Follow
Walter Distaso
Walter Distaso
Imperial College Business School
Verified email at imperial.ac.uk
Title
Cited by
Cited by
Year
Platform competition and broadband uptake: Theory and empirical evidence from the European Union
W Distaso, P Lupi, FM Manenti
Information Economics and Policy 18 (1), 87-106, 2006
3622006
Nonstationarity-extended local Whittle estimation
KM Abadir, W Distaso, L Giraitis
Journal of econometrics 141 (2), 1353-1384, 2007
2742007
Macroeconomic determinants of stock volatility and volatility premiums
V Corradi, W Distaso, A Mele
Journal of Monetary Economics 60 (2), 203-220, 2013
1932013
Leader β-cells coordinate Ca2+ dynamics across pancreatic islets in vivo
V Salem, LD Silva, K Suba, E Georgiadou, S Neda Mousavy Gharavy, ...
Nature Metabolism 1 (6), 615-629, 2019
1512019
GRETL: Econometric software for the GNU generation
G Baiocchi, W Distaso
Journal of applied econometrics 18 (1), 105-110, 2003
1512003
Semi-parametric comparison of stochastic volatility models using realized measures
V Corradi, W Distaso
The Review of Economic Studies 73 (3), 635-667, 2006
1012006
Testing joint hypotheses when one of the alternatives is one-sided
KM Abadir, W Distaso
Journal of Econometrics 140 (2), 695-718, 2007
892007
Adverse outcomes in COVID-19 and diabetes: a retrospective cohort study from three London teaching hospitals
C Izzi-Engbeaya, W Distaso, A Amin, W Yang, O Idowu, JS Kenkre, ...
BMJ Open Diabetes Research and Care 9 (1), e001858, 2021
732021
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
662014
Macroeconomic determinants of stock market volatility and volatility risk-premiums
V Corradi, W Distaso, A Mele
Swiss Finance Institute Research Paper, 2012
592012
Two estimators of the long-run variance: beyond short memory
KM Abadir, W Distaso, L Giraitis
Journal of Econometrics 150 (1), 56-70, 2009
562009
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
522009
International market links and volatility transmission
V Corradi, W Distaso, M Fernandes
Journal of Econometrics 170 (1), 117-141, 2012
462012
Predictive inference for integrated volatility
V Corradi, W Distaso, NR Swanson
Journal of the American Statistical Association 106 (496), 1496-1512, 2011
452011
Static and dynamic efficiency in the European telecommunications market: The role of regulation on the incentives to invest and the ladder of investment
W Distaso, P Lupi, FM Manenti
Networking and Telecommunications: Concepts, Methodologies, Tools, and …, 2010
372010
Predictive density estimators for daily volatility based on the use of realized measures
V Corradi, W Distaso, NR Swanson
Journal of Econometrics 150 (2), 119-138, 2009
352009
Asymptotic normality for weighted sums of linear processes
KM Abadir, W Distaso, L Giraitis, HL Koul
Econometric Theory 30 (1), 252-284, 2014
332014
Testing for unit root processes in random coefficient autoregressive models
W Distaso
Journal of econometrics 142 (1), 581-609, 2008
292008
Testing and modelling market microstructure effects with an application to the dow jones industrial average
B Awartani, V Corradi, W Distaso
Warwick Business School, Financial Econometrics Research Centre, 2004
282004
The type 2 diabetes gene product STARD10 is a phosphoinositide-binding protein that controls insulin secretory granule biogenesis
GR Carrat, E Haythorne, A Tomas, L Haataja, A Müller, P Arvan, A Piunti, ...
Molecular metabolism 40, 101015, 2020
232020
The system can't perform the operation now. Try again later.
Articles 1–20