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 2 2 14 723
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 4 4 8 763
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 2 3 8 534
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 2 2 8 119
Consensus and Co-Existence in an Interactive Process of Opinion Formation' 0 0 0 47 2 5 7 365
Continuous Approximations of Stochastic Evolutionary Game Dynamics 0 1 1 290 2 4 14 1,006
Ergodicity and Clustering in Opinion Formation 0 0 0 31 4 7 10 179
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 3 4 9 266
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 3 4 14 445
Information in the Revision Process of Real-Time Datasets 0 0 0 18 3 6 11 112
Information in the revision process of real-time datasets 0 0 0 75 3 13 19 335
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 4 303 2 5 14 956
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 1 78 2 4 13 96
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 1 9 1 3 6 66
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 5 5 13 376
Possibly Nonstationary Cross-Validation 0 0 0 21 1 3 11 53
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 5 5 13 622
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 4 4 8 252
Predictive Density Evaluation 0 0 0 184 1 2 14 514
Predictive Density Evaluation. Revised 0 0 0 68 1 1 9 160
Predictive Inference for Integrated Volatility 0 0 0 41 2 2 6 179
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 1 2 10 127
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 2 2 9 385
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 2 2 5 77
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 1 2 15 417
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 3 4 12 769
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 0 15 164
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 1 272 2 2 6 1,432
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 2 8 23 940
Total Working Papers 0 2 8 3,014 67 110 324 12,432


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 1 5 185
Information in the Revision Process of Real-Time Datasets 0 0 0 43 3 7 15 225
International market links and volatility transmission 0 0 0 13 2 4 10 110
Macroeconomic determinants of stock volatility and volatility premiums 0 1 4 129 2 4 13 420
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 1 1 6 370
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 0 12 0 2 11 62
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 3 4 22 142
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 2 6 11 307 5 11 38 789
Predictive ability with cointegrated variables 0 0 0 63 1 3 9 258
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 4 4 15 409
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 3 3 12 183
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 3 5 12 39
Total Journal Articles 2 7 16 860 27 49 168 3,192


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 1 2 431 4 11 30 1,398
Total Chapters 0 1 2 431 4 11 30 1,398


Statistics updated 2026-05-06