20132018

Research output per year

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2018

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

2017

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

2015

Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices

Ignatieva, K., Rodrigues, P. J. & Seeger, N., 2 Jan 2015, In : Journal of Business & Economic Statistics. 33, 1, p. 68-75 8 p.

Research output: Contribution to journalArticleAcademicpeer-review

Spatial dependence in international office markets

Chegut, A. M., Eichholtz, P. M. A. & Rodrigues, P. J., Aug 2015, In : Journal of Real Estate Finance and Economics. 51, 2, p. 317-350 34 p.

Research output: Contribution to journalArticleAcademicpeer-review

2013

The London commercial property price index

Chegut, A. M., Eichholtz, P. M. A. & Rodrigues, P. J., Nov 2013, In : Journal of Real Estate Finance and Economics. 47, 4, p. 588-616 29 p.

Research output: Contribution to journalArticleAcademicpeer-review