Access Statistics for Gianmarco Vacca

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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 0 1 11 22
Total Working Papers 0 0 0 2 0 1 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 1 1 17 46
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors 0 0 1 6 1 1 10 22
Bootstrap cointegration tests in ARDL models 0 4 13 31 2 13 53 146
Dating financial bubbles via online multiple testing procedures 0 0 2 8 1 1 11 20
Detecting bubbles via FDR and FNR based on calibrated p-values 0 1 2 2 0 1 9 10
Forecasting in GARCH models with polynomially modified innovations 0 0 1 10 0 0 7 35
Human capital estimation in higher education 0 0 0 14 0 0 2 73
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations 0 0 1 14 0 0 10 41
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 0 3 1 3 14 30
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 0 3 11 19 0 11 43 63
Total Journal Articles 0 8 31 111 6 31 176 486

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Statistics updated 2026-08-07