Institution: University of Surrey
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.surrey.ac.uk/economics/people/valentina_corradi/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 7.40 | 2.02 | 0.34 | 9.75 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2014 | NONPARAMETRIC NONSTATIONARITY TESTS | Econometric Theory | B | 2 |
| 2013 | Macroeconomic determinants of stock volatility and volatility premiums | Journal of Monetary Economics | A | 3 |
| 2012 | International market links and volatility transmission | Journal of Econometrics | A | 3 |
| 2009 | Predictive density estimators for daily volatility based on the use of realized measures | Journal of Econometrics | A | 3 |
| 2006 | Predictive density and conditional confidence interval accuracy tests | Journal of Econometrics | A | 2 |
| 2005 | Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries | International Journal of Forecasting | B | 2 |
| 2001 | Predictive ability with cointegrated variables | Journal of Econometrics | A | 3 |
| 2001 | Out-Of-Sample Tests for Granger Causality | Macroeconomic Dynamics | C | 3 |