| Forecast combinations for structural breaks in volatility: Evidence from BRICS countries D De Gaetano Journal of Risk and Financial Management 11 (4), 64, 2018 | 14 | 2018 |
| Forecast combinations in the presence of structural breaks: Evidence from US equity markets DD Gaetano Mathematics 6 (3), 34, 2018 | 10 | 2018 |
| Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows D De Gaetano Communications in Statistics-Simulation and Computation, 1-24, 2018 | 7 | 2018 |
| Forecasting volatility using combination across estimation windows: An application to S&P500 stock market index D De Gaetano Mathematical Biosciences and Engineering 16 (6), 7195-7216, 2019 | 5 | 2019 |
| A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test D De Gaetano Journal of Statistical Computation and Simulation 90 (5), 907-924, 2020 | | 2020 |
| HAR-type Models for Volatility Forecasting: An Empirical Investigation G Albano, D De Gaetano Computer Aided Systems Theory–EUROCAST 2019: 17th International Conference …, 2020 | | 2020 |
| Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach M Braione, DD Gaetano Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | | 2018 |
| Three Essays on Structural Breaks in Financial Time Series D DE GAETANO Università degli studi Roma Tre, 2017 | | 2017 |
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeVerified email at sose.it
Manuela BraioneSOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), RomeVerified email at sose.it