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 1 1 2 32
FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS 0 0 0 73 0 0 1 119
FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS 0 0 1 113 0 0 4 77
Total Working Papers 0 0 1 216 1 1 7 228


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 0 3 0 0 0 27
Total Journal Articles 0 0 0 3 0 0 0 27


Statistics updated 2025-03-03