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 1 3 11 22
Total Working Papers 0 0 0 2 1 3 11 22

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 2 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 4 15 31 7 14 54 144
Dating financial bubbles via online multiple testing procedures 0 0 3 8 0 3 12 19
Detecting bubbles via FDR and FNR based on calibrated p-values 1 1 2 2 1 3 9 10
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 0 1 14 0 2 10 41
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 3 0 6 14 29
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 2 3 12 19 6 12 46 63
Total Journal Articles 5 10 36 111 14 48 179 480

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10