Details about Davide De Gaetano
Access statistics for papers by Davide De Gaetano.
Last updated 2019-08-01. Update your information in the RePEc Author Service.
Short-id: pde1056
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Journal Articles
Working Papers
2017
- A BOOTSTRAP BIAS CORRECTION OF LONG RUN FOURTH ORDER MOMENT ESTIMATION IN THE CUSUM OF SQUARES TEST
Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
- FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS
Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
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2016
- FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS
Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
Journal Articles
2018
- Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries
JRFM, 2018, 11, (4), 1-13
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