I can't vouch for authenticity, but
http://tinyurl.com/2v9whn is written in a pretty scholarly style (In fact the entire website which it is part of). A google search also finds
http://www.20000-names.com/male_gypsy_names_roma_romani_romany.htm which contains information that makes it somewhat checkable, though it is not very useful if you are looking for traditional gypsy names (a difficult term for a group of itinerant group starting in India, moving through Eastern Europe into Western Europe).