Maria Grazia Zoia

Available identifiers

zbMath Open zoia.maria-graziaMaRDI QIDQ894874

List of research outcomes

Publication	Date of Publication	Type
A new price index for multi-period and multilateral comparisons	2024-02-21	Paper
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns	2022-05-25	Paper
Band-limited component estimation in time-limited economic series	2020-10-26	Paper
The multivariate leptokurtic‐normal distribution and its application in model‐based clustering	2020-04-23	Paper
Gram-Charlier-like expansions of the convoluted hyperbolic-secant density	2020-02-24	Paper
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations	2019-09-12	Paper
Gram-Charlier-like expansions of power-raised hyperbolic secant laws	2018-06-14	Paper
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence	2016-05-25	Paper
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns	2015-11-24	Paper
A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments	2012-11-12	Paper
An inversion formula for a matrix polynomial about a (unit) root	2011-06-20	Paper
Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results	2011-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q3565329	2010-06-03	Paper
Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials	2010-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q5192597	2009-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3497647	2009-07-27	Paper
Detecting and testing causality in linear econometric models	2009-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q3545295	2008-12-10	Paper
New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients	2008-07-11	Paper
New insights into best linear unbiased estimation and the optimality of least-squares	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5699183	2006-04-26	Paper
Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.	2005-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q5699270	2005-10-20	Paper
Restricted least squares revisited	2004-09-07	Paper
A new proof of the representation theorem for I(2) processes	2004-06-09	Paper
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS	2003-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4259399	2000-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q3125418	1997-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q4280440	1994-06-05	Paper
Detecting and testing causality in linear econometric models	1994-02-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Maria Grazia Zoia