Walter Distaso

Available identifiers

Publication	Date of Publication	Type
Cross-section without factors: a string model for expected returns	2024-08-26	Paper
Testing for Jump Spillovers Without Testing for Jumps	2020-09-15	Paper
Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space	2020-06-29	Paper
International market links and volatility transmission	2017-05-12	Paper
An I(\(d\)) model with trend and cycles	2016-08-12	Paper
Predictive density estimators for daily volatility based on the use of realized measures	2016-07-04	Paper
Two estimators of the long-run variance: beyond short memory	2016-07-04	Paper
Testing for unit root processes in random coefficient autoregressive models	2016-06-03	Paper
Nonstationarity-extended local Whittle estimation	2016-05-27	Paper
ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES	2014-06-20	Paper
Design-free estimation of variance matrices	2014-06-04	Paper
Testing joint hypotheses when one of the alternatives is one-sided	2012-09-23	Paper
Predictive Inference for Integrated Volatility	2012-03-22	Paper
Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures	2006-09-22	Paper

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