Rossen Valkanov

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Person:292003

Available identifiers

zbMath Open valkanov.rossen-iMaRDI QIDQ292003

List of research outcomes





PublicationDate of PublicationType
Complexity in Structured Finance2020-06-03Paper
A MIDAS approach to modeling first and second moment dynamics2016-07-12Paper
Predicting volatility: getting the most out of return data sampled at different frequencies2016-06-10Paper
Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data2013-01-02Paper
MIDAS Regressions: Further Results and New Directions2007-04-18Paper
MIDAS Regressions: Further Results and New Directions2007-02-05Paper

Research outcomes over time

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