Level and Slope of Volatility Smiles in Long-Run Risk Models 6.67
Nicole Branger, Paulo Rodrigues, Christian Schlag
Journal of Economic Dynamics and Control, vol. 86, 2018, p. 95-122.

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns 6.67
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Economic Dynamics and Control, vol. 90, 2018, p. 1-29.

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models 6.67
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Banking and Finance, vol. 83, 2017, p. 85-103.

Empirical Analysis of Affine versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices 12.5
Katja Ignatieva, Paulo Rodrigues, Norman Seeger
Journal of Business and Economic Statistics, vol. 33, 2015, p. 68-75.