Research output per year
Research output per year
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A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
Pollastri, A., Rodrigues, P., Schlag, C. & Seeger, N. J., 1 Jan 2023, In: Journal of Empirical Finance. 70, p. 322-341 20 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Destabilizing or passive? The impact of commodity index traders on equilibrium prices
Sun, H., Bos, J. W. B. & Rodrigues, P., 1 Jan 2023, In: International Review of Economics & Finance. 83, p. 271-285 15 p.Research output: Contribution to journal › Article › Academic › peer-review
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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 journal › Article › Academic › peer-review
Open AccessFile3 Citations (Web of Science)5 Downloads (Pure) -
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 journal › Article › Academic › peer-review
2 Citations (Web of Science) -
Dense Betas
Kurz, M., Rodrigues, P. & Quaedvlieg, R., 6 Oct 2017.Research output: Contribution to conference › Paper › Academic
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14th EAAE Congress (Agri-Food and Rural Innovations for Healthier Societies)
Paulo Mauricio Rodrigues (Speaker)
26 Aug 2014Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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The role of volatility shocks and rare events in long-run risk models
Paulo Mauricio Rodrigues (Speaker)
5 Oct 2012Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Out-of-sample tests of continuous time models for equity returns
Paulo Mauricio Rodrigues (Speaker)
5 Oct 2012Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Out-of-sample tests of continuous time modelsfor equity returns
Paulo Mauricio Rodrigues (Speaker)
11 Nov 2011Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Journal of Econometrics (Journal)
Paulo Mauricio Rodrigues (Editor)
1 Jan 2011 → 31 Dec 2011Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic