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Items where Author is "Corradi, V"

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Number of items: 22.

Article

Jin, S, Corradi, V and Swanson, NR (2016) Robust forecast comparison Econometric Theory.

Corradi, V and Swanson, NR (2014) Testing for structural stability. of factor augmented forecasting models JOURNAL OF ECONOMETRICS, 182 (1). pp. 100-118.

Bandi, FM and Corradi, V (2014) Nonparametric nonstationarity tests Econometric Theory, 30 (1). pp. 127-149.

Corradi, V, Distaso, W and Mele, A (2013) Macroeconomic determinants of stock volatility and volatility premiums Journal of Monetary Economics, 60 (2). pp. 203-220.

Corradi, V, Distaso, W and Fernandes, M (2012) International market links and volatility transmission Journal of Econometrics, 170 (1). pp. 117-141.

Corradi, V, Distaso, W and Swanson, NR (2011) Predictive inference for integrated volatility Journal of the American Statistical Association, 106 (496). pp. 1496-1512.

Corradi, V and Swanson, NR (2011) Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models Journal of Econometrics, 161 (2). pp. 304-324.

Awartani, B, Corradi, V and Distaso, W (2009) Assessing market microstructure effects via realized volatility measures with an application to the dow Jones industrial average stocks Journal of Business and Economic Statistics, 27 (2). pp. 251-265.

Corradi, V, Fernandez, A and Swanson, NR (2009) Information in the revision process of real-time datasets Journal of Business and Economic Statistics, 27 (4). pp. 455-467.

Corradi, V, Distaso, W and Swanson, NR (2009) Predictive density estimators for daily volatility based on the use of realized measures Journal of Econometrics, 150 (2). pp. 119-138.

Corradi, V and Iglesias, EM (2008) Bootstrap refinements for QML estimators of the GARCH(1,1) parameters Journal of Econometrics, 144 (2). pp. 500-510.

Bhardwaj, G, Corradi, V and Swanson, NR (2008) A simulation-based specification test for diffusion processes Journal of Business and Economic Statistics, 26 (2). pp. 176-193.

Corradi, V and Sarin, R (2008) Corrigendum to "Continuous approximations of stochastic evolutionary game dynamics" [J. Econ. Theory 94 (2000) 163-191]. J. Economic Theory, 140, 1. e2-e4.

Corradi, V and Swanson, NR (2007) Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data Journal of Econometrics, 136 (2). pp. 699-723.

Corradi, V and Swanson, NR (2007) Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes International Economic Review, 48 (1). pp. 67-109.

Corradi, V and Swanson, NR (2006) Chapter 5 Predictive Density Evaluation Handbook of Economic Forecasting, 1. pp. 197-284.

Corradi, V and Swanson, NR (2006) Predictive density and conditional confidence interval accuracy tests Journal of Econometrics, 135 (1-2). pp. 187-228.

Corradi, V and Swanson, NR (2006) Bootstrap conditional distribution tests in the presence of dynamic misspecification Journal of Econometrics, 133 (2). pp. 779-806.

Corradi, V and Distaso, W (2006) Semi-parametric comparison of stochastic volatility models using realized measures Review of Economic Studies, 73 (3). pp. 635-667.

Corradi, V and Swanson, NR (2006) The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test Journal of Econometrics, 132 (1). pp. 195-229.

Working Paper

Arulampalam, W, Corradi, V and Gutknecht, D (2016) Modeling Heaped Duration Data: An Application to Neonatal Mortality [Working Paper]

Book Section

Corradi, V and Distaso, W (2012) Multiple Forecast Model Evaluation In: The Oxford Handbook of Economic Forecasting. UNSPECIFIED. ISBN 9780199940325

This list was generated on Sat Oct 21 23:04:44 2017 UTC.

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