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Maria Grazia Zoia

Personal Details

First Name:Maria
Middle Name:Grazia
Last Name:Zoia
Suffix:
RePEc Short-ID:pzo88

Affiliation

Dipartimento di Politica Economica
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore

Italy
https://dipartimenti.unicatt.it/politica_economica

:


RePEc:edi:dpcatit (more details at EDIRC)

Research output

as
Jump to: Articles Books

Articles

  1. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
  2. Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia, 2018. "Gram–Charlier-like expansions of power-raised hyperbolic secant laws," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 229-234.
  3. Maria Grazia Zoia & Laura Barbieri & Flavia Cortelezzi & Giovanni Marseguerra, 2018. "The determinants of Italian firms’ technological competencies and capabilities," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 453-476, December.
  4. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
  5. Laura Barbieri & Mario Faliva & Maria Grazia Zoia, 2013. "Band-limited component estimation in time-limited economic series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(9), pages 2009-2023, September.
  6. Maria Grazia Zoia, 2009. "Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 117(1), pages 113-124.
  7. Faliva, Mario & Zoia, Maria Grazia, 2006. "New insights into best linear unbiased estimation and the optimality of least-squares," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 575-585, March.
  8. Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(2), pages 525-530, April.

Books

  1. Mario Faliva & Maria Grazia Zoia, 2006. "Topics in Dynamic Model Analysis," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-29239-5, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.

    Cited by:

    1. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.

  2. Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(2), pages 525-530, April.

    Cited by:

    1. Faliva, Mario & Zoia, Maria Grazia, 2006. "New insights into best linear unbiased estimation and the optimality of least-squares," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 575-585, March.
    2. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.

Books

  1. Mario Faliva & Maria Grazia Zoia, 2006. "Topics in Dynamic Model Analysis," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-29239-5, September.

    Cited by:

    1. Søren Johansen, 2009. "Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 121-145.

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