Access Statistics for Rossen Valkanov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 1 1 79
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 1 2 214
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 1 6 233
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 2 5 250
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 2 4 96
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 1 229 2 4 12 915
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 1 5 692
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 3 3 6 833
The MIDAS Touch: Mixed Data Sampling Regression Models 7 15 69 1,708 26 77 264 5,266
The neglected effect of fiscal policy on stock and bond returns 0 1 2 355 0 1 6 1,506
There is a Risk-Return Tradeoff After All 0 0 0 182 2 4 8 698
There is a Risk-Return Tradeoff After All 0 0 0 186 0 0 3 764
There is a Risk-Return Tradeoff After All 0 0 1 130 1 1 3 629
Total Working Papers 7 17 74 3,732 38 98 325 12,175
9 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MIDAS approach to modeling first and second moment dynamics 0 0 0 19 1 2 4 108
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 2 26 1 1 7 154
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 0 1 5 23
Do industries lead stock markets? 1 2 5 374 3 9 20 1,017
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 2 60 0 1 7 260
Forecasting stock returns under economic constraints 0 0 2 88 0 1 12 258
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 3 3 4 102
Long-horizon regressions: theoretical results and applications 0 0 2 236 0 0 5 545
MIDAS Regressions: Further Results and New Directions 2 3 10 420 8 17 70 1,033
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 2 2 4 877
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 0 0 15 275 2 10 42 933
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 8 369 2 7 36 1,027
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 1 1 4 192
The Presidential Puzzle: Political Cycles and the Stock Market 4 8 56 347 6 16 146 1,027
There is a risk-return trade-off after all 0 3 7 364 0 6 33 1,084
Valuation in US Commercial Real Estate 0 0 1 36 0 0 1 143
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 1 3 73 0 2 10 204
Total Journal Articles 7 18 115 3,148 29 79 410 8,987

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 0 4 23 322 5 17 69 909
Total Chapters 0 4 23 322 5 17 69 909

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08