Concepedia

Rossen Valkanov

RV

Statistics

Publications

50

Citations

8.2K

H-Index

32

Active since

1999

Affiliations

University of California San Diego(Current)

University of North Carolina at Chapel Hill

University of California, Los Angeles

Centre for Economic Policy Research

Swiss Finance Institute

Rossen Valkanov is an author at University of California San Diego specializing in finance, business, and economics.

Publications per year

1999–2024

50

Publications

50

There is a risk-return trade-off after all

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Financial Economics · 2005 · 1.1K citations

, , +12

MIDAS Regressions: Further Results and New Directions

Éric Ghysels, Arthur Sinko, Rossen Valkanov · Econometric Reviews · 2007 · 1K citations

, , +17

Predicting volatility: getting the most out of return data sampled at different frequencies

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 841 citations

, , +14

Do industries lead stock markets?

Harrison Hong, Walter N. Torous, Rossen Valkanov · Journal of Financial Economics · 2006 · 693 citations

, , +12

The MIDAS Touch: Mixed Data Sampling Regression Models

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Érudit documents and data repository (Érudit Consortium, University of Montreal) · 2004 · 574 citations · Full text

, , +17

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