Details about Gianmarco Vacca
Access statistics for papers by Gianmarco Vacca.
Last updated 2022-02-15. Update your information in the RePEc Author Service.
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- Modeling Portfolios with Leptokurtic and Dependent Risk Factors
- Forecasting in GARCH models with polynomially modified innovations
International Journal of Forecasting, 2022, 38, (1), 117-141 View citations (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)
- Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
Risks, 2020, 8, (4), 1-21
- Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
Economics Letters, 2019, 183, (C), - View citations (2)
- %ERA: A SAS Macro for Extended Redundancy Analysis
Journal of Statistical Software, 2016, 074, (c01)
- Human capital estimation in higher education
Advances in Data Analysis and Classification, 2016, 10, (4), 465-489
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