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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, 2009
602009
Spatial dependence in international office markets
AM Chegut, PMA Eichholtz, PJM Rodrigues
The Journal of Real Estate Finance and Economics 51, 317-350, 2015
512015
The London commercial property price index
AM Chegut, PMA Eichholtz, P Rodrigues
The Journal of Real Estate Finance and Economics 47, 588-616, 2013
352013
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
302015
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
302015
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
172005
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
172005
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
P Rodrigues, C Schwarz, N Seeger
Available at SSRN 2014805, 2012
142012
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
112009
The role of volatility shocks and rare events in long-run risk models
N Branger, P Rodrigues, C Schlag
Available at SSRN 1785244, 2011
102011
Equity index variance: evidence from flexible parametric jump–diffusion models
A Kaeck, P Rodrigues, NJ Seeger
Journal of Banking & Finance 83, 85-103, 2017
82017
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
72009
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
62018
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
52005
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
42018
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
A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
A Pollastri, P Rodrigues, C Schlag, NJ Seeger
Journal of Empirical Finance 70, 322-341, 2023
22023
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