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 0 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 0 1 2 289 1 3 4 994
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 0 1 257
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 0 0 2 431
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 1 2 102
Information in the revision process of real-time datasets 0 0 0 75 0 1 9 316
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 1 1 300 1 2 8 943
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 1 1 2 78 1 1 2 84
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 0 2 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 1 1 1 43
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 0 1 609
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 1 1 245
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 0 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 0 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 1 1 2 150
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 2 3 7 3,008 5 13 49 12,116


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 0 210
International market links and volatility transmission 0 0 0 13 0 0 2 100
Macroeconomic determinants of stock volatility and volatility premiums 0 3 8 126 4 8 21 412
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 0 0 364
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 1 12 0 0 3 51
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 2 30 0 0 5 120
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 0 4 6 299 1 8 20 757
Predictive ability with cointegrated variables 0 0 0 63 0 0 2 249
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 0 7 17 848 5 16 55 3,035


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 1 7 429 0 1 12 1,368
Total Chapters 0 1 7 429 0 1 12 1,368


Statistics updated 2025-07-04