Access Statistics for Gianmarco Vacca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Portfolios with Leptokurtic and Dependent Risk Factors 0 0 0 2 3 5 8 19
Total Working Papers 0 0 0 2 3 5 8 19

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
%ERA: A SAS Macro for Extended Redundancy Analysis 0 0 0 4 3 9 13 42
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 0 0 0 5 0 2 6 18
Bootstrap cointegration tests in ARDL models 2 3 12 26 5 18 45 124
Dating financial bubbles via online multiple testing procedures 0 0 3 8 0 2 8 15
Detecting bubbles via FDR and FNR based on calibrated p-values 1 1 1 1 2 4 6 7
Forecasting in GARCH models with polynomially modified innovations 0 0 2 9 1 4 7 33
Human capital estimation in higher education 0 0 0 14 1 1 2 72
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 0 1 13 0 6 9 38
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 1 5 8 22
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 1 4 10 16 7 20 38 49
Total Journal Articles 4 8 30 99 20 71 142 420

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Statistics updated 2026-03-04