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Browsing by Author « Santa-Clara, Pedro »
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| The MIDAS Touch: Mixed Data Sampling Regression Models | | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | | Issue Date : 2004-05 |
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| Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies | | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | | Issue Date : 2004-05 |
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| There is a Risk-Return Tradeoff After All | | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | | Issue Date : 2003-05 |
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| There is a Risk-Return Tradeoff After All | | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | | Issue Date : 2004-05 |
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Showing results 1 to 4 of 4
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