IRIS PubliCatt

Zoia, Maria
 Distribuzione geografica
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Continente #
EU - Europa 3.190
NA - Nord America 2.912
AS - Asia 761
AF - Africa 16
SA - Sud America 12
Continente sconosciuto - Info sul continente non disponibili 7
OC - Oceania 3
Totale 6.901
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Nazione #
US - Stati Uniti d'America 2.888
IT - Italia 1.085
SE - Svezia 576
DE - Germania 435
CN - Cina 333
UA - Ucraina 292
PL - Polonia 235
SG - Singapore 179
IE - Irlanda 127
FR - Francia 125
ID - Indonesia 81
RU - Federazione Russa 73
FI - Finlandia 65
GB - Regno Unito 63
TR - Turchia 46
CH - Svizzera 32
IR - Iran 28
IN - India 27
RO - Romania 22
BE - Belgio 17
JP - Giappone 15
VN - Vietnam 15
CI - Costa d'Avorio 13
KR - Corea 13
CA - Canada 12
MX - Messico 11
ES - Italia 8
NL - Olanda 8
EU - Europa 7
MY - Malesia 6
PE - Perù 6
HK - Hong Kong 5
AT - Austria 4
BG - Bulgaria 4
IL - Israele 4
PT - Portogallo 4
CZ - Repubblica Ceca 3
AU - Australia 2
BR - Brasile 2
CL - Cile 2
CO - Colombia 2
GR - Grecia 2
HR - Croazia 2
HU - Ungheria 2
LT - Lituania 2
MD - Moldavia 2
TH - Thailandia 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
BD - Bangladesh 1
CR - Costa Rica 1
DK - Danimarca 1
EG - Egitto 1
GM - Gambi 1
LA - Repubblica Popolare Democratica del Laos 1
LU - Lussemburgo 1
MO - Macao, regione amministrativa speciale della Cina 1
NG - Nigeria 1
NZ - Nuova Zelanda 1
PH - Filippine 1
PK - Pakistan 1
Totale 6.901
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Città #
Chandler 464
Ashburn 350
Warsaw 230
Cattolica 224
Jacksonville 201
Milan 193
San Mateo 154
Singapore 137
Dublin 127
Woodbridge 105
Nanjing 100
Fairfield 98
Wilmington 95
Ann Arbor 91
Jakarta 81
Marseille 74
Seattle 69
Boston 59
Houston 56
Dearborn 49
Rome 45
Moscow 44
Izmir 42
Redwood City 41
Lawrence 40
Princeton 35
Boardman 27
New York 25
Beijing 24
Cambridge 24
Nanchang 23
University Park 21
Hebei 19
Mountain View 19
Shenyang 17
Norwalk 15
Zurich 15
Brussels 14
Dallas 14
London 14
Pune 14
Abidjan 13
Augusta 13
Guangzhou 13
Kunming 13
Los Angeles 13
Bologna 12
Florence 12
Turin 12
Tianjin 11
Chicago 10
Kish 10
Nürnberg 10
Zahedan 10
Hangzhou 9
Jiaxing 9
Seoul 9
Como 8
Lugano 8
Padova 8
Rho 8
Varese 8
Andover 7
Jinan 7
Napoli 7
Philadelphia 7
Torino 7
Gualtieri 6
Hanoi 6
Lima 6
Munich 6
Washington 6
Zhengzhou 6
Amsterdam 5
Aosta 5
College Station 5
Columbus 5
Helsinki 5
Ho Chi Minh City 5
Indiana 5
Modena 5
Monterrey 5
Morgantown 5
Nardò 5
Palermo 5
Parabiago 5
Phoenix 5
San Giuliano Milanese 5
Tokyo 5
Trento 5
Albino 4
Brugherio 4
Caserta 4
Cesano Maderno 4
Dong Ket 4
Falls Church 4
Fremont 4
Hamburg 4
Konin 4
Naples 4
Totale 3.904
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Nome #
Introduzione all'Econometria 347
Value at Risk and Expected Shortfall based on Gram-Charlier-like expansions 326
The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements 319
Complementi di Econometria 217
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package 209
Financial Applications based on Gram-Charlier Expansions 199
Is collaboration with universities really beneficial for firms? 151
Lectures in Econometric Modelling 143
Technological status of the Italian companies 142
Introduction to Luigi Pasinetti's 'Causality and interdependence …' 128
Analyzing the Italian crises via industrial production index components evaluation 126
Cooperative Innovation: In Quest of Effective Partners. Evidence from Italian Firms 111
Topics in Time Series Econometrics 110
Cooperative innovation Evidence from Italian firms 107
Reshaping the Linear-Hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis and skewness 105
Dynamic Model Analysis. Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems 98
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 98
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials 97
Strumenti avanzati di algebra lineare per l'econometria delle serie storiche 96
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 95
Reshaping the Linear hyperbolic density by its orthogonal polynomials to embody possibly severe kurtosis 94
The multivariate leptokurtic-normal distribution and its application in model-based clustering 94
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence 93
A new partitioned inversion rule with an application to time series econometrics 92
The family of power raised hyperbolic secant distributions: moments kurtosis, limit laws 91
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns 88
A comprehensive filter-based method for trend cycle estimation from economic time series 87
Modelli e tecniche per l'analisi quantitativa dell'efficacia pubblicitaria 86
