Pedro Santa-Clara is affiliated with Universidade Nova de Lisboa in Portugal. Their research contributions include work published in academic venues such as UNC Libraries.
One of the notable recent papers coauthored by Pedro Santa-Clara is titled Predicting volatility: getting the most out of return data sampled at different frequencies, published in 2021 by UNC Libraries.
They have collaborated with several researchers, including:
Pedro Santa-Clara's work appears in venues such as:
Amit Goyal;Pedro Santa-Clara
Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov
Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov
Pedro Santa-Clara;Rossen I. Valkanov
Pedro Barroso;Pedro Santa-Clara;Pedro Santa-Clara
Eric Ghysels;Pedro Santa-Clara;Rossen Valkanov
Michael W. Brandt;Pedro Santa-Clara;Rossen Valkanov
Miguel A. Ferreira;Pedro Santa-Clara;Pedro Santa-Clara
Michael W. Brandt;Amit Goyal;Pedro Santa-Clara;Jonathan R. Stroud
Michael W. Brandt;John H. Cochrane;Pedro Santa-Clara
Pedro Santa-Clara;Pedro Santa-Clara;Shu Yan
Olivier Ledoit;Pedro Santa-Clara;Michael Wolf
Michael W. Brandt;Pedro Santa-Clara
Paulo Maio;Pedro Santa-Clara;Pedro Santa-Clara
Michael W. Brandt;Pedro Santa-Clara
Francis A. Longstaff;Pedro Santa-Clara;Eduardo S. Schwartz
Amit Goyal;Amit Goyal;Pedro Santa-Clara;Pedro Santa-Clara;Pedro Santa-Clara
Pedro Santa-Clara;Pedro Santa-Clara;Pedro Santa-Clara;Eric Ghysels;Rossen I. Valkanov
Pedro Santa-Clara;Alessio Saretto
Pedro Barroso;Pedro Santa-Clara
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