Citation profile for Gianmarco Vacca

Gianmarco Vacca : Citation Profile

Università Cattolica del Sacro Cuore

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 1
   Journals where Gianmarco Vacca has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (16.67 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva865
   Updated: 2024-04-18    RAS profile: 2024-03-15
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Relations with other researchers

Works with:

Zoia, Maria (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gianmarco Vacca.

Is cited by:

Ersin, Özgür (1)

DAGESTANI, ABD ALWAHED (1)

Ren, Xiaohang (1)

Cites to:

Zoia, Maria (13)

Potì, Valerio (8)

Heckman, James (6)

Engle, Robert (5)

Belzil, Christian (4)

Hanushek, Eric (4)

Vinod, Hrishikesh (4)

Lochner, Lance (4)

Bollerslev, Tim (4)

Acerbi, Carlo (4)

Gallant, A. (3)

Main data

Where Gianmarco Vacca has published?

Recent works citing Gianmarco Vacca (2024 and 2023)

Year	Title of citing document
2023	Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility. (2023). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: Papers. RePEc:arx:papers:2301.10044. Full description at Econpapers \|\| Download paper
2023	GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335. Full description at Econpapers \|\| Download paper
2023	Long-run macroeconomic consequences of Taiwans aging labor force: an analysis of policy options. (2023). Chen, Li-Ju ; McNown, Robert ; Wong, Koi Nyen ; Goh, Soo Khoon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:1:p:121-138. Full description at Econpapers \|\| Download paper
2023	Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers \|\| Download paper
2023	Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective. (2023). Dagestani, Abd Alwahed ; Sadiq, Muhammad ; Sun, Xiaofei ; Wang, Yangjie ; Pan, Lijun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007444. Full description at Econpapers \|\| Download paper
2023	Green Household Technology and Its Impacts on Environmental Sustainability in China. (2023). Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Yunxu ; Zhang, Jing-Wen ; Meng, Qin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12919-:d:1226193. Full description at Econpapers \|\| Download paper
2023	Effects of Technology, Energy, Monetary, and Fiscal Policies on the Relationship between Renewable and Fossil Fuel Energies and Environmental Pollution: Novel NBARDL and Causality Analyses. (2023). Ersin, Ozgur Omer ; Irpici, Yasemin Asu ; Bildirici, Melike. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14887-:d:1260156. Full description at Econpapers \|\| Download paper

Works by Gianmarco Vacca:

Year	Title	Type	Cited
2021	Modeling Portfolios with Leptokurtic and Dependent Risk Factors In: Papers. [Full Text][Citation analysis]	paper	2
2022	Bootstrap cointegration tests in ARDL models In: Economic Modelling. [Full Text][Citation analysis]	article	4
2021	A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis]	article	2
2019	Kurtosis analysis in GARCH models with Gram–Charlier-like innovations In: Economics Letters. [Full Text][Citation analysis]	article	0
2023	Dating financial bubbles via online multiple testing procedures In: Finance Research Letters. [Full Text][Citation analysis]	article	0
2022	Forecasting in GARCH models with polynomially modified innovations In: International Journal of Forecasting. [Full Text][Citation analysis]	article	2
2020	Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions In: Risks. [Full Text][Citation analysis]	article	0
2016	%ERA: A SAS Macro for Extended Redundancy Analysis In: Journal of Statistical Software. [Full Text][Citation analysis]	article	0
2016	Human capital estimation in higher education In: Advances in Data Analysis and Classification. [Full Text][Citation analysis]	article	0