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Quantile regression for long memory testing : a case of realized volatility

Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724

Persistent link: https://www.econbiz.de/10011623824

On downside risk predictability through liquidity and trading activity : a quantile regression approach

Rubia, Antonio; Sanchis-Marco, Lidia - 2011

Persistent link: https://www.econbiz.de/10009724943

Nonlinear dynamics in discretionary accruals : an analysis of bank loan-loss provisions

Balboa, Marina; López-Espinosa, Germán; Rubia, Antonio - In: Journal of banking & finance 37 (2013) 12, pp. 5186-5207

Persistent link: https://www.econbiz.de/10010343752

Non-linear dynamics in discretionary accruals : an analysis of bank loan-loss provisions

Balboa, Marina; López-Espinosa, Germán; Rubia, Antonio - 2012

Persistent link: https://www.econbiz.de/10010436883

Measuring tail-risk cross-country exposures in the banking industry

Rubia, Antonio; Sanchis-Marco, Lidia - 2015 - Version: February 2015

Persistent link: https://www.econbiz.de/10011484213

The effects of economic crises on tourism success : an integrated model

Perles-Ribes, José Francisco; Ramón Rodríguez, Ana Belén - In: Tourism economics : the business and finance of tourism … 22 (2016) 2, pp. 417-447

Persistent link: https://www.econbiz.de/10011729613

Determining factors in the choice of prices of tourist rental accommodation : new evidence using the quantile regression approach

Moreno, Luis; Rubia, Antonio; Perles-Ribes, J. F.; … - In: Tourism management perspectives : TMP 33 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012170564

Measuring tail-risk cross-country exposures in the banking industry

Rubia, Antonio; Sanchis-Marco, Lidia - In: Revista de economía aplicada : REA 25 (2017) 74, pp. 27-74

Persistent link: https://www.econbiz.de/10012261754

Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model

Rodrigues, Paulo M. M.; Taylor, Robert - 2003

Persistent link: https://www.econbiz.de/10001772443

Tests of no cross-sectional error dependence in panel quantile regressions

Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the development of a novel test for panel QR misspecification...

Persistent link: https://www.econbiz.de/10014366629