Rossen Valkanov

Latest Institution: None

All Institutions: NA; National Bureau of Economic Research

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:

There is a Risk-Return Tradeoff After All

Year: 2004
Journal: Journal of Financial Economics
Authors: Eric Ghysels; Pedro Santa Clara; Rossen Valkanov

Parametric Portfolio Policies Exploiting Characteristics in the Cross-Section of Equity Returns

Year: 2004
Journal: Review of Financial Studies
Authors: Michael W. Brandt; Pedro Santa-Clara; Rossen Valkanov

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 Returns Under Economic Constraints

Year: 2013
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Allan G. Timmermann; Rossen Valkanov

A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics

Year: 2014
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Allan G. Timmermann; Rossen Valkanov

Author Disambiguation

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