3
H index
0
i10 index
16
Citations
Gianmarco Vacca : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 10 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
8 years (2016 - 2024). 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?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
Recent works citing Gianmarco Vacca (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Impact of Covid-19 pandemic on Indonesia’s agricultural subsectors: an ARDL approach. (2024). Tampubolon, Jongkers ; Sembiring, Surya Abadi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355980. Full description at Econpapers || Download paper |
| 2025 | Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043. 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 |
| 2024 | Do natural resources rent increase green finance in developing countries? The role of education. (2024). Liang, Yunbao ; Zeng, Jun ; Zhou, Hongxia ; Wang, Chuanbin. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002058. Full description at Econpapers || Download paper |
| 2024 | ARDL: An R Package for ARDL Models and Cointegration. (2024). Tzeremes, Nickolaos G ; Natsiopoulos, Kleanthis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10487-z. 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 | 7 |
| 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 |
| 2024 | Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2024 | Detecting bubbles via FDR and FNR based on calibrated p-values In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team