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Davide De Gaetano

Personal Details

First Name:Davide
Middle Name:
Last Name:De Gaetano
Suffix:
RePEc Short-ID:pde1056

Affiliation

Dipartimento di Economia
Scuola de Economia e Studi Aziendali
Università degli Studi Roma Tre

Roma, Italy
https://economia.uniroma3.it/
RePEc:edi:dero3it (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Davide De Gaetano, 2017. "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre' 0219, Department of Economics - University Roma Tre.
  2. Davide De Gaetano, 2017. "A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test," Departmental Working Papers of Economics - University 'Roma Tre' 0220, Department of Economics - University Roma Tre.
  3. Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.

Articles

  1. Davide De Gaetano, 2018. "Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries," JRFM, MDPI, vol. 11(4), pages 1-13, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Davide De Gaetano, 2017. "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre' 0219, Department of Economics - University Roma Tre.

    Cited by:

    1. Davide De Gaetano, 2018. "Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries," JRFM, MDPI, vol. 11(4), pages 1-13, October.

Articles

  1. Davide De Gaetano, 2018. "Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries," JRFM, MDPI, vol. 11(4), pages 1-13, October.

    Cited by:

    1. Massimiliano Caporin & Giuseppe Storti, 2020. "Financial Time Series: Methods and Models," JRFM, MDPI, vol. 13(5), pages 1-3, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. SOSE - Soluzioni per il Sistema Economico S.p.A.

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2016-06-25 2017-06-04 2017-07-16. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2016-06-25 2017-06-04. Author is listed
  3. NEP-FOR: Forecasting (2) 2016-06-25 2017-06-04. Author is listed
  4. NEP-ORE: Operations Research (2) 2016-06-25 2017-07-16. Author is listed
  5. NEP-DCM: Discrete Choice Models (1) 2017-06-04. Author is listed
  6. NEP-NET: Network Economics (1) 2016-06-25. Author is listed

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