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Zoia, Maria

Zoia, Maria  

MILANO - Dipartimento di Politica economica  

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Risultati 1 - 20 di 85 (tempo di esecuzione: 0.031 secondi).
Data di pubblicazione Titolo Autore(i) File
1-gen-2025 Climate-Induced Geopolitical Risk and Financial Interdependence in Europe: A Systemic Transition Perspective Riso, Luigi; Vacca, Gianmarco; Zoia, Maria
1-gen-2025 Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection Guerzoni, Marco; Riso, Luigi; Zoia, Maria
1-gen-2025 The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis Braga, M. D.; Riso, Luigi; Zoia, Maria
1-gen-2024 bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models Vacca, Gianmarco; Zoia, Maria; Bertelli, Stefano
1-gen-2023 A new price index for multi-period and multilateral comparisons Faliva, Mario; Nava, Consuelo Rubina; Zoia, Maria
1-gen-2023 Feature selection based on the best-path algorithm in high dimensional graphical models Riso, Luigi; Zoia, Maria; Nava, Consuelo Rubina
1-gen-2023 Forecasting innovative start-ups through automatic variable selection and MIDAS regressions Nava, Consuelo Rubina; Riso, Luigi; Zoia, Maria
1-gen-2023 From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure Rubina Nava, C.; Osti, L.; Zoia, Maria
1-gen-2023 Kurtosis-based risk parity: methodology and portfolio effects Braga Maria, Debora; Nava, Consuelo Rubina; Zoia, Maria
1-gen-2023 Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation Braga, Maria Debora; Nava, Consuelo Rubina; Zoia, Maria
1-gen-2022 A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union Cassetta, Ernesto; Nava, Consuelo R.; Zoia, Maria
1-gen-2022 Bootstrap cointegration tests in ARDL models Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria
1-gen-2022 EU electricity market integration and cross-country convergence in residential and industrial end-user prices Zoia, Maria; Nava, Consuelo; Cassetta, Ernesto
1-gen-2022 Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns Bagnato, Luca; Punzo, A.; Zoia, Maria
1-gen-2021 A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors Zoia, Maria; Vacca, Gianmarco; Quatto, Piero
1-gen-2021 Forecasting in GARCH models with polynomially modified innovations Vacca, Gianmarco; Zoia, Maria; Bagnato, Luca
1-gen-2020 Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions Zoia, Maria; Vacca, Gianmarco; Barbieri, Laura
1-gen-2019 An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains Zoia, Maria; Barbieri, Laura; Bagnato, Luca
1-gen-2019 Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia Faliva, Mario; Zoia, Maria
1-gen-2019 Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density Zoia, Maria; Nicolussi, Federica