ESRC

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.

Economic and Social Research Council (ESRC)

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 (2009) Macroeconomic determinants of stock market volatility and volatility risk-premiums. Working Paper. Social Science Research Network (SSRN). (Unpublished)

Economic and Social Research Council (Great Britain) (ESRC)

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, 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.

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.

Rutgers University

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.

Rutgers University Research Council

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.