Paulo M. M. Rodrigues

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Paulo M. M. Rodrigues trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Piotr Kokoszka
  2. M. Carrasco
  3. E. Andreou
  4. Claudio Morana
  5. Xiaohong Chen
  6. Eric Ghysels
  7. Remigijus Leipus
  8. Andrea Beltratti
  9. Eric Hillebrand
  10. Clive W. J. Granger

Who trusts Paulo M. M. Rodrigues overall

  1. J. Maudos

Papers from Paulo M. M. Rodrigues's perspective

Ordered by how strongly the researchers Paulo M. M. Rodrigues trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
  2. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  3. Change-point estimation in ARCH models
  4. Detecting multiple breaks in financial market volatility dynamics
  5. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  6. Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
  7. Long Memory and Regime Switching
  8. Neglecting parameter changes in GARCH models
  9. Nonparametric estimation of structural change points in volatility models for time series
  10. Generalized autoregressive conditional heteroskedasticity

Their papers