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 5 5 714
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 2 2 3 758
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 1 1 1 527
Consensus and Co-Existence in an Interactive Process of Opinion Formation 0 0 0 24 1 4 5 115
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 0 2 289 1 3 7 997
Ergodicity and Clustering in Opinion Formation 0 0 0 31 1 1 2 171
Ergodicity and Clustering in Opinion Formation' 0 0 0 80 1 2 4 260
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 0 3 5 434
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 3 5 105
Information in the revision process of real-time datasets 0 0 0 75 0 4 13 320
Macroeconomic Determinants of Stock Market Returns, Volatility and Volatility Risk-Premia 0 1 2 301 3 5 8 948
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums 0 0 2 78 0 2 4 86
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia 0 0 0 8 0 1 1 61
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 1 4 5 368
Possibly Nonstationary Cross-Validation 0 0 0 21 3 6 7 49
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 2 3 4 612
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 2 3 4 248
Predictive Density Evaluation 0 0 0 184 4 7 8 508
Predictive Density Evaluation. Revised 0 0 2 68 2 3 7 156
Predictive Inference for Integrated Volatility 0 0 0 41 1 2 4 176
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 1 1 2 119
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 3 4 380
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 1 1 2 73
Strong Rules for Detecting the Number of Breaks in a Time Series 0 0 0 209 3 12 12 414
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 2 4 4 761
Testing for optimal monetary policy via moment inequalities 0 0 0 51 4 9 11 160
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 1 1 3 1,428
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 6 8 924
Total Working Papers 0 1 8 3,009 40 101 148 12,230

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 2 3 3 183
Information in the Revision Process of Real-Time Datasets 0 0 0 43 0 3 4 214
International market links and volatility transmission 0 0 0 13 1 3 4 103
Macroeconomic determinants of stock volatility and volatility premiums 2 2 10 128 2 3 18 415
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 2 3 367
NONPARAMETRIC NONSTATIONARITY TESTS 0 0 1 12 3 6 10 58
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 1 30 2 10 16 133
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries 0 1 6 300 1 10 26 770
Predictive ability with cointegrated variables 0 0 0 63 0 2 5 253
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 1 5 7 401
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 2 4 7 178
heap: A command for fitting discrete outcome variable models in the presence of heaping at known points 0 0 0 3 1 2 2 29
Total Journal Articles 2 3 19 852 15 53 105 3,104

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Predictive Density Evaluation 0 1 5 430 9 11 19 1,380
Total Chapters 0 1 5 430 9 11 19 1,380

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 2026-01-09