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 0 0 2 11
Total Working Papers 0 0 0 2 0 0 2 11


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 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 0 2 9 16 3 8 45 90
Dating financial bubbles via online multiple testing procedures 0 0 2 5 0 0 3 7
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 1 3 9 0 1 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 1 3 31
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions 0 0 1 2 1 1 3 15
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 1 1 5 7 4 5 14 17
Total Journal Articles 1 4 21 75 8 17 76 301


Statistics updated 2025-07-04