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Forecasting the conditional co...
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Rubia, Antonio
8
Rodrigues, Paulo M.M.
3
Ñíguez, Trino-Manuel
3
López-Espinosa, Germán
2
Perote, Javier
2
Valderrama, Laura
2
Antón, Miguel
1
Del Brio, Esther B.
1
Hassler, Uwe
1
Moreno, Antonio
1
Paya, Ivan
1
Peel, David
1
Rodrigues, Paulo M. M.
1
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Economics letters
3
International journal of forecasting
2
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1
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Oxford bulletin of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
271
RePEc
39
BASE
3
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2
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1
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Ñíguez, Trino-Manuel
;
Paya, Ivan
;
Peel, David
; …
- In:
Economics letters
115
(
2012
)
2
,
pp. 244-249
Persistent link: https://www.econbiz.de/10009848464
Saved in:
2
Volatility and VaR forecasting in the Madrid Stock Exchange
Ñíguez, Trino-Manuel
- In:
Spanish economic review : SER
10
(
2008
)
3
,
pp. 169-196
Persistent link: https://www.econbiz.de/10008090330
Saved in:
3
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Del Brio, Esther B.
;
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 347-365
Persistent link: https://www.econbiz.de/10008782048
Saved in:
4
The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M.M.
;
Rubia, Antonio
- In:
Economics letters
89
(
2005
)
3
,
pp. 262-268
Persistent link: https://www.econbiz.de/10006749622
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5
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/10010168418
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6
Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M.M.
;
Rubia, Antonio
- In:
Economics letters
97
(
2007
)
2
,
pp. 133-137
Persistent link: https://www.econbiz.de/10007795263
Saved in:
7
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/10008325209
Saved in:
8
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñiguez, Trino-Manuel
;
Rubia, Antonio
- In:
Journal of forecasting
25
(
2006
)
6
,
pp. 439
Persistent link: https://www.econbiz.de/10007277668
Saved in:
9
On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
Rubia, Antonio
;
Sanchis-Marco, Lidia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10010053982
Saved in:
10
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. 449-469
Persistent link: https://www.econbiz.de/10009165184
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