4
H index
1
i10 index
49
Citations
Maria Grazia Zoia : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 21 Articles 8 Papers 1 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Grazia Zoia. | Is cited by:
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Main data
Where Maria Grazia Zoia has published?
| Journals with more than one article published | # docs |
|---|---|
| Communications in Statistics - Theory and Methods | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
| Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin | 2 |
Recent works citing Maria Grazia Zoia (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1195-1214. Full description at Econpapers || Download paper |
| 2024 | Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470. Full description at Econpapers || Download paper |
| 2024 | Do natural resources rent increase green finance in developing countries? The role of education. (2024). Wang, Chuanbin ; Zeng, Jun ; Zhou, Hongxia ; Liang, Yunbao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002058. Full description at Econpapers || Download paper |
Maria Grazia Zoia has edited the books:
| Year | Title | Type | Cited |
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Works by Maria Grazia Zoia:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | An econometric analysis of the Italian cultural supply In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Novel Multi-Period and Multilateral Price Index In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Modeling Portfolios with Leptokurtic and Dependent Risk Factors In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Bootstrap Cointegration Tests in ARDL Models In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Bootstrap cointegration tests in ARDL models.(2022) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains In: Metroeconomica. [Full Text][Citation analysis] | article | 0 |
| 2019 | A new proposal for the construction of a multi-period/multilateral price index In: DISCE - Working Papers del Dipartimento di Politica Economica. [Full Text][Citation analysis] | paper | 3 |
| 2002 | ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2021 | A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2019 | Kurtosis analysis in GARCH models with Gram–Charlier-like innovations In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2022 | EU electricity market integration and cross-country convergence in residential and industrial end-user prices In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
| 2023 | Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Forecasting in GARCH models with polynomially modified innovations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2018 | Value at risk and expected shortfall based on Gram-Charlier-like expansions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2006 | New insights into best linear unbiased estimation and the optimality of least-squares In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Gram–Charlier-like expansions of power-raised hyperbolic secant laws In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2023 | A new price index for multi-period and multilateral comparisons In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | The determinants of Italian firms’ technological competencies and capabilities In: Eurasian Business Review. [Full Text][Citation analysis] | article | 4 |
| 2006 | Topics in Dynamic Model Analysis In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 1 |
| 2015 | The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers. [Full Text][Citation analysis] | article | 3 |
| 2013 | Band-limited component estimation in time-limited economic series In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2022 | Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
| 2023 | Kurtosis-based risk parity: methodology and portfolio effects In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | Kurtosis-Based Risk Parity: Methodology and Portfolio Effects..(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling In: Rivista Internazionale di Scienze Sociali. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team