Valentina Corradi

Queen Mary, University of London

Mile End Road

London, London E1 4NS

United Kingdom

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 35,467

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1,222

CITATIONS
Rank 7,545

SSRN RANKINGS

Top 7,545

in Total Papers Citations

74

Scholarly Papers (15)

1.
Downloads 275 (109,241)
Citation 19

Predictive Density Evaluation

HANDBOOK OF ECONOMIC FORECASTING, Clive W.J. Granger, Graham Elliot and Allan Timmerman, eds., Elsevier, September 2005
Number of pages: 82 Posted: 07 Mar 2007
Valentina Corradi and Norman R. Swanson
Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 143 (201,128)
Citation 32

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block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme

Predictive Density Evaluation

Number of pages: 82 Posted: 04 Oct 2005
Valentina Corradi and Norman R. Swanson
Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 132 (214,676)
Citation 10

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Block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme

2.

Bootstrap Procedures for Recursive Estimation Schemes with Applications to Forecast Model Selection

Rutgers University Economics Working Paper No: 2004-18
Number of pages: 37 Posted: 20 Sep 2004
Valentina Corradi and Norman R. Swanson
Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 123 (225,847)

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Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error

3.

Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data

Number of pages: 45 Posted: 06 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Downloads 120 (230,085)
Citation 3

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4.

A Simulation Based Specification Test for Diffusion Processes

Journal of Business and Economic Statistics, Vol. 26, No. 2, pp. 176-193
Number of pages: 32 Posted: 04 Oct 2005 Last Revised: 11 Sep 2008
Geetesh Bhardwaj, Valentina Corradi and Norman R. Swanson
SummerHaven Investment Management, Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 102 (258,265)
Citation 4

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Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility

5.

Predictive Inference for Integrated Volatility

Number of pages: 54 Posted: 06 Mar 2007
Valentina Corradi, Walter Distaso and Norman R. Swanson
Queen Mary, University of London, Imperial College Business School and Rutgers University - Department of Economics
Downloads 97 (266,978)
Citation 5

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Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise, conditional confidence intervals, jumps, prediction

6.

Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes

Number of pages: 48 Posted: 04 Oct 2005
Valentina Corradi and Norman R. Swanson
Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 96 (268,768)
Citation 13

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Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error

7.

Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures

Number of pages: 40 Posted: 04 Oct 2005
Valentina Corradi, Walter Distaso and Norman R. Swanson
Queen Mary, University of London, Imperial College Business School and Rutgers University - Department of Economics
Downloads 81 (298,933)
Citation 5

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Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise

8.

The Effect of Data Transformation on Common Cycle, Cointegration, and Unit Root Tests: Monte Carlo Results and a Simple Test

Number of pages: 38 Posted: 07 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Downloads 78 (305,684)

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9.

Bootstrap Specification Tests for Diffusion Processes

Number of pages: 37 Posted: 07 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Downloads 66 (335,395)
Citation 2

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10.

Predictive Density and Conditional Confidence Interval Accuracy Tests

Rutgers University Economics Working Paper No. 2004-23
Number of pages: 42 Posted: 20 Sep 2004
Valentina Corradi and Norman R. Swanson
Queen Mary, University of London and Rutgers University - Department of Economics
Downloads 62 (346,277)
Citation 18

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Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error

11.

A Test for Comparing Multiple Misspecified Conditional Distributions

Number of pages: 32 Posted: 07 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Downloads 49 (386,467)
Citation 3

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12.

Bootstrap Conditional Distribution Tests in the Presence of Dynamic Misspecification

Number of pages: 28 Posted: 06 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Downloads 46 (396,866)
Citation 23

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13.

Bounds for Inference with Nuisance Parameters Present Only Under the Alternative

The Econometrics Journal, Vol. 5, pp. 494-519, 2002
Number of pages: 26 Posted: 05 Feb 2003
Filippo Altissimo and Valentina Corradi
Brevan Howard Asset Management LLP and Queen Mary, University of London
Downloads 27 (475,904)
Citation 13
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14.

A Cointegration Analysis of the Relatonship between Bank Reserves, Deposits and Loans: The Case of Italy, 1965-1987

Journal of Banking and Finance, Vol. 14, No. 1, pp. 199-214, March 1990
Posted: 10 Jan 2005
Marzio Galeotti, Valentina Corradi and Riccardo Rovelli
University of Milan - Department of Environmental Science and Policy (DESP), Queen Mary, University of London and University of Bologna - Department of Economics

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15.

Some Recent Developments in Predictive Accuracy Testing with Nested Models and (Generic) Nonlinear Alternatives

International Journal of Forecasting, Forthcoming
Posted: 07 Sep 2003
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London

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