Skip to contents Abadir, Karim M. [Author] ; Distaso, Walter [Other] Testing Joint Hypotheses When One of the Alternatives is One-Sided Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1985282 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Distaso, Walter [Author] ; Zikes, Filip [Other] Multivariate Mixture-of-Normals Hypothesis in Exchange Rates Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1895522 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Distaso, Walter [Author] ; Fernandes, Marcelo [Other]; Zikes, Filip [Other] Tailing Tail Risk in the Hedge Fund Industry Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2041525 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Caporin, Massimiliano [Author] ; Distaso, Walter [Other]; Zambon, Nancy [Other] The Cross-Section of Expected Jumps in Equity Returns Books View online Schließen > Access https://ssrn.com/abstract=3235354 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Alifano, Daniela [Author] ; Corradi, Valentina [Other]; Distaso, Walter [Other] The Determinants of Operational Risk Losses Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3407863 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Zikes, Filip [Other] Design-Free Estimation of Variance Matrices Books View online Schließen > Access https://ssrn.com/abstract=1907266 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] An I(d) Model with Trend and Cycles Books View online Schließen > Access https://ssrn.com/abstract=1984832 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Corradi, Valentina [Author] ; Distaso, Walter [Other]; Fernandes, Marcelo [Other] International Market Links and Volatility Transmission Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2005006 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] Nonstationarity-Extended Local Whittle Estimation Books View online Schließen > Access https://ssrn.com/abstract=1984846 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] Two Estimators of the Long-Run Variance : Beyond Short Memory Books View online Schließen > Access https://ssrn.com/abstract=1984844 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other]; Koul, Hira [Other] Asymptotic Normality for Weighted Sums of Linear Processes Books View online Schließen > Access https://ssrn.com/abstract=1985281 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive density estimators for daily volatility based on the use of realized measures Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Abadir, Karim M. [Author]; Distaso, Walter [Author]; Giraitis, Liudas [Author] Two estimators of the long-run variance: beyond short memory Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author] Cross-section without factors : correlation risk, strings and asset prices - [This version: January 13, 2021] Books View online Schließen > Access Full access (via DOI) https://ideas.repec.org/p/chf/rpseri/rp20119.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2021 Published in: Swiss Finance Institute: Research paper series ; 2020,119 Corradi, Valentina [Author]; Distaso, Walter [Author]; Mele, Antonio [Author] Macroeconomic determinants of stock market volatility and volatility risk-premiums Books View online Schließen > Access https://ssrn.com/abstract=2005021 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2012 Published in: Swiss Finance Institute: Research paper series ; 2012,18 Abadir, Karim M. [Author]; Distaso, Walter [Author]; Giraitis, Liudas [Author] Semiparametric Estimation and Inference for Trending I(D) and Related Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1985168 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012 Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive inference for integrated volatility Books View online Schließen > Links http://hdl.handle.net/10419/59492 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2011 Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive inference for integrated volatility Books View online Schließen > Links http://hdl.handle.net/10419/59500 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2011 Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive density estimators for daily volatility based on the use of realized measures Books View online Schließen > Links http://hdl.handle.net/10419/31280 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2006 Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive Inference for Integrated Volatility Books View online Schließen > Access https://ssrn.com/abstract=966393 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2007
Abadir, Karim M. [Author] ; Distaso, Walter [Other] Testing Joint Hypotheses When One of the Alternatives is One-Sided Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1985282 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Distaso, Walter [Author] ; Zikes, Filip [Other] Multivariate Mixture-of-Normals Hypothesis in Exchange Rates Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1895522 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Distaso, Walter [Author] ; Fernandes, Marcelo [Other]; Zikes, Filip [Other] Tailing Tail Risk in the Hedge Fund Industry Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2041525 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Caporin, Massimiliano [Author] ; Distaso, Walter [Other]; Zambon, Nancy [Other] The Cross-Section of Expected Jumps in Equity Returns Books View online Schließen > Access https://ssrn.com/abstract=3235354 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Alifano, Daniela [Author] ; Corradi, Valentina [Other]; Distaso, Walter [Other] The Determinants of Operational Risk Losses Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3407863 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Zikes, Filip [Other] Design-Free Estimation of Variance Matrices Books View online Schließen > Access https://ssrn.com/abstract=1907266 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] An I(d) Model with Trend and Cycles Books View online Schließen > Access https://ssrn.com/abstract=1984832 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Corradi, Valentina [Author] ; Distaso, Walter [Other]; Fernandes, Marcelo [Other] International Market Links and Volatility Transmission Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2005006 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] Nonstationarity-Extended Local Whittle Estimation Books View online Schließen > Access https://ssrn.com/abstract=1984846 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other] Two Estimators of the Long-Run Variance : Beyond Short Memory Books View online Schließen > Access https://ssrn.com/abstract=1984844 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Abadir, Karim M. [Author] ; Distaso, Walter [Other]; Giraitis, Liudas [Other]; Koul, Hira [Other] Asymptotic Normality for Weighted Sums of Linear Processes Books View online Schließen > Access https://ssrn.com/abstract=1985281 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive density estimators for daily volatility based on the use of realized measures Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009
Abadir, Karim M. [Author]; Distaso, Walter [Author]; Giraitis, Liudas [Author] Two estimators of the long-run variance: beyond short memory Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009
Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author] Cross-section without factors : correlation risk, strings and asset prices - [This version: January 13, 2021] Books View online Schließen > Access Full access (via DOI) https://ideas.repec.org/p/chf/rpseri/rp20119.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2021 Published in: Swiss Finance Institute: Research paper series ; 2020,119
Corradi, Valentina [Author]; Distaso, Walter [Author]; Mele, Antonio [Author] Macroeconomic determinants of stock market volatility and volatility risk-premiums Books View online Schließen > Access https://ssrn.com/abstract=2005021 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Genève: Swiss Finance Inst., 2012 Published in: Swiss Finance Institute: Research paper series ; 2012,18
Abadir, Karim M. [Author]; Distaso, Walter [Author]; Giraitis, Liudas [Author] Semiparametric Estimation and Inference for Trending I(D) and Related Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1985168 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012
Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive inference for integrated volatility Books View online Schließen > Links http://hdl.handle.net/10419/59492 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2011
Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive inference for integrated volatility Books View online Schließen > Links http://hdl.handle.net/10419/59500 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2011
Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive density estimators for daily volatility based on the use of realized measures Books View online Schließen > Links http://hdl.handle.net/10419/31280 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Brunswick, NJ: Rutgers University, Department of Economics, 2006
Corradi, Valentina [Author]; Distaso, Walter [Author]; Swanson, Norman R. [Author] Predictive Inference for Integrated Volatility Books View online Schließen > Access https://ssrn.com/abstract=966393 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2007
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