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Details about Davide De Gaetano

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Workplace:Dipartimento di Economia (Department of Economics), Scuola de Economia e Studi Aziendali (School of Economics and Management), Università degli Studi Roma Tre (University of Rome Tre), (more information at EDIRC)

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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Working Papers

2017

  1. 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 Downloads
  2. 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 Downloads View citations (1)

2016

  1. FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads

Journal Articles

2018

  1. Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries
    JRFM, 2018, 11, (4), 1-13 Downloads View citations (1)
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