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, Italyhttps://economia.uniroma3.it/
RePEc:edi:dero3it (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
- 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
- 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
- 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:
- 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
- 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:
- 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: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.- NEP-ECM: Econometrics (3) 2016-06-25 2017-06-04 2017-07-16. Author is listed
- NEP-ETS: Econometric Time Series (2) 2016-06-25 2017-06-04. Author is listed
- NEP-FOR: Forecasting (2) 2016-06-25 2017-06-04. Author is listed
- NEP-ORE: Operations Research (2) 2016-06-25 2017-07-16. Author is listed
- NEP-DCM: Discrete Choice Models (1) 2017-06-04. Author is listed
- NEP-NET: Network Economics (1) 2016-06-25. Author is listed
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