Vacca, Gianmarco
Vacca, Gianmarco
MILANO - Dipartimento di Politica economica
Mostra
records
Risultati 1 - 11 di 11 (tempo di esecuzione: 0.016 secondi).
Dating financial bubbles via online multiple testing procedures
2023 Genoni, G; Quatto, P; Vacca, Gianmarco
Bootstrap cointegration tests in ARDL models
2022 Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
2021 Zoia, Maria; Vacca, Gianmarco; Quatto, Piero
Forecasting in GARCH models with polynomially modified innovations
2021 Vacca, Gianmarco; Zoia, Maria; Bagnato, Luca
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
2020 Zoia, Maria; Vacca, Gianmarco; Barbieri, Laura
Identifying and Testing Recursive vs. Interdependent Links in Simultaneous Equation Models via the SIRE Package
2019 Vacca, Gianmarco; Zoia, Maria
Kurtosis analysis in GARCH models with Gram–Charlier-like innovations
2019 Zoia, Maria; Vacca, Gianmarco
%Gra: an SAS macro for generalized redundancy analysis
2017 Lovaglio, Pietro Giorgio; Vacca, Gianmarco
ERA: A sas macro for extended redundancy analysis
2016 Lovaglio, Pietro Giorgio; Vacca, Gianmarco
Human capital estimation in higher education
2016 Lovaglio, Pietro Giorgio; Vacca, Gianmarco; Verzillo, Stefano
Complex Redundancy Analysis models with covariate effect: a simulation study
2014 Pafundi, P. C.; Vacca, Gianmarco