EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Gianmarco Vacca

Homepage:http://docenti.unicatt.it/ita/gianmarco_vacca/
Workplace:Dipartimento di Politica Economica (Department of Economic Policy), Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics), Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart), (more information at EDIRC)

Access statistics for papers by Gianmarco Vacca.

Last updated 2024-03-15. Update your information in the RePEc Author Service.

Short-id: pva865

Jump to Journal Articles

Working Papers

2021

  1. Modeling Portfolios with Leptokurtic and Dependent Risk Factors
    Papers, arXiv.org Downloads View citations (2)

Journal Articles

2023

  1. Dating financial bubbles via online multiple testing procedures
    Finance Research Letters, 2023, 58, (PA) Downloads

2022

  1. Bootstrap cointegration tests in ARDL models
    Economic Modelling, 2022, 116, (C) Downloads View citations (4)
  2. Forecasting in GARCH models with polynomially modified innovations
    International Journal of Forecasting, 2022, 38, (1), 117-141 Downloads View citations (3)

2021

  1. A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
    The North American Journal of Economics and Finance, 2021, 58, (C) Downloads View citations (3)

2020

  1. Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
    Risks, 2020, 8, (4), 1-21 Downloads

2019

  1. Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
    Economics Letters, 2019, 183, (C), - Downloads View citations (2)

2016

  1. %ERA: A SAS Macro for Extended Redundancy Analysis
    Journal of Statistical Software, 2016, 074, (c01) Downloads
  2. Human capital estimation in higher education
    Advances in Data Analysis and Classification, 2016, 10, (4), 465-489 Downloads
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2024-06-28