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Corradi, Valentina's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
513 |
Total
Citations
39 |
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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
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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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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
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1
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conditional independence, jump-diffusion, noncausality, quadratic variation, realized variance, stochastic
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3.
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Bandi, Federico M. University of Chicago - Booth School of Business Corradi, Valentina University of Warwick - Department of Economics Wilhelm, Daniel University of Chicago - Booth School of Business
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29 Jun 11
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Last Revised:
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04 Jul 11
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36
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data-driven bandwidth selection, non-stationary autoregression, nonparametric cointegration, recurrence
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4.
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Coroneo, Laura University of York (UK) - Department of Economics and Related Studies Corradi, Valentina University of Warwick - Department of Economics Santos Monteiro, Paulo University of Warwick - Department of Economics
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09 Jun 11
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Last Revised:
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13 Apr 12
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27
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Bootstrap, GMM, Moment Inequalities, Optimal Monetary Policy
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5.
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Corradi, Valentina University of Warwick - Department of Economics Fernandez, Andres affiliation not provided to SSRN Swanson, Norman R. Rutgers University - Department of Economics
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23
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bias, efficiency, generically comprehensive tests, rationality
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Corradi, Valentina University of Warwick - Department of Economics Swanson, Norman R. Rutgers University - Department of Economics
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7.
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Corradi, Valentina University of Warwick - Department of Economics Swanson, Norman R. Rutgers University - Department of Economics
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Block bootstrap, diffusion processes, jumps, nonparametric simulated quasi maximum likelihood, parameter estimation error, recursive estimation, stochastic volatility
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Records 1 -
7
of 7 matches
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