\documentclass[a4paper]{article}
\usepackage{hyperref}

\makeatletter
\newcommand\remoteGoTo[3]{%
  \leavevmode%
  \pdfstartlink
    attr{%
      /Border [\@pdfborder]
      /H \@pdfhighlight\space
      /C [\@filebordercolor]%
    }%
    user{
      /Subtype /Link
      /A <<
        /S/GoToR
        /F (#1)
        /D [#2 /FitH]
      >>
    }%
    #3
  \pdfendlink%
}%

\makeatother

\begin{document}

This \remoteGoTo{./GIII-parteI-penna.pdf}{45}{link} takes you to page 45 of
\verb+./GIII-parteI-penna.pdf+.
This \remoteGoTo{./GIII-parteI-penna}{45}{link} takes you to page 45 of
This \remoteGoTo{GIII-parteI-penna}{45}{link} takes you to page 45 of
This \remoteGoTo{GIII-parteI-penna.pdf}{45}{link} takes you to page 45 of
This \remoteGoTo{GIII}{5}{link} takes you to page 45 of
\href{file:GIII#page.5}{page 5}
\href{file:GIII-parteI-penna#page.45}{page 45}
\href{file:TEST1#page.45}{page 45}
\linkfile{asdasd}{GIII-parteI-penna}{45}
\linkfile{asdasd}{GIII-parteI-penna.pdf}{45}
\linkfile{45}{GIII-parteI-penna.pdf}{asdas}
\linkfile{45}{GIII-parteI-penna}{asdas}

\end{document}