Davide De Gaetano : Citation Profile


Are you Davide De Gaetano?

Università degli Studi Roma Tre

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 0
   Journals where Davide De Gaetano has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1056
   Updated: 2024-04-18    RAS profile: 2019-08-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide De Gaetano.

Is cited by:

Storti, Giuseppe (1)

Caporin, Massimiliano (1)

Cites to:

Pesaran, Mohammad (23)

Hansen, Peter (11)

Lunde, Asger (9)

Timmermann, Allan (9)

Nason, James (7)

Smith, L. Vanessa (4)

Teräsvirta, Timo (4)

Assenmacher, Katrin (4)

Schuermann, Til (4)

Bollerslev, Tim (4)

Patton, Andrew (4)

Main data


Where Davide De Gaetano has published?


Working Papers Series with more than one paper published# docs
Departmental Working Papers of Economics - University 'Roma Tre' / Department of Economics - University Roma Tre3

Recent works citing Davide De Gaetano (2024 and 2023)


YearTitle of citing document

Works by Davide De Gaetano:


YearTitleTypeCited
2018Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries In: JRFM.
[Full Text][Citation analysis]
article1
2016FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS In: Departmental Working Papers of Economics - University 'Roma Tre'.
[Full Text][Citation analysis]
paper0
2017FORECASTING WITH GARCH MODELS UNDER STRUCTURAL BREAKS: AN APPROACH BASED ON COMBINATIONS ACROSS ESTIMATION WINDOWS In: Departmental Working Papers of Economics - University 'Roma Tre'.
[Full Text][Citation analysis]
paper0
2017A BOOTSTRAP BIAS CORRECTION OF LONG RUN FOURTH ORDER MOMENT ESTIMATION IN THE CUSUM OF SQUARES TEST In: Departmental Working Papers of Economics - University 'Roma Tre'.
[Full Text][Citation analysis]
paper0

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