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On downside risk predictability through liquidity and trading activity : a quantile regression approach
Rubia, Antonio; Sanchis-Marco, Lidia - 2011
Persistent link: https://www.econbiz.de/10009724943
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Measuring tail-risk cross-country exposures in the banking industry
Rubia, Antonio; Sanchis-Marco, Lidia - 2015 - Version: February 2015
Persistent link: https://www.econbiz.de/10011484213
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Testing for weekly seasonal unit roots in daily electricity demand: evidence from deregulated markets
Rubia, Antonio (contributor) - 2001 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001610666
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel (contributor);  … - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
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On the small sample properties of Dickey Fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201140
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Estimating the probability of informed trading : further evidence from an order-driven market
Abad, David (contributor); Rubia, Antonio (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002384214
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Modelos de extimación de la probabilidad de negociación informada : una comparación metodológica en el mercado español
Abad, David (contributor); Rubia, Antonio (contributor) - 2005 - 1. ed
Persistent link: https://www.econbiz.de/10002809032
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Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018