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	2	3	9	18	3	9	45	93
Dating financial bubbles via online multiple testing procedures	1	1	3	6	2	2	5	9
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	0	3	9	0	0	4	28
Human capital estimation in higher education	0	0	0	14	0	1	3	71
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	1	13	0	0	3	31
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	1	1	2	3	1	2	4	16
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	1	2	6	8	3	7	16	20
Total Journal Articles	5	7	24	80	9	21	81	310

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Statistics updated 2025-08-05