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 0 4 8 19
Total Working Papers 0 0 0 2 0 4 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 1 8 14 43
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 0 0 0 5 0 1 6 18
Bootstrap cointegration tests in ARDL models 1 3 13 27 6 17 48 130
Dating financial bubbles via online multiple testing procedures 0 0 3 8 1 1 9 16
Detecting bubbles via FDR and FNR based on calibrated p-values 0 1 1 1 0 4 6 7
Forecasting in GARCH models with polynomially modified innovations 0 0 1 9 0 4 6 33
Human capital estimation in higher education 0 0 0 14 0 1 2 72
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 1 1 1 14 1 5 9 39
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 1 5 9 23
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 0 2 10 16 2 16 39 51
Total Journal Articles 2 7 30 101 12 62 148 432

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Statistics updated 2026-04-09