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	2	2	2	11
Total Working Papers	0	0	0	2	2	2	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	1	5	0	0	1	12
Bootstrap cointegration tests in ARDL models	0	4	10	14	2	12	50	79
Dating financial bubbles via online multiple testing procedures	0	1	4	5	0	1	6	7
Detecting bubbles via FDR and FNR based on calibrated p-values	0	0	0	0	1	1	1	1
Forecasting in GARCH models with polynomially modified innovations	0	0	1	7	0	0	2	26
Human capital estimation in higher education	0	0	1	14	0	1	3	70
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	0	12	0	1	1	29
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	1	1	1	2	1	2	2	14
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	1	2	6	6	1	3	11	11
Total Journal Articles	2	8	24	69	5	21	77	278

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Statistics updated 2025-03-03