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Pedro N. Rodriguez

Personal Details

First Name:Pedro
Middle Name:N.
Last Name:Rodriguez
Suffix:
RePEc Short-ID:pro117
http://www.pnrodriguez.com

Affiliation

Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid

Madrid, Spain
http://www.ucm.es/centros/webs/fccee/

: 913942602
913942531

RePEc:edi:feucmes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Forecasting Stock Price Changes: Is it Possible?," Working Papers 2006-22, FEDEA.

Articles

  1. Pedro N. Rodriguez & Arnulfo Rodriguez, 2006. "Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 459-479.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Forecasting Stock Price Changes: Is it Possible?," Working Papers 2006-22, FEDEA.

    Cited by:

    1. Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  1. Pedro N. Rodriguez & Arnulfo Rodriguez, 2006. "Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 459-479.

    Cited by:

    1. Pasiouras, Fotios & Tanna, Sailesh, 2010. "The prediction of bank acquisition targets with discriminant and logit analyses: Methodological issues and empirical evidence," Research in International Business and Finance, Elsevier, vol. 24(1), pages 39-61, January.
    2. Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 12(4), pages 84-137.
    3. Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2009. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers 2009-18, Banco de México.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2006-07-21
  2. NEP-FMK: Financial Markets (1) 2006-07-21
  3. NEP-FOR: Forecasting (1) 2006-07-21
  4. NEP-RMG: Risk Management (1) 2006-07-21

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