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Valentina Corradi
Information about the author Valentina Corradi will soon be added to the site.
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2 papers
in total
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Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
2005
In this paper, we examine the relative out of sample predictive ability of different...
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
2004
Forecasters and applied econometricians are often interested in comparing the...
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