Walter has joined Imperial College Business School in September 2006. He holds a PhD from the University of York. Previously, he held positions at the University of Exeter and Queen Mary, University of London. He has also been a visiting professor at the IMF.
His research interests are in the area of estimation, specification testing and prediction of financial Volatility in continuous time models; analyzing macroeconomic and financial time series using long memory models; identifying the macroeconomic determinants of stock-market volatility; studying the dependence of multivariate financial time series using copulas; evaluating competing trading strategies; analyzing the features and the effects of market microstructure noise.
et al., 2020, The type 2 diabetes gene product STARD10 is a phosphoinositide-binding protein that controls insulin secretory granule biogenesis, Molecular Metabolism, Vol:40, ISSN:2212-8778
Corradi V, Distaso W, Fernandes M, 2019, Testing for jump spillovers without testing for jumps, Journal of the American Statistical Association, ISSN:0162-1459
et al., 2019, Leader β cells coordinate Ca2+ dynamics across pancreatic islets in vivo, Nature Metabolism, Vol:1, ISSN:2522-5812, Pages:615-629
et al., Balancing cryptoassets and gold: a weighted-risk-contribution index for the alternative asset space, 1st International Conference on Mathematical Research for Blockchain Economy, Springer Verlag, ISSN:0302-9743
et al., 2019, 3-dimensional pancreatic beta cell Ca2+ dynamics in vivo: Hub cells dictate connectivity and glucose responsivity, WILEY, Pages:22-22, ISSN:0742-3071