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

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2012) Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics . ISSN 0304-3932 (In Press)

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 In: 2011 Australasian Meeting of the Econometric Society, Adelaide, 4-7 July 2011 (Unpublished)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 In: Cinquième colloque CIREQ sur les séries temporelles, Montréal, 27-28 May 2011 (Unpublished)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 In: Invited Speaker : CEA Seminars, University of Chile, 01 Apr 2011 (Unpublished)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. 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, Vol.161 (No.2). pp. 304-324. 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10th Vilnius Conference in Probabality and Mathematical Statistics, Vilnius University, Lithuania, 28 Jun-02 Jul 2010 (Unpublished)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. 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 (Unpublished)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.

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. 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. ISSN 0304-4076

Bhardwaj, G. (Geetesh), Corradi, Valentina and Swanson, Norman R. (Norman Rasmus), 1964-. (2008) A simulation-based specification test for diffusion processes. Journal of Business and Economic Statistics, Vol.26 (No.2). pp. 176-193. 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. ISSN 0020-6598