Pedro Santaclara

Latest Institution: ETH Zurich

All Institutions: NA; ETH Zurich; UCLA; University of California, Los Angeles; Anderson School, UCLA

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability

Year: 2004
Journal: Review of Financial Studies
Authors: Michael W. Brandt; Amit Goyal; Pedro Santaclara; Jonathan R. Stroud

Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options

Year: 2004
Journal: No Journal Matched
Authors: Pedro Santaclara; Shu Yan

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies

Year: 2004
Journal: Journal of Econometrics
Authors: Eric Ghysels; Pedro Santaclara; Rossen Valkanov

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

Year: 2008
Journal: Journal of Financial Economics
Authors: Miguel A. Ferreira; Pedro Santaclara

Professor Zipf Goes to Wall Street

Year: 2009
Journal: No Journal Matched
Authors: Yannick Malevergne; Pedro Santaclara; Didier Sornette

Author Disambiguation

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