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 0 30 0 0 0 29
FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS 0 0 0 72 0 0 2 116
FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS 0 1 2 112 0 1 4 71
Total Working Papers 0 1 2 214 0 1 6 216


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 1 1 2 0 1 2 24
Total Journal Articles 0 1 1 2 0 1 2 24


Statistics updated 2023-05-07