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/

  • University of Bristol

    • Email
    • Tel: +44 (0) 117 3940488
SCHOLARLY PAPERS

3

DOWNLOADS
Rank 44,999

SSRN RANKINGS

Top 44,999

in Total Papers Downloads

917

SSRN CITATIONS
Rank 21,902

SSRN RANKINGS

Top 21,902

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
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
Patrick Gagliardini, Christian Gourieroux and Mirco Rubin
USI Università della Svizzera italiana, University of Toronto - Department of Economics and University of Bristol
Downloads 409 (70,988)
Citation 2

Abstract:

Loading...

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

2.

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

Downloads 312 ( 96,704)
Citation 15

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
Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin
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

Abstract:

Loading...

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
Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin
University of Cyprus - Department of Economics, USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol
Downloads 1 (685,492)
  • Add to Cart

Abstract:

Loading...

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
Patrick Gagliardini, Eric Ghysels and Mirco Rubin
USI Università della Svizzera italiana, University of North Carolina Kenan-Flagler Business School and University of Bristol
Downloads 196 (154,899)
Citation 2

Abstract:

Loading...

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