| Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries BMA Awartani, V Corradi International Journal of forecasting 21 (1), 167-183, 2005 | 417 | 2005 |
| Predictive density evaluation V Corradi, NR Swanson Handbook of economic forecasting 1, 197-284, 2006 | 302 | 2006 |
| Macroeconomic determinants of stock volatility and volatility premiums V Corradi, W Distaso, A Mele Journal of Monetary Economics 60 (2), 203-220, 2013 | 198 | 2013 |
| Out-of-sample tests for Granger causality J Chao, V Corradi, NR Swanson Macroeconomic Dynamics 5 (4), 598-620, 2001 | 144 | 2001 |
| Strong rules for detecting the number of breaks in a time series F Altissimo, V Corradi Journal of Econometrics 117 (2), 207-244, 2003 | 143 | 2003 |
| Reconsidering the continuous time limit of the GARCH (1, 1) process V Corradi Journal of econometrics 96 (1), 145-153, 2000 | 142 | 2000 |
| Predictive density and conditional confidence interval accuracy tests V Corradi, NR Swanson Journal of Econometrics 135 (1-2), 187-228, 2006 | 141 | 2006 |
| Bootstrap conditional distribution tests in the presence of dynamic misspecification V Corradi, NR Swanson Journal of Econometrics 133 (2), 779-806, 2006 | 128 | 2006 |
| Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes V Corradi, NR Swanson International Economic Review 48 (1), 67-109, 2007 | 115 | 2007 |
| A consistent test for nonlinear out of sample predictive accuracy V Corradi, NR Swanson Journal of Econometrics 110 (2), 353-381, 2002 | 110 | 2002 |
| Semi-parametric comparison of stochastic volatility models using realized measures V Corradi, W Distaso The Review of Economic Studies 73 (3), 635-667, 2006 | 103 | 2006 |
| Predictive ability with cointegrated variables V Corradi, NR Swanson, C Olivetti Journal of Econometrics 104 (2), 315-358, 2001 | 100 | 2001 |
| Information in the revision process of real-time datasets V Corradi, A Fernandez, NR Swanson Journal of Business & Economic Statistics 27 (4), 455-467, 2009 | 88 | 2009 |
| Testing for structural stability of factor augmented forecasting models V Corradi, NR Swanson Journal of Econometrics 182 (1), 100-118, 2014 | 87 | 2014 |
| Bootstrap specification tests for diffusion processes V Corradi, NR Swanson Journal of Econometrics 124 (1), 117-148, 2005 | 77 | 2005 |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes V Corradi, NR Swanson, H White Journal of Econometrics 96 (1), 39-73, 2000 | 75 | 2000 |
| Macroeconomic determinants of stock market volatility and volatility risk-premiums V Corradi, W Distaso, A Mele Swiss Finance Institute Research Paper, 2012 | 64 | 2012 |
| Machine learning in international trade research-evaluating the impact of trade agreements H Breinlich, V Corradi, N Rocha, M Ruta, JMC Santos Silva, T Zylkin CEPR Discussion Paper No. DP17325, 2022 | 56 | 2022 |
| Continuous approximations of stochastic evolutionary game dynamics V Corradi, R Sarin Journal of Economic Theory 94 (2), 163-191, 2000 | 55 | 2000 |
| Assessing market microstructure effects via realized volatility measures with an application to the dow jones industrial average stocks B Awartani, V Corradi, W Distaso Journal of Business & Economic Statistics 27 (2), 251-265, 2009 | 54 | 2009 |
