Natalia Sizova

From MaRDI portal
Person:737908

Available identifiers

zbMath Open sizova.nataliaMaRDI QIDQ737908

List of research outcomes





PublicationDate of PublicationType
Long-Horizon Return Regressions With Historical Volatility and Other Long-Memory Variables2025-01-20Paper
NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS2021-04-16Paper
Integrated variance forecasting: model based vs. reduced form2016-08-12Paper
Volatility in equilibrium: asymmetries and dynamic dependencies2012-10-23Paper

Research outcomes over time

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