Arthur Sinko

Publications

1.3K

Citations

H-Index

2006

Active since

Affiliations

University of North Carolina at Chapel Hill(Current)

University of Manchester

Flagler College

Arthur Sinko is an author at University of North Carolina at Chapel Hill specializing in engineering, multivariate stochastic volatility, and asset pricing.

Top concepts

EngineeringNoiseFinanceBusinessMedicineForecastingAsset PricingVolatility ModelingMultivariate Stochastic VolatilityStatistics

Publications per year

2006–2015

Publications

MIDAS Regressions: Further Results and New Directions

Éric Ghysels, Arthur Sinko, Rossen Valkanov · Econometric Reviews · 2007 · 978 citations

MIDAS Regressions: Further Results and New Directions

Éric Ghysels, Arthur Sinko, Rossen Valkanov · SSRN Electronic Journal · 2006 · 112 citations · Full text

Volatility forecasting and microstructure noise

Éric Ghysels, Arthur Sinko · Journal of Econometrics · 2010 · 103 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Zero-Inflated Poisson and Zero-Inflated Negative Binomial Models Using the COUNTREG Procedure

Donald Erdman, Arthur Sinko · 2008 · 45 citations

Real-life Count Data, Zero-inflated Models, Countreg Procedure +10

Volatility Forecasting and Microstructure Noise

Arthur Sinko, Éric Ghysels · SSRN Electronic Journal · 2006 · 27 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

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