Valentina Corradi

Valentina Corradi is a Professor of Econometrics at the University of Surrey. She holds a PhD in Economics from the University of California, San Diego (1994) and has held academic positions at the University of Pennsylvania, Queen Mary-University of London, University of Exeter, and University of Warwick. Her research focuses on econometric theory, financial econometrics, and time series analysis, particularly in predictive evaluation, jump diffusion models, and measurement error correction in child mortality data. Key areas include evaluating trading strategies, financial analysts' bias, and non-stationary processes.

Education:

• PhD in Economics, University of California, San Diego (1994)

Research Interests:

• Modeling and testing for jumps in financial assets
• Evaluation of trading strategies
• Financial analysts' bias
• Bandwidth selection for non-stationary processes
• Heaping and measurement error in child mortality data
• Econometric theory and predictive evaluation

Publications Trends: Recent work emphasizes predictive ability tests, quantile coverage evaluation in risk analysis (e.g., Growth-at-Risk), and applications of machine learning in trade policy analysis. Her contributions span financial econometrics, macroeconomic determinants of market volatility, and methodological advancements in handling discrete outcome data via the 'heap' command.

Advising and Grants: No student advisees listed. Grants and funding details are not specified in the provided text.

Labs/Teams: No specific labs or research teams mentioned.