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Items where Author is "Rodrigues, Paulo MM"

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Number of items: 10.

Article

Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) 'Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume.' Journal of Applied Econometrics. ISSN 0883-7252

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2020) 'Testing for Episodic Predictability in Stock Returns.' Journal of Econometrics. ISSN 0304-4076

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) 'Temporal aggregation of seasonally near-integrated processes.' Journal of Time Series Analysis. ISSN 0143-9782

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) 'Semi-parametric seasonal unit root tests.' Econometric Theory, 34 (02). 447 - 476. ISSN 0266-4666

Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2017) 'Unit Root Tests and Heavy-Tailed Innovations.' Journal of Time Series Analysis, 38 (5). 733 - 768. ISSN 0143-9782

Monograph

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2021) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Georgiev, Iliyan and Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2021) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Mon Sep 20 16:01:52 2021 BST.