Sfoglia per Autore VACCA, GIANMARCO
Mostrati risultati da 1 a 14 di 14
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning
2024 Riso, L; Vacca, G
Detecting bubbles via FDR and FNR based on calibrated p-values
2024 Genoni, G; Quatto, P; Vacca, G
Dating financial bubbles via online multiple testing procedures
2023 Genoni, G; Quatto, P; Vacca, G
Forecasting in GARCH models with polynomially modified innovations
2022 Vacca, G; Zoia, M; Bagnato, L
Bootstrap cointegration tests in ARDL models
2022 Bertelli, S; Vacca, G; Zoia, M
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
2021 Quatto, P; Vacca, G; Zoia, M
Association between pulmonary embolism and COVID-19 severe pneumonia: Experience from two centers in the core of the infection Italian peak
2021 Valle, C; Bonaffini, P; Dal Corso, M; Mercanzin, E; Franco, P; Sonzogni, A; Vacca, G; Gianatti, A; Sironi, S
Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
2020 Zoia, M; Vacca, G; Barbieri, L
Redundancy Analysis Models with Categorical Endogenous Variables: New Estimation Techniques Based on Vector GLM and Artificial Neural Networks
2017 Vacca, G
%Gra: an SAS macro for generalized redundancy analysis
2017 Lovaglio, P; Vacca, G
ERA: A sas macro for extended redundancy analysis
2016 Lovaglio, P; Vacca, G
Human capital estimation in higher education
2016 Lovaglio, P; Vacca, G; Verzillo, S
Complex Redundancy Analysis models with covariate effect: a simulation study
2014 Pafundi, P; Vacca, G
Measuring Human Capital in Higher Education
2013 Lovaglio, P; Vacca, G; Verzillo, S
Mostrati risultati da 1 a 14 di 14
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