The following pages link to Rossen Valkanov (Q292003):
Displaying 5 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- A MIDAS approach to modeling first and second moment dynamics (Q726588) (← links)
- Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (Q1927774) (← links)
- Complexity in Structured Finance (Q5113192) (← links)
