Level and Slope of Volatility Smiles in Long-Run Risk Models
13.08
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
13.08
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
12.52
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
16.29
Katja Ignatieva,
Paulo Rodrigues,
Norman Seeger
Journal of Business and Economic Statistics,
vol. 33, 2015, p. 68-75.
Spatial Dependence in International Office Markets
7.94
Andrea M. Chegut,
Piet M A Eichholtz,
Paulo Rodrigues
Journal Of Real Estate Finance And Economics,
vol. 51, 2015, p. 317-350.
The London Commercial Property Price Index
7.94
Andrea M. Chegut,
Piet M A Eichholtz,
Paulo Rodrigues
Journal Of Real Estate Finance And Economics,
vol. 47, 2013, p. 588-616.