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Reconsidering the continuous time limit of the GARCH(1,1) process
Corradi, Valentina - In: Journal of econometrics 96 (2000) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10001466750
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Comovements between diffusion processes : characterization, estimation, and testing
Corradi, Valentina - In: Econometric theory 13 (1997) 5, pp. 646-666
Persistent link: https://www.econbiz.de/10001232223
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Regularized neural networks : some convergence rate results
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000863039
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Una valutazione della volatilità dei titoli azionari
Cartiglia, Filippo; Corradi, Valentina; Rovelli, Riccardo - 1988
Persistent link: https://www.econbiz.de/10000779997
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Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000877983
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
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The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 133 (2006) 2, pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
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Semi-parametric comparison of stochastic volatility models using realized measures
Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-667
Persistent link: https://www.econbiz.de/10003342934
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Predictive density evaluation
Corradi, Valentina; Swanson, Norman R. - 2006
Persistent link: https://www.econbiz.de/10003338397