Valentina Corradi obtained a PhD in Economics in 1994 at the University of California, San Diego. She held positions at University of Pennsylvania, Queen Mary-University of London, University of Exeter and University of Warwick.
Her work has been published on Journal of Econometrics, Econometric Theory, Journal of the American Statistical Association, Review of Economic Studies, International Economic Review and Journal of Monetary Economics.
Valentina's current research interests include: (i) modelling and testing for jumps in financial assets (ii) evaluation of trading strategies (iii) financial analysts bias (iv) bandwidth selection for non-stationary processes (v) heaping and measurement error in child mortality data.
Corradi V, Distaso W, Mele A.
(2013) 'Macroeconomic determinants of stock volatility and volatility premiums'. Journal of Monetary Economics, 60 (2), pp. 203-220.
Corradi V, Distaso W, Swanson NR.
(2011) 'Predictive inference for integrated volatility'. Journal of the American Statistical Association, 106 (496), pp. 1496-1512.
Corradi V, Swanson NR.
(2011) 'Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models'. Journal of Econometrics, 161 (2), pp. 304-324.
Corradi V, Distaso W, Swanson NR.
(2009) 'Predictive density estimators for daily volatility based on the use of realized measures'. Journal of Econometrics, 150 (2), pp. 119-138.
Corradi V, Fernandez A, Swanson NR.
(2009) 'Information in the revision process of real-time datasets'. Journal of Business and Economic Statistics, 27 (4), pp. 455-467.
Awartani B, Corradi V, Distaso W.
(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, 27 (2), pp. 251-265.
Bhardwaj G, Corradi V, Swanson NR.
(2008) 'A simulation-based specification test for diffusion processes'. Journal of Business and Economic Statistics, 26 (2), pp. 176-193.
Corradi V, Sarin R.
(2008) 'Corrigendum to "Continuous approximations of stochastic evolutionary game dynamics" [J. Econ. Theory 94 (2000) 163-191].'. J. Economic Theory, 140 Article number 1 , pp. e2-e4.
Corradi V, Swanson NR.
(2007) 'Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes'. International Economic Review, 48 (1), pp. 67-109.
Corradi V, Swanson NR.
(2007) 'Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data'. Journal of Econometrics, 136 (2), pp. 699-723.
Corradi V, Swanson NR.
(2006) 'Predictive density and conditional confidence interval accuracy tests'. Journal of Econometrics, 135 (1-2), pp. 187-228.
Corradi V, Swanson NR.
(2006) 'Bootstrap conditional distribution tests in the presence of dynamic misspecification'. Journal of Econometrics, 133 (2), pp. 779-806.
Corradi V, Distaso W.
(2006) 'Semi-parametric comparison of stochastic volatility models using realized measures'. Review of Economic Studies, 73 (3), pp. 635-667.
Corradi V, Swanson NR.
(2006) 'The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test'. Journal of Econometrics, 132 (1), pp. 195-229.
Corradi V, Swanson NR.
(2014) 'Testing for structural stability of factor augmented forecasting models'. Journal of Econometrics, 182 (1), pp. 100-118.
