Walter Distaso

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4122-0160

Department of Finance, Imperial College Business School, South Kensington, London, UK

Publications

• Testing for Jump Spillovers Without Testing for Jumps — Journal of the American Statistical Association 2020
• Predictive Inference for Integrated Volatility — Journal of the American Statistical Association 2011
• Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures — The Review of Economic Studies 2006