Summary
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.
Publications
Journals
de Jesus DS, Mak TCS, Wang Y-F, 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, Vol:53, ISSN:2212-8778
Izzi-Engbeaya C, Distaso W, Amin A, et al., 2021, Adverse outcomes in COVID-19 and diabetes – a retrospective cohort study from three London Teaching hospitals, Bmj Open Diabetes Research and Care, Vol:9, ISSN:2052-4897, Pages:1-10
Carrat GR, Haythorne E, Tomas A, 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
Conference
Suba K, Patel YS, Alonso AM, et al., 2020, Chronic Administration of a Long-Acting Glucagon Analogue Results in Enhanced Insulin Secretory Activity in a Directly-Observed Murine Model, 80th Scientific Sessions of the American-Diabetes-Association (ADA), AMER DIABETES ASSOC, ISSN:0012-1797
Koutsouri A, Poli F, Alfieri E, et al., 2020, 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, Pages:217-232, ISSN:0302-9743