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 1 2 5 36
FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS 0 0 1 74 0 0 1 120
FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS 0 0 0 113 1 2 2 79
Total Working Papers 0 0 2 218 2 4 8 235


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 0 2 4 31
Total Journal Articles 0 0 1 4 0 2 4 31


Statistics updated 2025-12-06