Mirco Rubin

University of Bristol

Lecturer in Finance

School of Economics, Finance and Management

Priory Road Complex, Priory Road

Bristol, BS8 1TU

United Kingdom

http://https://sites.google.com/site/mircorubin/

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Positional Portfolio Management

Swiss Finance Institute Research Paper No. 14-20
Number of pages: 83 Posted: 07 Mar 2014 Last Revised: 12 Dec 2018
USI Università della Svizzera italiana, University of Toronto - Department of Economics and University of Bristol
Downloads 409 (70,988)
Citation 2

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Positional Good, Robust Portfolio Management, Rank, Fund Tournament, Factor Model, Big Data, Equally Weighted Portfolio, Momentum, Reversal, Positional Risk Aversion.

Inference in Group Factor Models with an Application to Mixed Frequency Data

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 02 Feb 2019
University of Cyprus - Department of Economics, USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol
Downloads 311 (96,502)
Citation 13

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Large Panel, Unobservable pervasive factors, Mixed frequency, Canonical correlations, Output growth

Is Industrial Production Still the Dominant Factor for the US Economy?

CEPR Discussion Paper No. DP12219
Number of pages: 87 Posted: 15 Aug 2017
University of Cyprus - Department of Economics, USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol
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GDP growth, Group Factor models, MIDAS

3.

Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models

Swiss Finance Institute Research Paper No. 16-46
Number of pages: 70 Posted: 12 Jan 2016 Last Revised: 07 Apr 2018
USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol
Downloads 196 (154,899)
Citation 2

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Indirect inference, MIDAS regressions, State space model, Stochastic volatility, GDP forecasting.