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	1	3	6	15
Total Working Papers	0	0	0	2	1	3	6	15

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	2	6	6	35
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors	0	0	0	5	1	5	5	17
Bootstrap cointegration tests in ARDL models	1	3	12	24	7	15	40	113
Dating financial bubbles via online multiple testing procedures	0	2	4	8	2	6	9	15
Detecting bubbles via FDR and FNR based on calibrated p-values	0	0	0	0	0	1	3	3
Forecasting in GARCH models with polynomially modified innovations	0	0	2	9	0	1	3	29
Human capital estimation in higher education	0	0	0	14	0	0	1	71
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations	0	0	1	13	2	3	6	34
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions	0	0	2	3	1	1	6	18
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning	2	3	10	14	6	12	27	35
Total Journal Articles	3	8	31	94	21	50	106	370

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Statistics updated 2026-01-09