Valentina Corradi

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Person:223930

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zbMath Open corradi.valentinaMaRDI QIDQ223930

List of research outcomes

PublicationDate of PublicationType
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk2023-09-28Paper
Testing for Jump Spillovers Without Testing for Jumps2020-09-15Paper
Testing for jumps and jump intensity path dependence2018-05-25Paper
ROBUST FORECAST COMPARISON2017-10-25Paper
Modeling heaped duration data: an application to neonatal mortality2017-08-24Paper
International market links and volatility transmission2017-05-12Paper
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models2016-08-10Paper
Predictive density estimators for daily volatility based on the use of realized measures2016-07-04Paper
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters2016-06-13Paper
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test2016-06-10Paper
Predictive density and conditional confidence interval accuracy tests2016-06-10Paper
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data2016-05-02Paper
Bootstrap conditional distribution tests in the presence of dynamic misspecification2016-04-25Paper
Bootstrap specification tests for diffusion processes2016-03-24Paper
NONPARAMETRIC NONSTATIONARITY TESTS2014-06-20Paper
Testing for structural stability of factor augmented forecasting models2014-06-04Paper
A test for the distributional comparison of simulated and historical data2013-01-01Paper
Predictive Inference for Integrated Volatility2012-03-22Paper
Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures2006-09-22Paper
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS2006-03-08Paper
Strong rules for detecting the number of breaks in a time series2003-12-04Paper
Bounds for inference with nuisance parameters present only under the alternative2003-08-07Paper
The adjusted Knaster procedure under unequal entitlements.2003-07-15Paper
A consistent test for nonlinear out of sample predictive accuracy.2003-02-17Paper
https://portal.mardi4nfdi.de/entity/Q27834472002-07-02Paper
The dynamics of public opinion under majority rules2002-01-01Paper
Continuous approximations of stochastic evolutionary game dynamics2001-06-21Paper
Reconsidering the continuous time limit of the GARCH(1,1) process2001-05-08Paper
DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS2001-02-06Paper
Predictive ability with cointegrated variables2001-01-01Paper
Specification Tests for the Variance of a Diffusion2000-03-01Paper
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes2000-01-01Paper
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION1996-05-20Paper

Research outcomes over time


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