Rossen Valkanov
Author
Alternate names Rossen Valkanov, Rossen I. Valkanov
Institutions HSBC Holdings, Peking University, Tilburg University, Aarhus University, University of California, San Diego
Past institutions University of California, San Diego, HSBC Holdings, Peking University, Tilburg University, Aarhus University +5 more
H-index: 32
I10-index: 51
Works count: 94
Citations count: 8,295
There is a risk-return trade-off after all
2005 · Éric Ghysels, Pedro Santa‐Clara, et al. · Journal of Financial Economics
MIDAS Regressions: Further Results and New Directions
2007 · Éric Ghysels, Arthur Sinko, et al. · Econometric Reviews
Predicting volatility: getting the most out of return data sampled at different frequencies
2005 · Éric Ghysels, Pedro Santa‐Clara, et al. · Journal of Econometrics