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Potì, Valerio [Author] ; Zoia, Maria Grazia [Other]

Tailoring the Logistic Distribution to Fit the Empirical Distribution of Financial Asset Returns

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[S.l.]: SSRN, [2013]
Zoia, Maria Grazia [Author]; Vacca, Gianmarco [Author]; Barbieri, Laura [Author]

Modeling multivariate financial series and computing risk measures via Gram-Charlier-like expansions

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2020

Published in: Risks ; 8(2020), 4/123 vom: Nov., Seite 1-21
Zoia, Maria Grazia [Author]; Vacca, Gianmarco [Author]; Barbieri, Laura [Author]

Modeling multivariate financial series and computing risk measures via Gram-Charlier-like expansions

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Basel: MDPI, 2020
Faliva, Mario [Author]; Zoia, Maria Grazia [Author]; Potì, Valerio [Author]

Tailoring Density Functions via Orthogonal Polynomials

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[S.l.]: SSRN, 2013
BRAGA, MARIA DEBORA [Author]; Nava, Consuelo Rubina [Author]; Zoia, Maria Grazia [Author]

Kurtosis-Based vs Volatility-Based Asset Allocation Strategies : Do They Share the Same Properties? A First Empirical Investigation

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[S.l.]: SSRN, 2023
Braga, Maria Debora [Author]; Nava, Consuelo Rubina [Author]; Zoia, Maria Grazia [Author]

Kurtosis-based risk parity : methodology and portfolio effects

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Torino (Italy): Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis”, [2022]

Published in: Working paper series ; 2022,8
Nava, Consuelo Rubina [Author]; Osti, Linda [Author]; Zoia, Maria Grazia [Author]

Forecasting domestic tourism across regional destinations through MIDAS regressions

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Torino (Italy): Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis”, [2022]

Published in: Working paper series ; 2022,7
Zoia, Maria Grazia

Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials

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Informa UK Limited, 2009

Published in: Communications in Statistics - Theory and Methods
Maria Grazia Zoia

Un teorema di rappresentazione per lo stimatore vincolato

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2007

Published in: Statistica
Nicolussi, Federica; Zoia, Maria Grazia

Gram–Charlier-Like Expansions of the Convoluted Hyperbolic-Secant Density

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Springer Science and Business Media LLC, 2020

Published in: Journal of Statistical Theory and Practice
Faliva, Mario; Zoia, Maria Grazia

COMPONENTE DI FONDO E COMPONENTI CICLICHE DELLâ€™INDICE DELLA PRODUZIONE INDUSTRIALE IN ITALIA

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PAGEPress Publications, 2019

Published in: Istituto Lombardo - Accademia di Scienze e Lettere • Rendiconti di Lettere
Faliva, Mario; Zoia, Maria Grazia

COMPONENTE DI FONDO E COMPONENTI CICLICHE DELL’INDICE DELLA PRODUZIONE INDUSTRIALE IN ITALIA

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PAGEPress Publications, 2019

Published in: Istituto Lombardo - Accademia di Scienze e Lettere - Rendiconti di Lettere
Vacca, Gianmarco; Zoia, Maria,Grazia

Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package

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The R Foundation, 2019

Published in: The R Journal
Zoia, Maria Grazia; Barbieri, Laura

A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments

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Informa UK Limited, 2012

Published in: Communications in Statistics - Theory and Methods
Potì, Valerio; Zoia, Maria Grazia

Tailoring the Logistic Distribution to Fit the Empirical Distribution of Financial Asset Returns

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Elsevier BV, 2013

Published in: SSRN Electronic Journal
Faliva, Mario; Zoia, Maria Grazia

An inversion formula for a matrix polynomial about a (unit) root

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Informa UK Limited, 2011

Published in: Linear and Multilinear Algebra
Mario Faliva; Maria Grazia Zoia

Econometric profiles of testing of statistical hypotheses: model specification tests

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2007

Published in: Statistica
Mario Faliva; Maria Grazia Zoia

Matrix polynomials and their inversion: the algebric framework of unit-root econometrics representation theorems

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2007

Published in: Statistica
Faliva, Mario; Zoia, Maria Grazia

New insights into best linear unbiased estimation and the optimality of least-squares

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Elsevier BV, 2006

Published in: Journal of Multivariate Analysis
Faliva, Mario; Zoia, Maria Grazia

ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS

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Cambridge University Press (CUP), 2002

Published in: Econometric Theory

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