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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
Saved in:
2
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
Saved in:
3
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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4
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
Saved in:
5
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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6
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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7
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
Saved in:
8
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
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