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Publications by Valentina Corradi

Bootstrap Specification Tests for Diffusion Processes

SSRN Electronic Journal

English

Information in the Revision Process of Real-Time Datasets

Working paper (Federal Reserve Bank of Philadelphia)

English

Predictive Inference for Integrated Volatility

SSRN Electronic Journal

English

Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures

SSRN Electronic Journal

English

Related publications

The Local Bootstrap for Markov Processes

Journal of Statistical Planning and Inference

Applied Mathematics

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Bootstrap Tests: How Many Bootstraps?

Econometric Reviews

English

Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics

Social Sciences

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Specification Tests for the Multinomial Logit Model

English

Bootstrap Statistical Tests of Rank Determination for System Identification

IEEE Transactions on Automatic Control

Systems Engineering

Computer Science Applications

Electronic Engineering

English

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Journal of Time Series Analysis

Applied Mathematics

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Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility

Econometric Theory

Social Sciences

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Permutation and Parametric Bootstrap Tests for Gene-Gene and Gene-Environment Interactions

Annals of Human Genetics

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Regularity Theory for Nonlinear Diffusion Processes

Notices of the American Mathematical Society

English