4
H index
1
i10 index
52
Citations
Università Cattolica del Sacro Cuore | 4 H index 1 i10 index 52 Citations RESEARCH PRODUCTION: 21 Articles 8 Papers 1 Books EDITOR: Books edited RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Communications in Statistics - Theory and Methods | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 5 |
Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin | 2 |
Year | Title of citing document |
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2024 | Impact of Covid-19 pandemic on Indonesia’s agricultural subsectors: an ARDL approach. (2024). Tampubolon, Jongkers ; Sembiring, Surya Abadi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355980. Full description at Econpapers || Download paper |
2024 | The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536. Full description at Econpapers || Download paper |
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 | Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414. Full description at Econpapers || Download paper |
2024 | Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Klein, Tony ; Muoz, Jorge A ; Chulia, Helena. 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). Liang, Yunbao ; Zeng, Jun ; Zhou, Hongxia ; Wang, Chuanbin. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002058. Full description at Econpapers || Download paper |
2024 | ARDL: An R Package for ARDL Models and Cointegration. (2024). Tzeremes, Nickolaos G ; Natsiopoulos, Kleanthis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10487-z. Full description at Econpapers || Download paper |
2024 | Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions. (2024). Punzo, Antonio ; Bagnato, Luca ; Browne, Ryan P. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:3:d:10.1007_s11634-023-00558-2. Full description at Econpapers || Download paper |
2024 | Coherent indexes for shifted count and semicontinuous models. (2024). Kokonendji, Celestin C ; Bourguignon, Marcelo. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01598-2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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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 | 7 |
2022 | Bootstrap cointegration tests in ARDL models.(2022) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 11 |
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 | 1 |
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 June, 12 2025. Contact: CitEc Team