I am an Assistant Professor of Finance at Colorado State University. My research areas are asset pricing, financial econometrics, and monetary economics. I received my PhD in Economics from the University of California San Diego.
Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King, with Eric Ghysels, Alberto Plazzi, Rossen Valkanov, and Antonio Rubia
Monetary Policy Shocks and Variance Risk Premia
Central Bank Tone and Currency Risk Premia
Option augmented density forecasts of market returns with monotone pricing kernel, with Brendan K. Beare, Quantitative Finance, 2018, 18(4): 623-635.