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Ghysels, Eric
79
Valkanov, Rossen
16
Andreou, Elena
7
Hall, Alastair
6
Santa-Clara, Pedro
6
Torous, Walter
6
Plazzi, Alberto
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Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The review of financial studies
7
Journal of empirical finance
6
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
Working paper / National Bureau of Economic Research, Inc
4
Econometric theory
3
Econometric reviews
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
L' Actualité économique : revue trimest.
2
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
ECONIS (ZBW)
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Valuation in US Commercial Real Estate
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen
- In:
European financial management : the journal of the …
13
(
2007
)
3
,
pp. 472-497
Persistent link: https://www.econbiz.de/10007733640
Saved in:
2
EXPLOITING PROPERTY CHARACTERISTICS IN COMMERCIAL REAL ESTATE PORTFOLIO ALLOCATION
Plazzi, Alberto
;
Torous, Walter
;
Valkanov, Rossen
- In:
The journal of portfolio management : a publication of …
(
2011
),
pp. 39-51
Persistent link: https://www.econbiz.de/10009340684
Saved in:
3
Expected Returns and Expected Growth in Rents of Commercial Real Estate
Plazzi, Alberto
;
Torous, Walter
;
Valkanov, Rossen
- In:
The review of financial studies
23
(
2013
)
9
,
pp. 3469-3468
Persistent link: https://www.econbiz.de/10010113956
Saved in:
4
The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations
Plazzi, Alberto
;
Torous, Walter
;
Valkanov, Rossen
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 403-440
Persistent link: https://www.econbiz.de/10008083757
Saved in:
5
Expected Returns and Expected Growth in Rents of Commercial Real Estate
Plazzi, Alberto
;
Torous, Walter
;
Valkanov, Rossen
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3469-3469
Persistent link: https://www.econbiz.de/10008451851
Saved in:
6
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
Saved in:
7
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10006500590
Saved in:
8
MIDAS Regressions: Further Results and New Directions
Ghysels, Eric
;
Sinko, Arthur
;
Valkanov, Rossen
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 53-90
Persistent link: https://www.econbiz.de/10007609583
Saved in:
9
PREDICTING VOLATILITY: GETTING THE MOST OUT OF RETURN DATA SAMPLED AT DIFFERENT FREQUENCIES
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
-
2004
Persistent link: https://www.econbiz.de/10006961095
Saved in:
10
THERE IS A RISK-RETURN TRADEOFF AFTER ALL
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
-
2004
Persistent link: https://www.econbiz.de/10006961124
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