Concepedia
Statistics
Publications
8
Citations
407
H-Index
Active since
2009
Affiliations
Rice University(Current)
Duke University
Microsoft (Germany)
National Bureau of Economic Research
Natalia Sizova is an author at Rice University specializing in statistics, business, and predictive analytics.
Top concepts
StatisticsFinanceBusinessEngineeringForecastingPredictive AnalyticsEconomicsManagementEconometricsAsset Pricing
Publications per year
2009–2014
Risk and return: Long-run relations, fractional cointegration, and return predictability
Tim Bollerslev, Daniela Osterrieder, Natalia Sizova et al. · Journal of Financial Economics · 2013 · 151 citations
Empirical Finance, Economics, Volatility Modeling +6
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev, Natalia Sizova, George Tauchen · European Finance Review · 2011 · 122 citations
Tim Bollerslev, Natalia Sizova, George Tauchen · SSRN Electronic Journal · 2010 · 40 citations · Full text
Integrated variance forecasting: Model based vs. reduced form
Natalia Sizova · Journal of Econometrics · 2011 · 27 citations
Forecasting Methodology, Economic Forecasting, Engineering +8
Long-Horizon Return Regressions With Historical Volatility and Other Long-Memory Variables
Natalia Sizova · Journal of Business and Economic Statistics · 2013 · 24 citations
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