Estimating the macroeconomic effects of active labour market policies using spatial econometric methods R Hujer, PJM Rodrigues, K Wolf International Journal of Manpower 30 (7), 648-671, 2009 | 63 | 2009 |
Spatial dependence in international office markets AM Chegut, PMA Eichholtz, PJM Rodrigues The Journal of Real Estate Finance and Economics 51, 317-350, 2015 | 54 | 2015 |
The London commercial property price index AM Chegut, PMA Eichholtz, P Rodrigues The Journal of Real Estate Finance and Economics 47, 588-616, 2013 | 40 | 2013 |
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices K Ignatieva, P Rodrigues, N Seeger Journal of Business & Economic Statistics 33 (1), 68-75, 2015 | 35 | 2015 |
Serial correlation in dynamic panel data models with weakly exogenous regressor and fixed effects R Hujer, C Zeiss, PJM Rodrigues Universitätsbibliothek Johann Christian Senckenberg, 2005 | 20 | 2005 |
Does the Institutionalization of Derivatives Trading Spur Economic Growth? P Rodrigues, C Schwarz, N Seeger Available at SSRN 2014805, 2012 | 18 | 2012 |
Stochastic volatility and jumps: Exponentially affine yes or no? An empirical analysis of S&P500 dynamics K Ignatieva, P Rodrigues, N Seeger An Empirical Analysis of S&P500 Dynamics (March 18, 2009), 2009 | 15 | 2009 |
A jumping index of jumping stocks? an mcmc analysis of continuous-time models for individual stocks P Rodrigues, C Schlag An MCMC Analysis of Continuous-Time Models for Individual Stocks (February …, 2009 | 11* | 2009 |
Equity index variance: evidence from flexible parametric jump–diffusion models A Kaeck, P Rodrigues, NJ Seeger Journal of Banking & Finance 83, 85-103, 2017 | 10 | 2017 |
The role of volatility shocks and rare events in long-run risk models N Branger, P Rodrigues, C Schlag Available at SSRN 1785244, 2011 | 10 | 2011 |
Level and slope of volatility smiles in long-run risk models N Branger, P Rodrigues, C Schlag Journal of Economic Dynamics and Control 86, 95-122, 2018 | 8 | 2018 |
Model complexity and out-of-sample performance: Evidence from s&p 500 index returns A Kaeck, P Rodrigues, NJ Seeger Journal of Economic Dynamics and Control 90, 1-29, 2018 | 7 | 2018 |
Destabilizing or passive? The impact of commodity index traders on equilibrium prices H Sun, JWB Bos, P Rodrigues International Review of Economics & Finance 83, 271-285, 2023 | 6 | 2023 |
Item-Antwortausfälle im IAB-Betriebspanel: Modellansätze und ökonometrische Schätzung am Beispiel der Bruttolohn-und Gehaltssumme L Bellmann, M Caliendo, R Hujer, P Rodrigues Beitrag zur 1, 2005 | 5 | 2005 |
Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for R Frey, P Rodrigues, N Seeger Available at SSRN 2021818, 2013 | 3 | 2013 |
Portfolio re-balancing and optimization using directional changes and genetic algorithms RJ Almeida, N Baştürk, P Rodrigues 2023 IEEE Congress on Evolutionary Computation (CEC), 1-8, 2023 | 2 | 2023 |
Intermediaries and the pricing of indivisible assets P Eichholtz, R Holtermans, P Rodrigues Working paper]. Real Estate Research Institute, 2021 | 2 | 2021 |
Dynamic Panel Data Models with Spatial Correlation R Hujer, PJM Rodrigues, K Wolf Jahrbücher für Nationalökonomie und Statistik 228 (5-6), 612-629, 2008 | 2 | 2008 |
Portfolio Return Maximization using Robust Optimization and Directional Changes RJ Almeida, N Baştürk, P Rodrigues 2023 IEEE Symposium Series on Computational Intelligence (SSCI), 401-406, 2023 | 1 | 2023 |
Spatial Dependence in Commercial Real Estate AM Cheguta, PMA Eichholtza, P Rodriguesa, R Weerts Online. Abgerufen am 6, 2014, 2013 | 1 | 2013 |