Walter Distaso

1.5k total citations
41 papers, 668 citations indexed

About

Walter Distaso is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Walter Distaso has authored 41 papers receiving a total of 668 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 20 papers in Economics and Econometrics and 10 papers in Statistics and Probability. Recurrent topics in Walter Distaso's work include Financial Risk and Volatility Modeling (20 papers), Market Dynamics and Volatility (12 papers) and Statistical Methods and Inference (9 papers). Walter Distaso is often cited by papers focused on Financial Risk and Volatility Modeling (20 papers), Market Dynamics and Volatility (12 papers) and Statistical Methods and Inference (9 papers). Walter Distaso collaborates with scholars based in United Kingdom, United States and Switzerland. Walter Distaso's co-authors include Valentina Corradi, Karim M. Abadir, Antonio Mele, Giovanni Baiocchi, Liudas Giraitis, Marcelo Fernandes, Norman R. Swanson, Fabio M. Manenti, Filip Žikeš and Basel Awartani and has published in prestigious journals such as Journal of the American Statistical Association, European Journal of Operational Research and Journal of Econometrics.

In The Last Decade

Walter Distaso

36 papers receiving 634 citations

Peers

Walter Distaso

FINAN

GEEF

MSOR

Christos Agiakloglou Greece

Roger J. Bowden New Zealand

Chirok Han South Korea

Carlos Martins‐Filho United States

Владимир Кузин Germany

B.S. Yoo United States

İbrahim Özkan Türkiye

Abdelwahed Trabelsi Tunisia

Edoardo Otranto Italy

Chor-yiu Sin Taiwan

Christos Agiakloglou Greece

Walter Distaso

318 ×0.8

259 ×0.7

FINAN

190 ×1.0

GEEF

57 ×0.9

32 ×0.7

MSOR

Citations per year, relative to Walter Distaso Walter Distaso (= 1×) peers Christos Agiakloglou

Countries citing papers authored by Walter Distaso

Since Specialization

Citations

This map shows the geographic impact of Walter Distaso's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Walter Distaso with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Walter Distaso more than expected).

Fields of papers citing papers by Walter Distaso

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Walter Distaso. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Walter Distaso. The network helps show where Walter Distaso may publish in the future.

Co-authorship network of co-authors of Walter Distaso

This figure shows the co-authorship network connecting the top 25 collaborators of Walter Distaso. A scholar is included among the top collaborators of Walter Distaso based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Walter Distaso. Walter Distaso is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Distaso, Walter, et al.. (2024). Business cycle and realized losses in the consumer credit industry. European Journal of Operational Research. 323(3). 1024–1039.

Zvolensky, Michael J., Jafar Bakhshaie, Tanya Smit, et al.. (2024). Coronavirus Anxiety, COVID Anxiety Syndrome and Mental Health: A Test Among Six Countries During March 2021. Clinical Psychology & Psychotherapy. 31(2). e2988–e2988. 4 indexed citations

Distaso, Walter, et al.. (2024). Business Cycle and Realized Losses in the Consumer Credit Industry. SSRN Electronic Journal.

Cork, Simon C., Benjamin Hansen, Sijing Cheng, et al.. (2024). The vagus nerve mediates the physiological but not pharmacological effects of PYY3-36 on food intake. Molecular Metabolism. 81. 101895–101895. 11 indexed citations

Distaso, Walter, Emma Alexander, Ana V. Nikčević, et al.. (2022). Diabetes self‐management during the COVID‐19 pandemic and its associations with COVID‐19 anxiety syndrome, depression and health anxiety. Diabetic Medicine. 39(10). e14911–e14911. 9 indexed citations

Jesus, Daniel Simões de, Yi-Fang Wang, Pauline Chabosseau, et al.. (2021). Dysregulation of the Pdx1/Ovol2/Zeb2 axis in dedifferentiated β-cells triggers the induction of genes associated with epithelial–mesenchymal transition in diabetes. Molecular Metabolism. 53. 101248–101248. 16 indexed citations

Corradi, Valentina, Walter Distaso, & Marcelo Fernandes. (2019). Testing for Jump Spillovers Without Testing for Jumps. Journal of the American Statistical Association. 115(531). 1214–1226. 2 indexed citations

Corradi, Valentina, et al.. (2019). The Determinants of Operational Risk Losses. SSRN Electronic Journal. 3 indexed citations

Corradi, Valentina, Walter Distaso, & Antonio Mele. (2012). Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums. RePEc: Research Papers in Economics. 4 indexed citations

10.

Abadir, Karim M., Walter Distaso, Liudas Giraitis, & Hira L. Koul. (2012). Asymptotic Normality for Weighted Sums of Linear Processes. SSRN Electronic Journal. 3 indexed citations

11.

Abadir, Karim M., Walter Distaso, & Filip Žikeš. (2011). Design-Free Estimation of Large Variance Matrices. SSRN Electronic Journal. 6 indexed citations

12.

Abadir, Karim M., Walter Distaso, & Liudas Giraitis. (2011). An I() model with trend and cycles. Journal of Econometrics. 163(2). 186–199. 11 indexed citations

13.

Awartani, Basel, Valentina Corradi, & Walter Distaso. (2009). Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks. Journal of Business and Economic Statistics. 27(2). 251–265. 27 indexed citations

14.

Abadir, Karim M., Walter Distaso, & Liudas Giraitis. (2009). Two Estimators of the Long-Run Variance: Beyond Short Memory. SSRN Electronic Journal. 2 indexed citations

15.

Abadir, Karim M., Walter Distaso, & Liudas Giraitis. (2009). Two estimators of the long-run variance: Beyond short memory. Journal of Econometrics. 150(1). 56–70. 28 indexed citations

16.

Distaso, Walter, et al.. (2008). Static and Dynamic Efficiency in the European Telecommunications Market: The Incentives to Invest and the Ladder of Investment. 7 indexed citations

17.

Corradi, Valentina & Walter Distaso. (2007). Testing for One Factor Models versus Stochastic Volatility Models, in the Presence of Jumps.∗.

18.

Abadir, Karim M. & Walter Distaso. (2006). Testing Joint Hypotheses When One of the Alternatives is One-Sided. SSRN Electronic Journal. 9 indexed citations

19.

Distaso, Walter, et al.. (2004). Platform Competition and Broadband Uptake: Theory and Empirical Evidence from the European Union. SSRN Electronic Journal. 34 indexed citations

20.

Baiocchi, Giovanni & Walter Distaso. (2003). GRETL: Econometric software for the GNU generation. Journal of Applied Econometrics. 18(1). 105–110. 75 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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