Davide De Gaetano

From MaRDI portal
Person:2045523

Available identifiers

zbMath Open de-gaetano.davideMaRDI QIDQ2045523

List of research outcomes





PublicationDate of PublicationType
Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows2022-06-21Paper
Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index2021-08-13Paper
A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test2020-04-28Paper

Research outcomes over time

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