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 7 12 721
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 3 4 759
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 1 6 6 532
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 0 3 7 117
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 3 5 5 363
Continuous Approximations of Stochastic Evolutionary Game Dynamics 1 1 2 290 1 7 12 1,003
Ergodicity and Clustering in Opinion Formation 0 0 0 31 2 4 5 174
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 1 4 6 263
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 1 8 11 442
Information in the Revision Process of Real-Time Datasets 0 0 0 18 2 3 7 108
Information in the revision process of real-time datasets 0 0 0 75 9 11 22 331
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 1 2 4 303 3 9 14 954
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 78 2 8 11 94
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 1 1 9 1 3 4 64
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 4 8 371
Possibly Nonstationary Cross-Validation 0 0 0 21 1 5 9 51
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 7 9 617
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 2 4 248
Predictive Density Evaluation 0 0 0 184 1 9 13 513
Predictive Density Evaluation. Revised 0 0 0 68 0 5 8 159
Predictive Inference for Integrated Volatility 0 0 0 41 0 2 4 177
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 7 8 125
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 3 7 383
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 3 4 75
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 1 5 14 416
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 7 9 766
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 8 15 164
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 1 1 272 0 3 4 1,430
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 3 14 18 935
Total Working Papers 2 5 9 3,014 33 165 260 12,355

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 3 4 184
Information in the Revision Process of Real-Time Datasets 0 0 0 43 3 7 11 221
International market links and volatility transmission 0 0 0 13 0 4 7 106
Macroeconomic determinants of stock volatility and volatility premiums 1 3 10 129 1 4 19 417
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 2 5 369
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 0 12 1 6 10 61
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 1 8 19 139
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 1 2 8 302 3 12 34 781
Predictive ability with cointegrated variables 0 0 0 63 2 4 8 257
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 0 5 11 405
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 4 9 180
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 0 6 7 34
Total Journal Articles 2 5 19 855 11 65 144 3,154

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 1 1 3 431 4 20 24 1,391
Total Chapters 1 1 3 431 4 20 24 1,391

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Statistics updated 2026-03-04