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Valkanov, Rossen
16
Ghysels, Eric
6
Santa-Clara, Pedro
6
Torous, Walter
6
Plazzi, Alberto
5
Brandt, Michael W.
1
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Journal of financial economics
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc
2
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Journal of econometrics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
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OLC EcoSci
ECONIS (ZBW)
93
RePEc
39
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1
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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:
2
Functional Central Limit Theorem approximations and the distribution of the Dickey#8211Fuller test with strongly heteroskedastic data
Valkanov, Rossen
- In:
Economics letters
86
(
2005
)
3
,
pp. 427-434
Persistent link: https://www.econbiz.de/10006753453
Saved in:
3
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:
4
Long-horizon regressions: theoretical results and applications
Valkanov, Rossen
- In:
Journal of financial economics
68
(
2003
)
2
,
pp. 201-232
Persistent link: https://www.econbiz.de/10006507221
Saved in:
5
The Presidential Puzzle: Political Cycles and the Stock Market
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1841-1872
Persistent link: https://www.econbiz.de/10006554368
Saved in:
6
On Predicting Stock Returns with Nearly Integrated Explanatory Variables
Torous, Walter
;
Valkanov, Rossen
;
Yan, Shu
- In:
The journal of business : B
77
(
2004
)
4
,
pp. 937-966
Persistent link: https://www.econbiz.de/10006021789
Saved in:
7
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:
8
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3411-3410
Persistent link: https://www.econbiz.de/10010113831
Saved in:
9
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:
10
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
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