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 29 3 4 10 28
FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS 0 0 0 68 1 3 13 90
FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS 0 0 0 107 0 0 5 57
Total Working Papers 0 0 0 204 4 7 28 175


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 0 1 2 6 12
Total Journal Articles 0 0 0 0 1 2 6 12


Statistics updated 2020-09-04