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Paulo Rodrigues
Paulo Rodrigues
Assistant Professor of Finance, Maastricht University
Geverifieerd e-mailadres voor maastrichtuniversity.nl
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Estimating the macroeconomic effects of active labour market policies using spatial econometric methods
R Hujer, PJM Rodrigues, K Wolf
International Journal of Manpower 30 (7), 648-671, 2009
632009
Spatial dependence in international office markets
AM Chegut, PMA Eichholtz, PJM Rodrigues
The Journal of Real Estate Finance and Economics 51, 317-350, 2015
522015
The London commercial property price index
AM Chegut, PMA Eichholtz, P Rodrigues
The Journal of Real Estate Finance and Economics 47, 588-616, 2013
392013
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
K Ignatieva, P Rodrigues, N Seeger
Journal of Business & Economic Statistics 33 (1), 68-75, 2015
312015
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
K Ignatieva, P Rodrigues, N Seeger
Journal of Business & Economic Statistics 33 (1), 68-75, 2015
312015
Serial correlation in dynamic panel data models with weakly exogenous regressor and fixed effects
R Hujer, C Zeiss, PJM Rodrigues
Universitätsbibliothek Johann Christian Senckenberg, 2005
212005
Serial correlation in dynamic panel data models with weakly exogenous regressor and fixed effects
R Hujer, C Zeiss, PJM Rodrigues
Universitätsbibliothek Johann Christian Senckenberg, 2005
212005
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
P Rodrigues, C Schwarz, N Seeger
Available at SSRN 2014805, 2012
152012
Stochastic volatility and jumps: Exponentially affine yes or no? An empirical analysis of S&P500 dynamics
K Ignatieva, P Rodrigues, N Seeger
An Empirical Analysis of S&P500 Dynamics (March 18, 2009), 2009
152009
The role of volatility shocks and rare events in long-run risk models
N Branger, P Rodrigues, C Schlag
Available at SSRN 1785244, 2011
112011
A jumping index of jumping stocks? an mcmc analysis of continuous-time models for individual stocks
P Rodrigues, C Schlag
An MCMC Analysis of Continuous-Time Models for Individual Stocks (February …, 2009
10*2009
Equity index variance: evidence from flexible parametric jump–diffusion models
A Kaeck, P Rodrigues, NJ Seeger
Journal of Banking & Finance 83, 85-103, 2017
92017
Model complexity and out-of-sample performance: Evidence from s&p 500 index returns
A Kaeck, P Rodrigues, NJ Seeger
Journal of Economic Dynamics and Control 90, 1-29, 2018
72018
Level and slope of volatility smiles in long-run risk models
N Branger, P Rodrigues, C Schlag
Journal of Economic Dynamics and Control 86, 95-122, 2018
72018
Item-Antwortausfälle im IAB-Betriebspanel: Modellansätze und ökonometrische Schätzung am Beispiel der Bruttolohn-und Gehaltssumme
L Bellmann, M Caliendo, R Hujer, P Rodrigues
Beitrag zur 1, 2005
72005
Destabilizing or passive? The impact of commodity index traders on equilibrium prices
H Sun, JWB Bos, P Rodrigues
International Review of Economics & Finance 83, 271-285, 2023
42023
Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for
R Frey, P Rodrigues, N Seeger
Available at SSRN 2021818, 2013
32013
Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for
R Frey, P Rodrigues, N Seeger
Available at SSRN 2021818, 2013
32013
Intermediaries and the pricing of indivisible assets
P Eichholtz, R Holtermans, P Rodrigues
Working paper]. Real Estate Research Institute, 2021
22021
Dynamic Panel Data Models with Spatial Correlation
R Hujer, PJM Rodrigues, K Wolf
Jahrbücher für Nationalökonomie und Statistik 228 (5-6), 612-629, 2008
22008
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Artikelen 1–20