Narrow search
Showing 1 - 10 of 238
Cover Image
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Cover Image
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel (contributor);  … - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Cover Image
On the small sample properties of Dickey Fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201140
Cover Image
Modelos de extimación de la probabilidad de negociación informada : una comparación metodológica en el mercado español
Abad, David (contributor); Rubia, Antonio (contributor) - 2005 - 1. ed
Persistent link: https://www.econbiz.de/10002809032
Cover Image
Estimating the probability of informed trading : further evidence from an order-driven market
Abad, David (contributor); Rubia, Antonio (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002384214
Cover Image
Testing for general fractional integration in the time domain
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Econometric theory 25 (2009) 6, pp. 1793-1828
Persistent link: https://www.econbiz.de/10003904445
Cover Image
The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
Cover Image
Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel; Perote, Javier; Rubia, Antonio - In: Economic forecasting, (pp. 229-247). 2010
Persistent link: https://www.econbiz.de/10009130829
Cover Image
Good for one, bad for all : determinants of individual versus systemic risk
López-Espinosa, Germán; Rubia, Antonio; Valderrama, Laura - In: Journal of financial stability 9 (2013) 3, pp. 287-299
Persistent link: https://www.econbiz.de/10010237085
Cover Image
Short-term wholesale funding and systemic risk : a global CoVaR approach
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 36 (2012) 12, pp. 3150-3162
Persistent link: https://www.econbiz.de/10009660517