Arulampalam, Wiji, Corradi, Valentina and Gutknecht, Daniel (2017) Modeling heaped duration data : an application to neonatal mortality. Journal of Econometrics, 200 (2). pp. 363-377. doi:10.1016/j.jeconom.2017.06.016 ISSN 0304-4076.

Bandi, Federico M. and Corradi, Valentina (2014) Nonparametric nonstationarity tests. Econometric Theory, Volume 30 (Number 3). pp. 127-149. doi:10.1017/S0266466613000145 ISSN 0266-4666.

Corradi, Valentina, Distaso, Walter and Fernandes, Marcelo (2012) International market links and volatility transmission. Journal of Econometrics, 170 (1). pp. 117-141. doi:10.1016/j.jeconom.2012.03.003 ISSN 0304-4076.

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2012) Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics, Volume 60 (Number 2). pp. 203-220. doi:10.1016/j.jmoneco.2012.10.019 ISSN 0304-3932.

Coroneo, Laura, Corradi, Valentina and Santos Monteiro, Paul (2012) Testing for optimal monetary policy via moment inequalities. Working Paper. Coventry: Department of Economics, University of Warwick. The Warwick Economics Research Paper Series (TWERPS) (Number 985). (Unpublished)

Corradi, Valentina and Distaso, Walter (2011) Multiple forecast model evaluation. In: The Oxford handbook of economic forecasting. New York: Oxford University Press, pp. 391-414. ISBN 9780195398649

Corradi, Valentina, Distaso, Walter and Fernandes, Marcelo (2011) A realized approach to estimate conditional alphas. In: 2011 Australasian Meeting of the Econometric Society, Adelaide, 4-7 July 2011 (Unpublished)

Corradi, Valentina and Swanson, Norman R. (2011) Testing for forecast and structural stability. In: Cinquième colloque CIREQ sur les séries temporelles, Montréal, 27-28 May 2011 (Unpublished)

Coroneo, L., Corradi, Valentina and Santos-Monteiro, Paulo (2011) Testing for the degree of commitment via set-identification. In: Invited Speaker : CEA Seminars, University of Chile, 01 Apr 2011 (Unpublished)

Corradi, Valentina (2011) Predictive Inference for Integrated Volatility. Journal of the American Statistical Association, Vol.106 (No.496). pp. 1496-1512. doi:10.1198/jasa.2011.tm10012 ISSN 0162-1459.

Corradi, Valentina and Swanson, Norman R. (2011) Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models. Journal of Econometrics, Volume 161 (Number 2). pp. 304-324. doi:10.1016/j.jeconom.2010.12.009 ISSN 0304-4076.

Corradi, Valentina, Bandi, F. and Wilhelm, D. (2010) Nonparametric nonstationary autoregression and nonparametric cointegrating regression : automated bandwidth selection. In: 10th Vilnius Conference in Probabality and Mathematical Statistics, Vilnius University, Lithuania, 28 Jun-02 Jul 2010 (Unpublished)

Corradi, Valentina, Fernandez, Andres and Swanson, Norman R. (2009) Information in the revision process of real-time datasets. Journal of Business and Economic Statistics, Vol.27 (No.4). pp. 455-467. doi:10.1198/jbes.2009.07209 ISSN 0735-0015.

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2009) Macroeconomic determinants of stock market volatility and volatility risk-premiums. Working Paper. Social Science Research Network (SSRN). (Unpublished)

Corradi, Valentina, Distaso, Walter and Swanson, Norman R. (2009) Predictive density estimators for daily volatility based on the use of realized measures. In: 1st Symposium on Econometric Theory and Applications (SETA), Acad Sinica, Taipei, Taiwan, May 18-20, 2005. Published in: Journal of Econometrics, Vol.150 (No.2). pp. 119-138. doi:10.1016/j.jeconom.2008.12.015 ISSN 0304-4076.

Awartani, Basel, Corradi, Valentina and Distaso, Walter (2009) Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones industrial average stocks. Journal of Business and Economic Statistics, Vol.27 (No.2). pp. 251-265. doi:10.1198/jbes.2009.0018 ISSN 0735-0015.

Bandi, Federico, Corradi, Valentina and Moloche, Guillermo (2008) Bandwidth selection for continuous-time Markov processes. In: Chicago/London Conference on Financial Markets Part One : What Went Wrong? Financial Engineering, Financial Econometrics, and the Current Stress, City University London, London, 5-6 Dec 2008 (Unpublished)

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2008) Macroeconomic determinants of stock market volatility and volatility risk-premia. In: 2008 North American Summer Meeting of the Econometric Society, Pittsburgh, PA, 19-22 Jun 2008 (Unpublished)

Corradi, Valentina and Iglesias, Emma M. (2008) Bootstrap refinements for QML estimators of the GARCH(1,1) parameters. Journal of Econometrics, Vol.144 (No.2). pp. 500-510. doi:10.1016/j.jeconom.2008.03.003 ISSN 0304-4076.

Bhardwaj, G., Corradi, Valentina and Swanson, Norman R. (2008) A simulation-based specification test for diffusion processes. Journal of Business and Economic Statistics, Vol.26 (No.2). pp. 176-193. doi:10.1198/073500107000000412 ISSN 0735-0015.

Corradi, Valentina, Distaso, Walter and Fernandes, Marcelo (2008) International market links and realized volatility transmission. In: 3rd ESRC Workshop on Nonlinear Economics and Finance, Keele University, 01 Feb 2008 (Unpublished)

Corradi, Valentina and Swanson, Norman R. (2007) Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes. International Economic Review, Vol.48 (No.1). pp. 67-109. doi:10.1111/j.1468-2354.2007.00418.x ISSN 0020-6598.