Access Statistics for Davide De Gaetano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BOOTSTRAP BIAS CORRECTION OF LONG RUN FOURTH ORDER MOMENT ESTIMATION IN THE CUSUM OF SQUARES TEST 0 0 1 31 3 8 12 44
FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS 0 0 1 74 2 14 15 134
FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS 0 0 0 113 1 3 5 82
Total Working Papers 0 0 2 218 6 25 32 260


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries 0 0 1 4 1 3 7 34
Total Journal Articles 0 0 1 4 1 3 7 34


Statistics updated 2026-03-04