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Maria Grazia Zoia
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Year
The multivariate leptokurtic‐normal distribution and its application in model‐based clustering
L Bagnato, A Punzo, MG Zoia
Canadian Journal of Statistics 45 (1), 95-119, 2017
472017
Value at risk and expected shortfall based on Gram-Charlier-like expansions
MG Zoia, P Biffi, F Nicolussi
Journal of Banking & Finance 93, 92-104, 2018
372018
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials
MG Zoia
Communications in Statistics-Theory and Methods 39 (1), 52-64, 2009
292009
Cooperative innovation: In quest of effective partners. Evidence from Italian firms
F Barzi, F Cortelezzi, G Marseguerra, MG Zoia
Innovation 17 (3), 281-307, 2015
262015
On a partitioned inversion formula having useful applications in econometrics
M Faliva, MG Zoia
Econometric theory 18 (2), 525-530, 2002
252002
Dynamic model analysis: advanced matrix methods and unit-root econometrics representation theorems
M Faliva, MG Zoia
Springer Berlin Heidelberg, 2009
242009
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
L Bagnato, V Potì, MG Zoia
Statistical Papers 56, 1205-1234, 2015
232015
The determinants of Italian firms’ technological competencies and capabilities
MG Zoia, L Barbieri, F Cortelezzi, G Marseguerra
Eurasian Business Review 8, 453-476, 2018
192018
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union
E Cassetta, CR Nava, MG Zoia
Energy Economics 105, 105697, 2022
152022
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
M Faliva, V Potì, MG Zoia
Communications in Statistics-Theory and Methods 45 (1), 49-62, 2016
142016
EU electricity market integration and cross-country convergence in residential and industrial end-user prices
E Cassetta, CR Nava, MG Zoia
Energy Policy 165, 112934, 2022
112022
Bootstrap cointegration tests in ARDL models
S Bertelli, G Vacca, M Zoia
Economic Modelling 116, 105987, 2022
92022
Matrix polynomials and their inversion: the algebric framework of unit-root econometrics representation theorems
M Faliva, MG Zoia
Statistica 62 (2), 187-202, 2002
92002
Introduzione all’econometria
MFMG Zoia
Giappichelli, Torino, 2003
82003
Detecting and testing causality in linear econometric models
M Faliva, MG Zoia
Journal of the Italian Statistical Society 3, 61-76, 1994
61994
Feature selection based on the best-path algorithm in high dimensional graphical models
L Riso, MG Zoia, CR Nava
Information Sciences 649, 119601, 2023
52023
Kurtosis-based risk parity: methodology and portfolio effects
MD Braga, CR Nava, MG Zoia
Quantitative Finance 23 (3), 453-469, 2023
52023
A distribution family bridging the gaussian and the laplace laws, gram–charlier expansions, kurtosis behaviour, and entropy features
M Faliva, MG Zoia
Entropy 19 (4), 149, 2017
52017
An inversion formula for a matrix polynomial about a (unit) root
M Faliva, MG Zoia
Linear and Multilinear Algebra 59 (5), 541-556, 2011
52011
Econometric profiles of testing of statistical hypotheses: model specification tests
M Faliva, MG Zoia
Statistica 64 (2), 257-269, 2004
52004
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Articles 1–20