Communications in Statistics - Theory and Methods, 2016, 45, (1), 49-62 Downloads View citations (3)

2015

  1. The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
    Statistical Papers, 2015, 56, (4), 1205-1234 Downloads View citations (8)

2013

  1. Band-limited component estimation in time-limited economic series
    Journal of Applied Statistics, 2013, 40, (9), 2009-2023 Downloads

2009

  1. Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling
    Rivista Internazionale di Scienze Sociali, 2009, 117, (1), 113-124 Downloads

2006

  1. New insights into best linear unbiased estimation and the optimality of least-squares
    Journal of Multivariate Analysis, 2006, 97, (3), 575-585 Downloads

2002

  1. ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
    Econometric Theory, 2002, 18, (2), 525-530 Downloads View citations (2)

Books

2006

  1. Topics in Dynamic Model Analysis
    Lecture Notes in Economics and Mathematical Systems, Springer View citations (1)

Edited books

2009

  1. Dynamic Model Analysis
    Springer Books, Springer View citations (2)
 
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