Natalia Sizova
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Person:737908
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 |
|---|---|---|
| Long-Horizon Return Regressions With Historical Volatility and Other Long-Memory Variables Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS Econometric Theory | 2021-04-16 | Paper |
| Integrated variance forecasting: model based vs. reduced form Journal of Econometrics | 2016-08-12 | Paper |
| Volatility in equilibrium: asymmetries and dynamic dependencies Review of Finance | 2012-10-23 | Paper |
Research outcomes over time
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