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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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
Osborn, Denise
;
Rodrigues, Paulo
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10006893912
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