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Swanson, Norman R.
46
Corradi, Valentina
30
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17
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6
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5
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Journal of econometrics
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Journal of economic theory
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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
Saved in:
2
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:
3
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:
4
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:
5
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
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6
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
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7
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
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8
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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9
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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10
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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