Fabio Calonaci

Queen Mary University of London

SCHOLARLY PAPERS

2

DOWNLOADS

95

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Stock Returns Predictability with Unstable Predictors

Number of pages: 44 Posted: 14 Jan 2022
Fabio Calonaci, George Kapetanios and Simon Price
Queen Mary University of London, King's College, London and Essex Business School
Downloads 88 (399,081)

Abstract:

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returns predictability, long horizons, instability

2.

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models

Journal of Time Series Analysis, Vol. 40, Issue 4, pp. 609-628, 2019
Number of pages: 20 Posted: 29 May 2020
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, Queen Mary University of London, Emory University and Sungkyunkwan University
Downloads 7 (838,235)
Citation 1

Abstract:

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Restricted models, realized volatility, models, models