Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
First passage times in portfol...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
60
Theory
59
Einheitswurzeltest
31
Unit root test
31
Time series analysis
27
Zeitreihenanalyse
27
Estimation
24
Schätzung
24
Estimation theory
22
Schätztheorie
22
Tourism
19
Tourismus
19
Forecasting model
16
Prognoseverfahren
16
Volatility
16
Strukturbruch
15
Volatilität
15
Capital income
14
Kapitaleinkommen
14
Structural break
14
Portugal
11
Saisonale Schwankungen
11
Seasonal variations
11
Aktienindex
10
Markov chain
10
Markov-Kette
10
Stock index
10
Börsenkurs
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Share price
9
Stochastic process
9
Stochastischer Prozess
9
Regression analysis
8
Regressionsanalyse
8
Saisonkomponente
8
Seasonal component
8
Statistical test
8
Statistischer Test
8
Cointegration
7
more ...
less ...
Online availability
All
Undetermined
63
Free
62
Type of publication
All
Article
147
Book / Working Paper
65
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Working Paper
33
Arbeitspapier
27
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
7
Book section
7
Article
2
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
Thesis
1
more ...
less ...
Language
All
English
156
Undetermined
54
Portuguese
2
Author
All
Rodrigues, Paulo M. M.
130
Nicolau, João
35
Rodrigues, Paulo
29
Rodrigues, Paulo Jorge Maurício
21
Taylor, Robert
17
Rubia, Antonio
13
Seeger, Norman
11
Hassler, Uwe
10
Schlag, Christian
10
Santos, Sérgio P.
7
Branger, Nicole
6
Demetrescu, Matei
6
Eichholtz, Piet
6
Sibbertsen, Philipp
6
Correia, Antónia
5
Ferreira, Fernando A. F.
5
Raposo, Pedro
5
Romão, João
5
Spahr, Ronald W.
5
Barrio Castro, Tomás del
4
Chegut, Andrea
4
Guerreiro, João
4
Osborn, Denise R.
4
Portugal, Pedro
4
Serra, Jaime
4
Taylor, A. M. Robert
4
Voges, Michelle
4
Andraz, Jorge M.
3
Bonfim, Diana
3
Cabral, Inês da Cunha
3
Carneiro, Anabela
3
Ghysels, Eric
3
Gouveia, Pedro M. D. C. B.
3
Monteiro, Nuno
3
Osborn, Denise
3
Pollastri, Alessandro
3
Rua, António
3
Alessi, Lucia
2
Almeida, Rui Jorge
2
Andraz, Jorge L. M.
2
more ...
less ...
Institution
All
European University Institute / Department of Economics
2
Banco de Portugal
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Estudios Andaluces, Government of Andalusia
1
Department of Economics, European University Institute
1
EconWPA
1
Econometrisch Instituut <Rotterdam>
1
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Insper Instituto de Ensino e Pesquisa
1
Instituto Valenciano de Investigaciones Económicas
1
Universidade do Algarve <Faro>
1
University <Nottingham> / Department of Economics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Econometric theory
12
Economics Bulletin
10
Journal of econometrics
8
Tourism economics : the business and finance of tourism and recreation
8
Economics letters
5
Oxford bulletin of economics and statistics
5
International journal of forecasting
4
Journal of Time Series Analysis
4
Portuguese economic journal
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Documento de trabajo / Fundación de las Cajas de Ahorros
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of Applied Statistics
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Netspar academic series
3
Oxford Bulletin of Economics and Statistics
3
Statistical Papers / Springer
3
Statistics & Probability Letters
3
Academic paper
2
Asia Pacific financial markets
2
Darmstadt Discussion Papers in Economics
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
EUI working paper
2
Econometric reviews
2
Econometrics Journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Hannover Economic Papers (HEP)
2
International Journal of Finance & Economics
2
International journal of finance & economics : IJFE
2
Journal of Business Economics and Management
2
Journal of business economics and management
2
Journal of empirical finance
2
Marketing places and spaces
2
Quantitative methods in tourism economics : [it is the offspring of a major international conference on Tourism Economics (ATE2011), held in Lisbon in April 2011 ...]
2
SAFE Working Paper
2
SAFE working paper
2
The econometrics journal
2
The journal of real estate finance and economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
139
RePEc
50
OLC EcoSci
9
EconStor
8
Other ZBW resources
4
USB Cologne (business full texts)
1
BASE
1
more ...
less ...
Showing
1
-
10
of
212
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
Saved in:
2
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
3
Measuring wage inequality under right censoring
Nicolau, João
;
Raposo, Pedro
;
Rodrigues, Paulo M. M.
- In:
Economic inquiry
61
(
2023
)
2
,
pp. 377-401
Persistent link: https://www.econbiz.de/10014308580
Saved in:
4
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
5
Structural changes in the duration of bull markets and business cycle dynamics
Cruz, João
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Asia Pacific financial markets
28
(
2021
)
3
,
pp. 333-352
Persistent link: https://www.econbiz.de/10012599789
Saved in:
6
The behaviour of seasonal unit root tests under neglected local drifts
Rodrigues, Paulo M. M.
- In:
Portuguese economic journal
1
(
2002
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10001697930
Saved in:
7
On LM type tests for seasonal unit roots in quarterly data
Rodrigues, Paulo M. M.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10001683702
Saved in:
8
Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094977
Saved in:
9
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
Saved in:
10
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
