Publications
Reinhard Hujer, Paulo J.M. Rodrigues, Katja Wolf, (2008) "Dynamic Panel Data Models with Spatial Correlation”, Journal of Economics and Statistics, Vol. 228 Iss: 5+6, pp. 612 - 629
Reinhard Hujer, Paulo J.M. Rodrigues, Katja Wolf, (2009) "Estimating the macroeconomic effects of active labour market policies using spatial econometric methods", International Journal of Manpower, Vol. 30 Iss: 7, pp. 648 - 671
Andrea M. Chegut, Piet M. A. Eichholtz, Paulo Rodrigues, (2013) "The London Commercial Property Price Index”, The Journal of Real Estate Finance and Economics, Vol. 47, Iss: 4, pp. 588-616
Andrea M. Chegut, Piet M. A. Eichholtz, Paulo Rodrigues, (2014) "Spatial Dependence in International Office Markets”, The Journal of Real Estate Finance and Economics, Vol. 51, pp. 317–350
Katja Ignatieva, Paulo Rodrigues, Norman Seeger, (2015) "Empirical Analysis of Affine vs. Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices”, Journal of Business & Economic Statistics, Vol. 33, Iss: 1, pp. 68-75
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger (2017) "Equity index variance: Evidence from flexible parametric jump-diffusion models", Journal of Banking and Finance, Vol. 83, pp. 85-103
Nicole Branger, Paulo Rodrigues, Christian Schlag (2018) "Level and slope of volatility smiles in long-run risk models", Journal of Economic Dynamics & Control, Vol. 86, pp. 95-122
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger (2018) "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns", Journal of Economic Dynamics & Control, Vol. 90, pp. 1-29
Rui J. Almeida, Nalan Bastürk, Paulo Rodrigues (2023) "Portfolio Return Maximization using Robust Optimization and Directional Changes", IEEE Symposium Series on Computational Intelligence (SSCI), Mexico City, Mexico, pp. 401–406
Rui J. Almeida, Nalan Bastürk, Paulo Rodrigues (2023) "Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms", IEEE Congress on Evolutionary Computation (CEC), Chicago, IL, USA, pp. 1–8
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman J. Seeger (2023) "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks", Journal of Empirical Finance, Vol. 70, pp. 322-348