Rossen Valkanov
From MaRDI portal
Person:292003
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Complexity in Structured Finance Review of Economic Studies | 2020-06-03 | Paper |
| A MIDAS approach to modeling first and second moment dynamics Journal of Econometrics | 2016-07-12 | Paper |
| Predicting volatility: getting the most out of return data sampled at different frequencies Journal of Econometrics | 2016-06-10 | Paper |
| Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data Economics Letters | 2013-01-02 | Paper |
| MIDAS Regressions: Further Results and New Directions Econometric Reviews | 2007-04-18 | Paper |
| MIDAS Regressions: Further Results and New Directions Econometric Reviews | 2007-02-05 | Paper |
Research outcomes over time
This page was built for person: Rossen Valkanov
