Davide De Gaetano
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Person:2045523
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
| Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index Mathematical Biosciences and Engineering | 2021-08-13 | Paper |
| A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
Research outcomes over time
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