Gianmarco Vacca : Citation Profile

Are you Gianmarco Vacca?

Università Cattolica del Sacro Cuore

3

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 2
   Journals where Gianmarco Vacca has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (12.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva865
   Updated: 2024-12-03    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)

Bildirici, Melike (1)

Wong, Koi (1)

Ren, Xiaohang (1)

DAGESTANI, ABD ALWAHED (1)

Cites to:

Zoia, Maria (13)

Potì, Valerio (8)

Heckman, James (6)

Engle, Robert (5)

Vinod, Hrishikesh (4)

Bollerslev, Tim (4)

Hanushek, Eric (4)

Lochner, Lance (4)

Acerbi, Carlo (4)

Belzil, Christian (4)

Hansen, Jorgen (3)

Main data

Where Gianmarco Vacca has published?

Recent works citing Gianmarco Vacca (2024 and 2023)

YearTitle of citing document
2023Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility. (2023). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: Papers. RePEc:arx:papers:2301.10044.

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2023GARCH-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.

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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.

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2023Quantifying 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.

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2023Long-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.

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2023Crude 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.

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2023Natural 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.

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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.

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2023Green 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.

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2023Effects 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.

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Works by Gianmarco Vacca:

YearTitleTypeCited
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
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

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