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Items where Author is "Corradi, V"

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Number of items: 25.

Article

Corradi, Valentina, Silvapulle, Mervyn J. and Swanson, Norman R. (2018) Testing for Jumps and Jump Intensity Path Dependence Journal of Econometrics.

Coroneo, Laura, Corradi, Valentina and Santos Monteiro, Paulo (2018) Testing for optimal monetary policy via moment inequalities Journal of Applied Econometrics.

Arulampalam, Wiji, Corradi, Valentina and Gutknecht, Daniel (2017) Modeling heaped duration data: An application to neonatal mortality Journal of Econometrics, 200 (2). pp. 363-377.

Jin, S, Corradi, Valentina and Swanson, NR (2016) Robust forecast comparison Econometric Theory, 33 (6). pp. 1306-1351.

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 Wed Jun 20 11:57:55 2018 UTC.

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