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Search: person:"Valkanov, Rossen I."
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Valkanov, Rossen I.
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Torous, Walter N.
5
Ghysels, Eric
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Plazzi, Alberto
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Santa-Clara, Pedro
4
Brandt, Michael W.
2
Hong, Harrison G.
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Pettenuzzo, Davide
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Timmermann, Allan
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Journal of financial economics
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European financial management : the journal of the European Financial Management Association
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Handbook of economic forecasting ; Volume 2A
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ECONIS (ZBW)
11
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1
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
2
Forecasting real estate prices
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2013
Persistent link: https://www.econbiz.de/10011507020
Saved in:
3
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
4
Expected returns and expected growth in rents of commercial real estate
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3469-3519
Persistent link: https://www.econbiz.de/10008664106
Saved in:
5
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
6
The cross-sectional dispersion of commercial real estate returns and rent growth : time variation and economic fluctuations
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 403-439
Persistent link: https://www.econbiz.de/10003764884
Saved in:
7
Do industries lead stock markets?
Hong, Harrison G.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 367-396
Persistent link: https://www.econbiz.de/10003425449
Saved in:
8
Valuation in US commercial real estate
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
- In:
European financial management : the journal of the …
13
(
2007
)
3
,
pp. 472-497
Persistent link: https://www.econbiz.de/10003550534
Saved in:
9
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
10
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
1
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