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Browsing by Author « Valkanov, Rossen »
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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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