Arthur Sinko
Fields
Financial Econometrics
Finance
Econometrics
Times Series Analysis
References
Eric Ghysels
Eric Renault
Rossen Valkanov
Thomas Mroz
Thesis
Some Applications of Mixed Data Sampling Regression Models
Expected completion: May 2008
Job Market Paper
Volatility Forecasting and Microstructure Noise
Contact Information
Arthur Sinko
Department of Economics CB 3305
University of North Carolina
Chapel Hill, North
Carolina 27599
919-914-7545 (home)
919-357-6590 (cell)
919-966-2383 (messages)
919-966-4986 (fax)