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 2 10 21
Total Working Papers 0 0 0 2 0 2 10 21

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 0 3 16 45
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 0 1 1 6 0 3 9 21
Bootstrap cointegration tests in ARDL models 2 3 13 29 4 13 50 137
Dating financial bubbles via online multiple testing procedures 0 0 3 8 0 4 12 19
Detecting bubbles via FDR and FNR based on calibrated p-values 0 0 1 1 0 2 8 9
Forecasting in GARCH models with polynomially modified innovations 0 1 1 10 0 2 7 35
Human capital estimation in higher education 0 0 0 14 0 1 2 73
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 1 1 14 0 3 10 41
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 2 7 15 29
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 1 1 11 17 5 8 44 57
Total Journal Articles 3 7 32 106 11 46 173 466

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Statistics updated 2026-06-04