20132018

Research output per year

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Research Output

Level and slope of volatility smiles in long-run risk models

Branger, N., Rodrigues, P. & Schlag, C., Jan 2018, In : Journal of Economic Dynamics & Control. 86, p. 95-122 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns

Kaeck, A., Rodrigues, P. & Seeger, N. J., May 2018, In : Journal of Economic Dynamics & Control. 90, p. 1-29 29 p.

Research output: Contribution to journalArticleAcademicpeer-review

Dense Betas

Kurz, M., Rodrigues, P. & Quaedvlieg, R., 6 Oct 2017.

Research output: Contribution to conferencePaperAcademic

Equity index variance: Evidence from flexible parametric jump-diffusion models

Kaeck, A., Rodrigues, P. & Seeger, N. J., Oct 2017, In : Journal of Banking & Finance. 83, p. 85-103

Research output: Contribution to journalArticleAcademicpeer-review

Level and Slope of Volatility Smiles in Long-Run Risk Models

Branger, N., Rodrigues, P. & Schlag, C., 26 Apr 2016, 27 p.

Research output: Working paperProfessional

Activities

  • 4 Talk or presentation
  • 2 Editorial activity; journal

14th EAAE Congress (Agri-Food and Rural Innovations for Healthier Societies)

Paulo Mauricio Rodrigues (Speaker)

26 Aug 2014

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

19th annual meeting of the German Finance Association

Paulo Mauricio Rodrigues (Speaker)

5 Oct 2012

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

19th annual meeting of the German Finance Association

Paulo Mauricio Rodrigues (Speaker)

5 Oct 2012

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Out-of-sample tests of continuous time modelsfor equity returns

Paulo Mauricio Rodrigues (Speaker)

11 Nov 2011

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Journal of Econometrics (Journal)

Paulo Mauricio Rodrigues (Editor)

1 Jan 201131 Dec 2011

Activity: Publication peer-review and editorial workEditorial activity; journalAcademic