The multivariate leptokurtic‐normal distribution and its application in model‐based clustering L Bagnato, A Punzo, MG Zoia Canadian Journal of Statistics 45 (1), 95-119, 2017 | 49 | 2017 |
Value at risk and expected shortfall based on Gram-Charlier-like expansions MG Zoia, P Biffi, F Nicolussi Journal of Banking & Finance 93, 92-104, 2018 | 36 | 2018 |
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials MG Zoia Communications in Statistics-Theory and Methods 39 (1), 52-64, 2009 | 29 | 2009 |
Cooperative innovation: In quest of effective partners. Evidence from Italian firms F Barzi, F Cortelezzi, G Marseguerra, MG Zoia Innovation 17 (3), 281-307, 2015 | 26 | 2015 |
On a partitioned inversion formula having useful applications in econometrics M Faliva, MG Zoia Econometric theory 18 (2), 525-530, 2002 | 25 | 2002 |
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns L Bagnato, V Potì, MG Zoia Statistical Papers 56, 1205-1234, 2015 | 24 | 2015 |
Dynamic model analysis: advanced matrix methods and unit-root econometrics representation theorems M Faliva, MG Zoia Springer Berlin Heidelberg, 2009 | 23 | 2009 |
The determinants of Italian firms’ technological competencies and capabilities MG Zoia, L Barbieri, F Cortelezzi, G Marseguerra Eurasian Business Review 8, 453-476, 2018 | 19 | 2018 |
A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union E Cassetta, CR Nava, MG Zoia Energy Economics 105, 105697, 2022 | 15 | 2022 |
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence M Faliva, V Potì, MG Zoia Communications in Statistics-Theory and Methods 45 (1), 49-62, 2016 | 14 | 2016 |
Bootstrap cointegration tests in ARDL models S Bertelli, G Vacca, M Zoia Economic Modelling 116, 105987, 2022 | 12 | 2022 |
EU electricity market integration and cross-country convergence in residential and industrial end-user prices E Cassetta, CR Nava, MG Zoia Energy Policy 165, 112934, 2022 | 11 | 2022 |
Matrix polynomials and their inversion: the algebric framework of unit-root econometrics representation theorems M Faliva, MG Zoia Statistica 62 (2), 187-202, 2002 | 9 | 2002 |
Introduzione all’econometria MFMG Zoia Giappichelli, Torino, 2003 | 8 | 2003 |
A distribution family bridging the gaussian and the laplace laws, gram–charlier expansions, kurtosis behaviour, and entropy features M Faliva, MG Zoia Entropy 19 (4), 149, 2017 | 6 | 2017 |
Detecting and testing causality in linear econometric models M Faliva, MG Zoia Journal of the Italian Statistical Society 3, 61-76, 1994 | 6 | 1994 |
Feature selection based on the best-path algorithm in high dimensional graphical models L Riso, MG Zoia, CR Nava Information Sciences 649, 119601, 2023 | 5 | 2023 |
Kurtosis-based risk parity: methodology and portfolio effects MD Braga, CR Nava, MG Zoia Quantitative Finance 23 (3), 453-469, 2023 | 5 | 2023 |
Forecasting in GARCH models with polynomially modified innovations G Vacca, MG Zoia, L Bagnato International Journal of Forecasting 38 (1), 117-141, 2022 | 5 | 2022 |
An inversion formula for a matrix polynomial about a (unit) root M Faliva, MG Zoia Linear and Multilinear Algebra 59 (5), 541-556, 2011 | 5 | 2011 |