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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/10006996204
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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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Continuous Approximations of Stochastic Evolutionary Game Dynamics
Corradi, Valentina; Sarin, Rajiv - In: Journal of economic theory 94 (2000) 2, pp. 163-191
Persistent link: https://www.econbiz.de/10007675183
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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/10008073020
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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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ARTICLES - Deciding between I(0) and I(1) via FLIL-Based Bounds
Corradi, Valentina - In: Econometric theory 15 (1999) 5, pp. 643-663
Persistent link: https://www.econbiz.de/10006986842
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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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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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Corrigendum to “Continuous approximations of stochastic evolutionary game dynamics” [J. Econ. Theory 94 (2000) 163–191]
Corradi, Valentina; Sarin, Rajiv - In: Journal of economic theory 140 (2008) 1, pp. e2
Persistent link: https://www.econbiz.de/10008850486
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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. 500-511
Persistent link: https://www.econbiz.de/10008879999