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Distaso, Walter's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,329 |
Total
Citations
64 |
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1.
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Corradi, Valentina
University of Warwick - Department of Economics Distaso, Walter
Imperial College Business School Mele, Antonio
Swiss Finance Institute & University of Lugano
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334
(42,532)
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7
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Aggregate stock market volatility, volatility risk-premiums, volatility of volatility, business cycle, no-arbitrage restrictions, simulation-based inference
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2.
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Distaso, Walter
Imperial College Business School Lupi, Paolo
Italian Communications Authority Manenti, Fabio M.
University of Padua - Department of Economics
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254
(58,240)
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32
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Broadband, inter-platform and intra-platform competition, local loop unbundling
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3.
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Distaso, Walter
Imperial College Business School Lupi, Paolo
Italian Communications Authority Manenti, Fabio M.
University of Padua - Department of Economics
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167
(88,914)
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telecommunications, ladder of investment, unbundling, regulation
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4.
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Distaso, Walter
Imperial College Business School Fernandes, Marcelo
Queen Mary University of London - Economics Department Zikes, Filip
Imperial College London
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102
(133,453)
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4
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alternative investment, copula, dynamic risk exposure, market uncertainty, tail dependence
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5.
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Distaso, Walter
Imperial College Business School Leonida, Leone
University of London Maimone Ansaldo Patti, Dario
University of Messina Navarra, Pietro
University of Messina - Institute of Economics and Finance
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97
(138,149)
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referee bias, contest success function, economics of sport
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6.
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Corradi, Valentina
Queen Mary, University of London Distaso, Walter
Imperial College Business School Swanson, Norman R.
Rutgers University - Department of Economics
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74
(164,063)
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1
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Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise
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7.
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Corradi, Valentina
Queen Mary, University of London Distaso, Walter
Imperial College Business School Swanson, Norman R.
Rutgers University - Department of Economics
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73
(165,385)
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4
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Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise, conditional confidence intervals, jumps, prediction
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8.
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Corradi, Valentina
University of Warwick - Department of Economics Distaso, Walter
Imperial College Business School Fernandes, Marcelo
Queen Mary University of London - Economics Department
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57
(188,741)
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1
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conditional independence, jump-diffusion, noncausality, quadratic variation, realized variance, stochastic
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9.
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Distaso, Walter
Imperial College Business School Zikes, Filip
Imperial College London
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| Posted: |
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27 Jul 11
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Last Revised:
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08 May 13
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52
(197,139)
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mixture of normals, realized covariance, continuous time models, high frequency data
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10.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Zikes, Filip
Imperial College London
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09 Aug 11
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Last Revised:
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26 Feb 12
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50
(200,611)
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2
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Variance matrices, ill-conditioning, mean squared error, mean absolute deviations, resampling
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11.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Giraitis, Liudas
University of York - Department of Mathematics and Economics Koul, Hira
affiliation not provided to SSRN
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25
(258,299)
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12.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Giraitis, Liudas
University of York - Department of Mathematics and Economics
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11
(307,307)
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7
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13.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Giraitis, Liudas
University of York - Department of Mathematics and Economics
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9
(313,827)
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14.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Giraitis, Liudas
University of York - Department of Mathematics and Economics
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9
(313,827)
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15.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Giraitis, Liudas
University of York - Department of Mathematics and Economics
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8
(316,933)
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2
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16.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School
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7
(319,872)
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4
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Records 1 -
16
of 16 matches
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