Sfoglia per Autore
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation
2023 Braga, Maria Debora; Nava, Consuelo Rubina; Zoia, Maria
Kurtosis-based risk parity: methodology and portfolio effects
2023 Braga Maria, Debora; Nava, Consuelo Rubina; Zoia, Maria
Feature selection based on the best-path algorithm in high dimensional graphical models
2023 Riso, Luigi; Zoia, Maria; Nava, Consuelo Rubina
From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure
2023 Rubina Nava, C.; Osti, L.; Zoia, Maria
A new price index for multi-period and multilateral comparisons
2023 Faliva, Mario; Nava, Consuelo Rubina; Zoia, Maria
Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
2023 Nava, Consuelo Rubina; Riso, Luigi; Zoia, Maria
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
2022 Bagnato, Luca; Punzo, A.; Zoia, Maria
Bootstrap cointegration tests in ARDL models
2022 Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union
2022 Cassetta, Ernesto; Nava, Consuelo R.; Zoia, Maria
EU electricity market integration and cross-country convergence in residential and industrial end-user prices
2022 Zoia, Maria; Nava, Consuelo; Cassetta, Ernesto
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
2021 Zoia, Maria; Vacca, Gianmarco; Quatto, Piero
Forecasting in GARCH models with polynomially modified innovations
2021 Vacca, Gianmarco; Zoia, Maria; Bagnato, Luca
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
2020 Zoia, Maria; Vacca, Gianmarco; Barbieri, Laura
Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia
2019 Faliva, Mario; Zoia, Maria
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
2019 Zoia, Maria; Vacca, Gianmarco
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains
2019 Zoia, Maria; Barbieri, Laura; Bagnato, Luca
Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density
2019 Zoia, Maria; Nicolussi, Federica
Introduction to Luigi Pasinetti's 'Causality and interdependence …'
2019 Bellino, Enrico; Nerozzi, Sebastiano; Zoia, Maria
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package
2019 Vacca, Gianmarco; Zoia, Maria
Forms and causal structure of econometric models
2018 Faliva, Mario; Zoia, Maria
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