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Sfoglia per Autore  Vacca, Gianmarco

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Mostrati risultati da 1 a 13 di 13
Data di pubblicazione Titolo Autore(i) File
1-gen-2024 Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning Riso, Luigi; Vacca, Gianmarco
1-gen-2023 Dating financial bubbles via online multiple testing procedures Genoni, G; Quatto, P; Vacca, Gianmarco
1-gen-2022 Bootstrap cointegration tests in ARDL models Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria
1-gen-2021 Forecasting in GARCH models with polynomially modified innovations Vacca, Gianmarco; Zoia, Maria; Bagnato, Luca
1-gen-2021 A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors Zoia, Maria; Vacca, Gianmarco; Quatto, Piero
1-gen-2020 Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions Zoia, Maria; Vacca, Gianmarco; Barbieri, Laura
1-gen-2019 Kurtosis analysis in GARCH models with Gram–Charlier-like innovations Zoia, Maria; Vacca, Gianmarco
1-gen-2019 Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package Vacca, Gianmarco; Zoia, Maria
1-gen-2018 Detection of Functional Overreaching in Endurance Athletes Using Proteomics Nieman, Dc; Groen, Aj; Pugachev, A; Vacca, Gianmarco
1-gen-2017 %Gra: an SAS macro for generalized redundancy analysis Lovaglio, Pietro Giorgio; Vacca, Gianmarco
1-gen-2016 ERA: A sas macro for extended redundancy analysis Lovaglio, Pietro Giorgio; Vacca, Gianmarco
1-gen-2016 Human capital estimation in higher education Lovaglio, Pietro Giorgio; Vacca, Gianmarco; Verzillo, Stefano
1-gen-2014 Complex Redundancy Analysis models with covariate effect: a simulation study Pafundi, P. C.; Vacca, Gianmarco
Mostrati risultati da 1 a 13 di 13
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