Gianmarco Vacca : Citation Profile

Università Cattolica del Sacro Cuore

3

H index

0

i10 index

15

Citations

RESEARCH PRODUCTION:

10

Articles

1

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 1
   Journals where Gianmarco Vacca has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (11.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva865
   Updated: 2025-03-08    RAS profile: 2025-01-21    
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Relations with other researchers

Works with:

Zoia, Maria (5)

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

Is cited by:

DAGESTANI, ABD ALWAHED (1)

Wong, Koi (1)

Bildirici, Melike (1)

Ersin, Özgür (1)

Ren, Xiaohang (1)

Cites to:

Zoia, Maria (13)

Potì, Valerio (8)

Engle, Robert (7)

Heckman, James (6)

Hanushek, Eric (4)

Vinod, Hrishikesh (4)

Lochner, Lance (4)

Acerbi, Carlo (4)

Bollerslev, Tim (4)

Belzil, Christian (4)

McNown, Robert (3)

Main data

Production by document typepaperarticle2016201720182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20212022202320240510Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234502.557.5Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gianmarco Vacca has published?

Journals with more than one article published# docs
Finance Research Letters2

Recent works citing Gianmarco Vacca (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Zoia, Maria Grazia ; Riso, Luigi ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

Full description at Econpapers || Download paper

2024Constructing 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

2024Do 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

Works by Gianmarco Vacca:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Modeling Portfolios with Leptokurtic and Dependent Risk Factors In: Papers.
[Full Text][Citation analysis]		paper2
2022Bootstrap cointegration tests in ARDL models In: Economic Modelling.
[Full Text][Citation analysis]		article6
2021A 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]		article3
2019Kurtosis analysis in GARCH models with Gram–Charlier-like innovations In: Economics Letters.
[Full Text][Citation analysis]		article0
2023Dating financial bubbles via online multiple testing procedures In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Forecasting in GARCH models with polynomially modified innovations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions In: Risks.
[Full Text][Citation analysis]		article0
2016%ERA: A SAS Macro for Extended Redundancy Analysis In: Journal of Statistical Software.
[Full Text][Citation analysis]		article0
2016Human capital estimation in higher education In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article0
2024Detecting bubbles via FDR and FNR based on calibrated p-values In: Quantitative Finance.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team