Antonio Rubia

A Class of Robust Tests in Augmented Predictive Regressions

Paulo M.M. Rodrigues, Antonio Rubia, P. Rodrigues, 2011 .

Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume

A. M. Robert Taylor, Antonio Rubia, Marina Balboa, 2021, Journal of Applied Econometrics.

Testing for Structural Breaks in Variance with Additive Outliers and Measurement Errors

Paulo M.M. Rodrigues, Antonio Rubia, 2006 .

A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity

Antonio Rubia, P. Rodrigues, A. Rubia, 2008 .

Good for one, bad for all: Determinants of individual versus systemic risk

Antonio Rubia, A. Rubia, Germán López-Espinosa, 2013 .