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The dynamics of public opinion under majority rules
Ianni, Antonella; Corradi, Valentina - In: Review of economic design : RED 7 (2002) 3, pp. 257-278
Persistent link: https://www.econbiz.de/10006031263
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10006749145
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A test for the distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Economics letters 85 (2004) 2, pp. 185-194
Persistent link: https://www.econbiz.de/10006754953
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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
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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
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Information in the Revision Process of Real-Time Datasets
Corradi, Valentina; Fernandez, Andres; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10008328090
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A Simulation-Based Specification Test for Diffusion Processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10008221204
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NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES
Corradi, Valentina; Swanson, Norman R. - In: International economic review 48 (2007) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10007595756
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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
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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. 195-230
Persistent link: https://www.econbiz.de/10007259638