Asad Dossani

Colorado State University, Fort Collins - College of Business

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

5

DOWNLOADS

410

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (5)

Direct Versus Iterated Multi-Period Volatility Forecasts

Swiss Finance Institute Research Paper No. 19-02, Kenan Institute of Private Enterprise Research Paper No. 19-7, Published, Annual Review of Financial Economics, 2019, Vol. 11, 173-195
Number of pages: 37 Posted: 31 Jan 2019 Last Revised: 05 Mar 2021
University of North Carolina Kenan-Flagler Business School, Universita' della Svizzera italiana, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business
Downloads 270 (156,308)

Abstract:

Loading...

volatility forecasting, multi-period forecasts, mixed-data sampling

2.

Monetary Policy and Currency Variance Risk Premia

Number of pages: 36 Posted: 20 Dec 2018 Last Revised: 01 Jun 2021
Asad Dossani
Colorado State University, Fort Collins - College of Business
Downloads 74 (429,321)

Abstract:

Loading...

monetary policy, shadow short rate, currency variance risk premia

3.

Uncertainty and Investment: Evidence from Domestic Oil Rigs

Number of pages: 41 Posted: 28 May 2021
Asad Dossani and John Elder
Colorado State University, Fort Collins - College of Business and Colorado State University
Downloads 53 (505,981)

Abstract:

Loading...

Implied Oil Volatility, Uncertainty, Drilling Rigs

4.

Inference in Direct Multi-Step and Long Horizon Forecasting Regressions

Number of pages: 28 Posted: 30 Jan 2022 Last Revised: 26 May 2022
Asad Dossani
Colorado State University, Fort Collins - College of Business
Downloads 13 (750,689)

Abstract:

Loading...

Autocorrelation, Forecasting, Inference

5.

Direct versus Iterated Multiperiod Volatility Forecasts

Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019
Posted: 12 Jan 2020
University of North Carolina Kenan-Flagler Business School, Universita' della Svizzera italiana, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business

Abstract:

Loading...