Rossen Valkanov

Rossen Valkanov

University of California San Diego - San Diego / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1772069
person_outline Rossen Valkanov's MOST POPULAR ARTICLES
1-) There is a risk-return trade-off after allE Ghysels, P Santa-Clara, R ValkanovJournal of financial economics 76 (3), 509-548, 200511962005
2-) MIDAS regressions: Further results and new directionsE Ghysels, A Sinko, R ValkanovEconometric reviews 26 (1), 53-90, 20079882007
3-) Predicting volatility: getting the most out of return data sampled at different frequenciesE Ghysels, P Santa-Clara, R ValkanovJournal of Econometrics 131 (1-2), 59-95, 20069112006
4-) The MIDAS touch: Mixed data sampling regression modelsE GhyselsFinance, 200410062004
5-) Do industries lead stock markets?H Hong, W Torous, R ValkanovJournal of financial economics 83 (2), 367-396, 20079222007