3
H index
0
i10 index
13
Citations
Gianmarco Vacca : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 8 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
7 years (2016 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gianmarco Vacca. | Is cited by:
| Cites to:
|
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 |
| 2024 | Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1195-1214. Full description at Econpapers || Download paper |
| 2023 | Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Cai, YI ; Liu, Dinggao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007183. 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 |
| 2024 | Do natural resources rent increase green finance in developing countries? The role of education. (2024). Wang, Chuanbin ; Zeng, Jun ; Zhou, Hongxia ; Liang, Yunbao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002058. 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 | 5 |
| 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 | 3 |
| 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 | 3 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team