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Items where Author is "Distaso, W"

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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.

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

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 Tue Jun 19 06:59:04 2018 UTC.

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