Mirco Rubin

Mirco Rubin

EDHEC Business School (Université Côte d'Azur) - Roubaix / France
Economics & Econometrics / Economics
AD Scientific Index ID: 5186658
EDHEC Business School
person_outline Mirco Rubin's MOST POPULAR ARTICLES
1-) Inference in group factor models with an application to mixed‐frequency dataE Andreou, P Gagliardini, E Ghysels, M RubinEconometrica 87 (4), 1267-1305, 201960*2019
2-) Crypto risk premiaN Borri, D Massacci, M Rubin, D RuzziAvailable at SSRN 4154627, 2022182022
3-) Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment fundsIS Popescu, T Gibon, C Hitaj, M Rubin, E BenettoEcological Economics 212, 107918, 2023152023
4-) Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH modelsP Gagliardini, E Ghysels, M RubinJournal of Financial Econometrics 15 (4), 509-560, 2017142017
5-) Inferring Mutual Fund Intra-Quarter Trading: An Application to ESG Window DressingL An, S Huang, D Lou, X Wen, M XuHKU Jockey Club Enterprise Sustainability Global Research Institute Paper, 202462024