Gianmarco Vacca - Publications, H-index & Citations

Gianmarco Vacca

catholic university of the sacred heart

5H指数

29论文数

125被引数

收录论文 9

发表时间

Climate-induced geopolitical risk and financial interdependence in Europe: A systemic transition perspective

STRUCTURAL CHANGE AND ECONOMIC DYNAMICS

IF5.5

2026-01-21

OAAI

Riso, Luigi; Vacca, Gianmarco; Zoia, Maria

Detecting exuberance phenomena in thematic investing 检测主题投资中的过度乐观现象

FINANCE RESEARCH LETTERS

IF6.9

2025-04-01

PREAI

Braga, Maria Debora; Genoni, Giulia; Vacca, Gianmarco

Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning

FINANCE RESEARCH LETTERS

IF6.9

2024-04-01

PREAI

Riso, Luigi; Vacca, Gianmarco

Dating financial bubbles via online multiple testing procedures

FINANCE RESEARCH LETTERS

IF6.9

2023-12-01

PREAI

Genoni, Giulia; Quatto, Piero; Vacca, Gianmarco

Bootstrap cointegration tests in ARDL models

ECONOMIC MODELLING

IF4.7

2022-11-01

OAAI

Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria

Forecasting in GARCH models with polynomially modified innovations

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-01-01

PREAI

Vacca, Gianmarco; Zoia, Maria Grazia; Bagnato, Luca

A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-11-01

PREAI

Quatto, Piero; Vacca, Gianmarco; Zoia, Maria Grazia

Association between pulmonary embolism and COVID-19 severe pneumonia: Experience from two centers in the core of the infection Italian peak

EUROPEAN JOURNAL OF RADIOLOGY

IF3.3

2021-04-01

OAAI

Valle, C.; Bonaffini, P. A.; Dal Corso, M.; Mercanzin, E.; Franco, P. N.; Sonzogni, A.; Vacca, G.; Gianatti, A.; Sironi, S.

%ERA: A SAS Macro for Extended Redundancy Analysis % ERA: 用于扩展冗余分析的SAS宏

JOURNAL OF STATISTICAL SOFTWARE

IF8.1

2016-01-01

OAAI

Lovaglio, Pietro Giorgio; Vacca, Gianmarco

研究方向