Access Statistics for Gianmarco Vacca

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	2	11
Total Working Papers	0	0	0	2	0	0	2	11

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	0	29
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	0	0	0	5	0	0	0	12
Bootstrap cointegration tests in ARDL models	1	2	10	16	3	8	45	87
Dating financial bubbles via online multiple testing procedures	0	0	3	5	0	0	4	7
Detecting bubbles via FDR and FNR based on calibrated p-values	0	0	0	0	0	0	1	1
Forecasting in GARCH models with polynomially modified innovations	0	2	3	9	0	2	4	28
Human capital estimation in higher education	0	0	0	14	1	1	3	71
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	1	1	13	0	2	3	31
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	0	0	1	2	0	0	2	14
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	0	0	4	6	0	2	11	13
Total Journal Articles	1	5	22	74	4	15	73	293

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Statistics updated 2025-06-06