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 | 363 | 2006 |
Nonstationarity-extended local Whittle estimation KM Abadir, W Distaso, L Giraitis Journal of econometrics 141 (2), 1353-1384, 2007 | 278 | 2007 |
Macroeconomic determinants of stock volatility and volatility premiums V Corradi, W Distaso, A Mele Journal of Monetary Economics 60 (2), 203-220, 2013 | 195 | 2013 |
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 | 155 | 2019 |
GRETL: Econometric software for the GNU generation G Baiocchi, W Distaso Journal of applied econometrics 18 (1), 105-110, 2003 | 151 | 2003 |
Semi-parametric comparison of stochastic volatility models using realized measures V Corradi, W Distaso The Review of Economic Studies 73 (3), 635-667, 2006 | 101 | 2006 |
Testing joint hypotheses when one of the alternatives is one-sided KM Abadir, W Distaso Journal of Econometrics 140 (2), 695-718, 2007 | 90 | 2007 |
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 | 74 | 2021 |
Design-free estimation of variance matrices KM Abadir, W Distaso, F Žikeš Journal of Econometrics 181 (2), 165-180, 2014 | 68 | 2014 |
Macroeconomic determinants of stock market volatility and volatility risk-premiums V Corradi, W Distaso, A Mele Swiss Finance Institute Research Paper, 2012 | 60 | 2012 |
Two estimators of the long-run variance: beyond short memory KM Abadir, W Distaso, L Giraitis Journal of Econometrics 150 (1), 56-70, 2009 | 56 | 2009 |
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 | 52 | 2009 |
International market links and volatility transmission V Corradi, W Distaso, M Fernandes Journal of Econometrics 170 (1), 117-141, 2012 | 46 | 2012 |
Predictive inference for integrated volatility V Corradi, W Distaso, NR Swanson Journal of the American Statistical Association 106 (496), 1496-1512, 2011 | 45 | 2011 |
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 | 37 | 2010 |
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 | 35 | 2009 |
Asymptotic normality for weighted sums of linear processes KM Abadir, W Distaso, L Giraitis, HL Koul Econometric Theory 30 (1), 252-284, 2014 | 33 | 2014 |
Testing for unit root processes in random coefficient autoregressive models W Distaso Journal of econometrics 142 (1), 581-609, 2008 | 29 | 2008 |
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 | 28 | 2004 |
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 | 23 | 2020 |