Band-limited component estimation in time-limited economic series 85
A new proof of the representation theorem for I(2) processes 81
Econometria:istanze dell'economia e parallelismi con le scienze naturali 80
The determinants of Italian firms’ technological competencies and capabilities 80
Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density 80
Un modello del ciclo di isteresi per l'efficacia pubblicitaria 79
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 78
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 78
On the rationale and the workings of a filter-based approach to trend-cycle estimation 77
A short-cut derivation for the solution of autoregressive models for sharp algebraic arguments 75
Le serie finanziarie: fatti stilizzati e modellizzazione dei meccanismi di memoria dei processi 74
Forms and causal structure of econometric models 71
Forecasting in GARCH models with polynomially modified innovations 71
Forms and Causal Structure of Econometric Models 70
An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains 70
A neat derivation of the representation theorem for I(2) processes 69
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 68
On a partitioned inversion formula having useful applications in econometrics 67
Closed-form expressions for the regular-part coefficients in matrix polynomial inversion and related results 67
Processi AR e processi integrati: dal caso univariato alla modellistica econometrica 67
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns 67
Rank based diagnostics for the integration order of a VAR model 60
New insights into best linear unbiased estimation and the optimality of least-squares 60
Un teorema di rappresentazione per lo stimatore vincolato 59
La stima del ciclo-trend col metodo delle funzioni sferoidali prolate 58
Lo spettro stilizzato ed il suo ruolo nell'analisi delle serie storiche economiche 56
A filter-based Method for Trend-cycle Estimation: the Theoretic Framework of TEXAMF/2 Procedure 56
A Unified representation theorem on new algebraic bases for (co)integrated processes up to the second order 56
Componente di fondo e componenti cicliche dell'indice della produzione industriale in Italia 56
An inversion formula for a matrix polynomial about a (unit) root 55
Restricted Least Square revisited 54
Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling 54
Topics in Unit-root Econometrics 54
L'apparato analitico dell'econometria delle serie storiche ed i teoremi di rappresentazione 54
A mother formula for econometric estimation, the issue of parent linear models of best-fit solutions and its dual problem 54
A Distribution Family Bridging the Gaussian and the Laplace Laws, Gram–Charlier Expansions, Kurtosis Behaviour, and Entropy Features 54
EU electricity market integration and cross-country convergence in residential and industrial end-user prices 54
From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers’ Expenditure 53
Topics in Dynamic Model Analysis: Advanced matrix methods and unit-root econometrics representation theorems 52
Profili econometrici dei test di ipotesi: la verifica della specificazione del modello 52
Tailoring the logistic distribution to fit the empirical distribution of financial asset returns 51
Gram–Charlier-like expansions of power-raised hyperbolic secant laws 51
New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients 50
Matrix poyinomials and their inversion: the algebraic framework of unit-root econometrics representation theorems 46
New insights into vector-autoregressive econometric models for core-nilpotent decomposition of the total effect matrix 46
Inverse generalizzate e stimatori dei parametri nel modello lineare 41
On the solution of vector autoregressive models and their cointegration properties: the linear case and beyond 38
Kurtosis-based risk parity: methodology and portfolio effects 28
Bootstrap cointegration tests in ARDL models 27
Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation 25
Feature selection based on the best-path algorithm in high dimensional graphical models 24
A new price index for multi-period and multilateral comparisons 11
Forecasting innovative start-ups through automatic variable selection and MIDAS regressions 8
Totale 7.000
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Categoria #
all - tutte 26.995
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 26.995
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020588 0 0 0 0 45 64 112 76 92 33 71 95
2020/2021769 37 109 19 90 105 46 82 27 96 39 99 20
2021/2022858 31 68 30 46 76 38 36 155 56 31 127 164
2022/20231.603 175 244 128 204 132 194 143 130 167 20 47 19
2023/2024798 32 202 35 96 38 63 48 49 20 40 88 87
2024/2025318 43 64 103 55 53 0 0 0 0 0 0 0
Totale 7.000