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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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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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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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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
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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
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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
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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
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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. 3150-3163
Persistent link: https://www.econbiz.de/10010026822
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From traditional operational research to multiple criteria decision analysis : basic ideas on an evolving field
Ferreira, Fernando A. F.; Santos, Sérgio P.; … - In: Problems and perspectives in management : PPM 9 (2011) 3, pp. 114-121
Persistent link: https://www.econbiz.de/10009892617
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The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests*
Rodrigues, Paulo M. M.; Robert Taylor, A. M. - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-760
Persistent link: https://www.econbiz.de/10010018629