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., 2022, COVID-19: tail risk and predictive regressions, Plos One, Vol:17, ISSN:1932-6203, Pages:1-13
et al., 2022, The benefit of dexamethasone in patients with COVID-19 infection is preserved in patients with diabetes., Diabetes, Obesity and Metabolism: a Journal of Pharmacology and Therapeutics, Vol:24, ISSN:1462-8902, Pages:1385-1389
Abadir KM, Distaso W, Giraitis L, 2021, Partially one-sided semiparametric inference for trending persistent and antipersistent processes, Econometrics and Statistics, ISSN:2452-3062
et al., 2022, Diabetes self-management during the COVID-19 pandemic and its associations with COVID-19 anxiety syndrome, depression and health anxiety, WILEY, ISSN:0742-3071
et al., 2022, Beta cell functional heterogeneity underpinning coordinated oscillatory activity is not fixed, SPRINGER, Pages:S121-S121, ISSN:0012-186X