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Distaso, Walter

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Author ID: distaso.walter Recent zbMATH articles by "Distaso, Walter"
Published as: Distaso, Walter
Documents Indexed: 13 Publications since 2006

Publications by Year

Citations contained in zbMATH

12 Publications have been cited 123 times in 110 Documents Cited by Year
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
33
2007
Semi-parametric comparison of stochastic volatility models using realized measures. Zbl 1145.91345
Corradi, Valentina; Distaso, Walter
20
2006
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
11
2009
Predictive inference for integrated volatility. Zbl 1233.62149
Corradi, Valentina; Distaso, Walter; Swanson, Norman R.
10
2011
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
9
2014
Predictive density estimators for daily volatility based on the use of realized measures. Zbl 1429.62465
Corradi, Valentina; Distaso, Walter; Swanson, Norman R.
9
2009
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
Abadir, Karim M.; Distaso, Walter
9
2007
Testing for unit root processes in random coefficient autoregressive models. Zbl 1418.62314
Distaso, Walter
8
2008
International market links and volatility transmission. Zbl 1443.62342
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo
5
2012
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
4
2014
An I(\(d\)) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
4
2011
Balancing cryptoassets and gold: a weighted-risk-contribution index for the alternative asset space. Zbl 1442.62748
Koutsouri, Aikaterini; Poli, Francesco; Alfieri, Elise; Petch, Michael; Distaso, Walter; Knottenbelt, William J.
1
2020
Balancing cryptoassets and gold: a weighted-risk-contribution index for the alternative asset space. Zbl 1442.62748
Koutsouri, Aikaterini; Poli, Francesco; Alfieri, Elise; Petch, Michael; Distaso, Walter; Knottenbelt, William J.
1
2020
Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L.
9
2014
Design-free estimation of variance matrices. Zbl 1311.62078
Abadir, Karim M.; Distaso, Walter; Žikeš, Filip
4
2014
International market links and volatility transmission. Zbl 1443.62342
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo
5
2012
Predictive inference for integrated volatility. Zbl 1233.62149
Corradi, Valentina; Distaso, Walter; Swanson, Norman R.
10
2011
An I(\(d\)) model with trend and cycles. Zbl 1441.62573
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
4
2011
Two estimators of the long-run variance: beyond short memory. Zbl 1429.62378
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
11
2009
Predictive density estimators for daily volatility based on the use of realized measures. Zbl 1429.62465
Corradi, Valentina; Distaso, Walter; Swanson, Norman R.
9
2009
Testing for unit root processes in random coefficient autoregressive models. Zbl 1418.62314
Distaso, Walter
8
2008
Nonstationarity-extended local Whittle estimation. Zbl 1418.62297
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas
33
2007
Testing joint hypotheses when one of the alternatives is one-sided. Zbl 1247.62144
Abadir, Karim M.; Distaso, Walter
9
2007
Semi-parametric comparison of stochastic volatility models using realized measures. Zbl 1145.91345
Corradi, Valentina; Distaso, Walter
20
2006
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Cited by 198 Authors

8 Giraitis, Liudas
6 Distaso, Walter
5 Iacone, Fabrizio
5 Surgailis, Donatas
3 Bailey, Natalia
3 Bardet, Jean-Marc
3 Corradi, Valentina
3 Fernandes, Marcelo
3 Hassler, Uwe
3 Leybourne, Stephen J.
3 Taylor, A. M. Robert
3 Todorov, Viktor
2 Abadir, Karim M.
2 Aït-Sahalia, Yacine
2 Baek, Changryong
2 Bandi, Federico M.
2 Cheung, Ying Lun
2 Chevillon, Guillaume
2 Hu, Hongchang
2 Hualde, Javier
2 Kapetanios, George
2 Koul, Hira Lal
2 Lam, Clifford
2 Lavancier, Frédéric
2 Lieberman, Offer
2 McAleer, Michael
2 Medeiros, Marcelo C.
2 Philippe, Anne
2 Pipiras, Vladas
2 Sibbertsen, Philipp
2 Škarnulis, Andrius
2 Swanson, Norman Rasmus
2 Tauchen, George E.
1 Achard, Sophie
1 Amaro de Matos, João
1 Andersen, Torben G.
1 Andreou, Elena
1 Arteche, Josu
1 Asai, Manabu
1 Auray, Stéphane
1 Baillie, Richard T.
1 Barucci, Emilio
1 Bhansali, Rajendra J.
1 Bollerslev, Tim
1 Boutahar, Mohamed
1 Brix, Anne Floor
1 Caporale, Guglielmo Maria
1 Chen, Shiyi
1 Chen, Willa W.
1 Chen, Zhenlong
1 Christensen, Kim
1 Corsi, Fulvio
1 Dalla, Violetta
1 Denaux, Zulal S.
1 DeSilva, Sirilath J.
1 Diks, Cees G. H.
1 Dola, Béchir
1 Doukhan, Paul
1 Duffy, James A.
1 Dungey, Mardi
1 Duong, Diep
1 Elder, John IV
1 Elliott, Robert James
1 Emirmahmutoglu, Furkan
1 Erdemlioglu, Deniz
1 Eyquem, Aurélien
1 Faÿ, Gilles
1 Feng, Phoenix
1 Fengler, Matthias R.
1 Fu, Ke’ang
1 Fu, Xiaoyong
1 Gannaz, Irène
1 Garcia, René
1 Giesecke, Kay
1 Gil-Alana, Luis Alberiko
1 Gloter, Arnaud
1 Grublyt, Ieva
1 Grublytė, Ieva
1 Grynkiv, Iaryna
1 Guenaizi, Abdellatif
1 Hadri, Kaddour
1 Härdle, Wolfgang Karl
1 Hecq, Alain W.
1 Hill, Jonathan M. D.
1 Horváth, Lajos
1 Hosseinkouchack, Mehdi
1 Hotta, Luiz Koodi
1 Hu, Junjuan
1 Ito, Ryoko
1 Jeong, Kiho
1 Jouneau-Sion, Frédéric
1 Kanaya, Shin
1 Knottenbelt, William J.
1 Kokoszka, Piotr S.
1 Koutsouri, Aikaterini
1 Kristensen, Dennis
1 Kruse, Robinson
1 La Spada, Gabriele
1 Larsson, Rolf
1 Laurent, Sébastien-Yves
...and 98 more Authors

Citations by Year