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 | 3 | 9 |
| Total Working Papers | 0 | 0 | 0 | 2 | 0 | 0 | 3 | 9 |
| 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 | 2 | 5 | 0 | 0 | 3 | 12 |
| Bootstrap cointegration tests in ARDL models | 0 | 3 | 7 | 9 | 6 | 12 | 44 | 54 |
| Dating financial bubbles via online multiple testing procedures | 0 | 1 | 3 | 3 | 0 | 1 | 4 | 4 |
| Forecasting in GARCH models with polynomially modified innovations | 1 | 1 | 2 | 7 | 1 | 1 | 2 | 25 |
| Human capital estimation in higher education | 0 | 0 | 1 | 14 | 0 | 0 | 2 | 68 |
| Kurtosis analysis in GARCH models with Gram–Charlier-like innovations | 0 | 0 | 0 | 12 | 0 | 0 | 1 | 28 |
| Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 12 |
| Total Journal Articles | 1 | 5 | 15 | 55 | 7 | 14 | 56 | 232 |
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