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
Alonso AM, Cork SC, Phuah P, et al., 2024, The vagus nerve mediates the physiological but not pharmacological effects of PYY3-36 on food intake, Molecular Metabolism, Vol:81, ISSN:2212-8778
Abadir KM, Distaso W, Giraitis L, 2024, Partially one-sided semiparametric inference for trending persistent and antipersistent processes, Econometrics and Statistics, Vol:30, ISSN:2452-3062, Pages:1-14
Distaso W, Ibragimov R, Semenov A, et al., 2022, COVID-19: tail risk and predictive regressions, Plos One, Vol:17, ISSN:1932-6203, Pages:1-13
Conference
Distaso W, Malik MMAH, Semere S, 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
Suba K, Hansen B, Patel Y, et al., 2022, Beta cell functional heterogeneity underpinning coordinated oscillatory activity is not fixed, SPRINGER, Pages:S121-S121, ISSN:0012-186X