Antonio Rúa
Economics and Econometrics · 2008–2012
A researcher in the Science corpus: 5 papers; trusts 26 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 98 citations into it; #3,202 of 23,481 by trust here, #3,694 by citations
- Finance — 53 citations into it; #1,552 of 10,518 by trust here, #2,249 by citations
- Computer Vision and Pattern Recognition — 10 citations into it
- Management Science and Operations Research — 9 citations into it
- Accounting — 6 citations into it
Whom Antonio Rúa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Michael R. Chernick
- Sangbae Kim
- Patrick M. Crowley
- Robin Brooks
- Francis In
- L. Nunes
- Maria Joana Soares
- Luís Aguiar-Conraria
- LuI´s Aguiar-Conraria
- Marco del Negro
Who trusts Antonio Rúa overall
- Lukáš Vácha
- L. Aguiar
- L. Nunes
- Giray Gozgor
- C. Aloui
- Jushan Bai
- Thomas Conlon
- M. Graham
- Maria Joana Soares
- A. Onatski
Papers from Antonio Rúa's perspective
Ordered by how strongly the researchers Antonio Rúa trusts endorse each paper. Same corpus, a different order for every researcher.
- Wavelet Methods for Time Series Analysis (Technometrics)
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Extreme Correlation of International Equity Markets
- Application of the cross wavelet transform and wavelet coherence to geophysical time series
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗
- The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
- The Illustrated Wavelet Transform Handbook
- An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
- International comovement of stock market returns: a wavelet analysis
Their papers
- International comovement of stock market returns: a wavelet analysis (2009) — 804 citations
- Measuring comovement in the time-frequency space (2010) — 258 citations
- Short-term forecasting of GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise. NBB Working Papers. No. 133, 17 June 2008 (2008) — 305 citations
- A wavelet-based assessment of market risk: The emerging markets case (2012) — 74 citations
- Determining the number of factors in approximate factor models with global and group-specific factors (2008) — 567 citations