Access Statistics for Valentina Corradi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 0 0 709
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 0 0 755
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 2 526
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 1 1 1 111
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 0 0 0 358
Continuous Approximations of Stochastic Evolutionary Game Dynamics 1 1 2 289 1 1 2 992
Ergodicity and Clustering in Opinion Formation 0 0 0 31 0 0 0 169
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 0 1 1 257
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 0 2 2 431
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 1 1 101
Information in the revision process of real-time datasets 0 0 0 75 1 9 9 316
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 0 0 299 1 2 10 942
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 77 0 0 2 83
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 0 3 60
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 0 0 363
Possibly Nonstationary Cross-Validation 0 0 0 21 0 0 0 42
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 1 1 609
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 0 0 244
Predictive Density Evaluation 0 0 0 184 0 0 1 500
Predictive Density Evaluation. Revised 0 0 2 68 0 0 4 151
Predictive Inference for Integrated Volatility 0 0 0 41 0 1 1 173
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 0 0 117
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 1 376
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 1 1 1 72
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 0 0 0 402
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 0 0 757
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 0 4 149
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 0 0 2 1,426
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 0 0 1 917
Total Working Papers 1 1 5 3,006 5 20 49 12,108

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bounds for inference with nuisance parameters present only under the alternative 0 0 0 42 0 0 1 180
Information in the Revision Process of Real-Time Datasets 0 0 0 43 0 0 1 210
International market links and volatility transmission 0 0 0 13 0 1 2 100
Macroeconomic determinants of stock volatility and volatility premiums 2 7 9 125 3 10 19 407
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 0 1 364
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 1 12 0 2 3 51
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 1 3 30 0 3 7 120
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 1 2 10 296 2 6 25 751
Predictive ability with cointegrated variables 0 0 0 63 0 0 3 249
Predictive density and conditional confidence interval accuracy tests 0 0 0 85 0 0 0 394
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 0 0 171
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 0 0 1 27
Total Journal Articles 3 10 23 844 5 22 63 3,024

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 1 1 7 429 1 1 12 1,368
Total Chapters 1 1 7 429 1 1 12 1,368

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12