Rossen Valkanov
Names
| first: |
Rossen |
| last: |
Valkanov |
Identifer
Contact
Affiliations
-
University of California-San Diego (UCSD)
/ Rady School of Management
Research profile
author of:
- Direct Versus Iterated Multiperiod Volatility Forecasts (RePEc:anr:refeco:v:11:y:2019:p:173-195)
by Eric Ghysels & Alberto Plazzi & Rossen Valkanov & Antonio Rubia & Asad Dossani - Valuation in US Commercial Real Estate (RePEc:bla:eufman:v:13:y:2007:i:3:p:472-497)
by Eric Ghysels & Alberto Plazzi & Rossen Valkanov - The Presidential Puzzle: Political Cycles and the Stock Market (RePEc:bla:jfinan:v:58:y:2003:i:5:p:1841-1872)
by Pedro Santa‐Clara & Rossen Valkanov - Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry (RePEc:bla:jfinan:v:71:y:2016:i:5:p:2145-2192)
by Eric Ghysels & Alberto Plazzi & Rossen Valkanov - The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations (RePEc:bla:reesec:v:36:y:2008:i:3:p:403-439)
by Alberto Plazzi & Walter Torous & Rossen Valkanov - Forecasting Stock Returns under Economic Constraints (RePEc:brd:wpaper:57)
by Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov - A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics (RePEc:brd:wpaper:76)
by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann - Political Cycles and the Stock Market (RePEc:cdl:anderf:qt00n6f3ph)
by Santa-Clara, Pedro & Valkanov, Rossen - Boundaries of Predictability: Noisy Predictive Regressions (RePEc:cdl:anderf:qt33p7672z)
by Torous, Walter & Valkanov, Rossen - Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns (RePEc:cdl:anderf:qt4ft420b6)
by Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen - Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations (RePEc:cdl:anderf:qt67b2h2gb)
by Valkanov, Rossen - Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability (RePEc:cdl:anderf:qt6x49x543)
by Hong, Harrison & Torous, Walter & Valkanov, Rossen - 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate (RePEc:cdl:anderf:qt8c68m5tk)
by Plazzi, Alberto & Torous, Walt & Valkanov, Rossen - The Term Structure with Highly Persistent Interest Rates (RePEc:cdl:anderf:qt8x91m4hg)
by Valkanov, Rossen - Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results (RePEc:cdl:anderf:qt955135m1)
by Valkanov, Rossen - The MIDAS Touch: Mixed Data Sampling Regression Models (RePEc:cdl:anderf:qt9mf223rs)
by Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen - There is a Risk-Return Tradeoff After All (RePEc:cir:cirwor:2003s-26)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (RePEc:cir:cirwor:2004s-19)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - The MIDAS Touch: Mixed Data Sampling Regression Models (RePEc:cir:cirwor:2004s-20)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - There is a Risk-Return Tradeoff After All (RePEc:cir:cirwor:2004s-24)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics (RePEc:cpr:ceprdp:10160)
by Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen - Forecasting Stock Returns under Economic Constraints (RePEc:cpr:ceprdp:9377)
by Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen - Forecasting Real Estate Prices (RePEc:eee:ecofch:2-509)
by Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter - Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data (RePEc:eee:ecolet:v:86:y:2005:i:3:p:427-433)
by Valkanov, Rossen - Predicting volatility: getting the most out of return data sampled at different frequencies (RePEc:eee:econom:v:131:y:2006:i:1-2:p:59-95)
by Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen - A MIDAS approach to modeling first and second moment dynamics (RePEc:eee:econom:v:193:y:2016:i:2:p:315-334)
by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen - Forecasting stock returns under economic constraints (RePEc:eee:jfinec:v:114:y:2014:i:3:p:517-553)
by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen - Long-horizon regressions: theoretical results and applications (RePEc:eee:jfinec:v:68:y:2003:i:2:p:201-232)
by Valkanov, Rossen - There is a risk-return trade-off after all (RePEc:eee:jfinec:v:76:y:2005:i:3:p:509-548)
by Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen - Do industries lead stock markets? (RePEc:eee:jfinec:v:83:y:2007:i:2:p:367-396)
by Hong, Harrison & Torous, Walter & Valkanov, Rossen - Comparing Securitized and Balance Sheet Loans: Size Matters (RePEc:inm:ormnsc:v:62:y:2016:i:10:p:2784-2803)
by Andra Ghent & Rossen Valkanov - There is a Risk-Return Tradeoff After All (RePEc:nbr:nberwo:10913)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (RePEc:nbr:nberwo:10914)
by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov - Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns (RePEc:nbr:nberwo:10996)
by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov - Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns (RePEc:oup:rfinst:v:22:y:2009:i:9:p:3411-3447)
by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov - Expected Returns and Expected Growth in Rents of Commercial Real Estate (RePEc:oup:rfinst:v:23:y:2010:i:9:p:3469-3519)
by Alberto Plazzi & Walter Torous & Rossen Valkanov - Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors (RePEc:red:sed014:104)
by Rossen Valkanov & Andra Ghent - MIDAS Regressions: Further Results and New Directions (RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90)
by Eric Ghysels & Arthur Sinko & Rossen Valkanov - On Predicting Stock Returns with Nearly Integrated Explanatory Variables (RePEc:ucp:jnlbus:v:77:y:2004:i:4:p:937-966)
by Walter Torous & Rossen Valkanov & Shu Yan - The neglected effect of fiscal policy on stock and bond returns (RePEc:unl:unlfep:wp413)
by Jose Tavares & Rossen Valkanov