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Corradi, Valentina
30
Distaso, Walter
17
Swanson, Norman R.
16
Mele, Antonio
10
Abadir, Karim M.
6
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4
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3
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Journal of econometrics
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6
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3
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3
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1
Macroeconomic determinants of stock volatility and volatility premiums
Corradi, Valentina
;
Distaso, Walter
;
Mele, Antonio
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10010098203
Saved in:
2
Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
Awartani, Basel
;
Corradi, Valentina
;
Distaso, Walter
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10008248858
Saved in:
3
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10008253332
Saved in:
4
Predictive Inference for Integrated Volatility
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
496
,
pp. 1496-1513
Persistent link: https://www.econbiz.de/10009840356
Saved in:
5
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-139
Persistent link: https://www.econbiz.de/10008890764
Saved in:
6
Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
Corradi, Valentina
;
Distaso, Walter
- In:
The review of economic studies
73
(
2006
)
3
,
pp. 635-668
Persistent link: https://www.econbiz.de/10007632098
Saved in:
7
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-142
Persistent link: https://www.econbiz.de/10009996207
Saved in:
8
Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
Saved in:
9
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.
;
Distaso, Walter
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
Saved in:
10
Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 581
Persistent link: https://www.econbiz.de/10007894496
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