Abel Rodriguez

University of California, Santa Cruz

Assistant Professor

1156 High St

Santa Cruz, CA 95064

United States

SCHOLARLY PAPERS

6

DOWNLOADS

762

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The GARCH Structural Credit Risk Model: Simulation Analysis and Application to the Bank CDS Market During the 2007-2008 Crisis

Number of pages: 26 Posted: 24 Mar 2009
Samuel W. Malone, Abel Rodriguez and Enrique ter Horst
University of the Andes, University of California, Santa Cruz and Universidad de los Andes, Colombia - School of Business Administration
Downloads 605 (61,664)
Citation 1

Abstract:

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2.

Spatial voting models in circular spaces: A case study of the U.S. House of Representatives

Number of pages: 53 Posted: 29 May 2019 Last Revised: 17 Feb 2021
Xingchen Yu and Abel Rodriguez
University of California, Santa Cruz and University of California, Santa Cruz
Downloads 56 (489,266)

Abstract:

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Spatial Voting Model; Roll-Call Votes; U.S. Congress; Factor Model; Spherical Geometry; Geodesic Hamiltonian Monte Carlo.

3.

Multiple Ideal Points: Revealed Preferences in Different Domains

Number of pages: 29 Posted: 26 Aug 2019 Last Revised: 26 Jun 2020
Scott Moser, Abel Rodriguez and Chelsea L. Lofland
University of Nottingham - School of Politics and International Relations, University of California, Santa Cruz and University of California, Santa Cruz, Jack Baskin School of Engineering, Department of Statistics, Students
Downloads 50 (514,159)
Citation 1

Abstract:

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Bayesian Nonparametric Model, Ideal Point Estimation, Spatial Voting Model

4.

Assessing Systematic Risk in the S&P500 Index between 2000 and 2011: A Bayesian Nonparametric Approach

CAFIN Working Paper No. 3
Number of pages: 31 Posted: 07 Jun 2014
Abel Rodriguez, Ziwei Wang and Athanasios Kottas
University of California, Santa Cruz, University of California, Santa Cruz - Division of Social Sciences and University of California, Santa Cruz
Downloads 44 (541,537)

Abstract:

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5.

A Bayesian Approach to Spherical Factor Analysis for Binary Data

Number of pages: 39 Posted: 28 Sep 2020
Xingchen Yu and Abel Rodriguez
University of California, Santa Cruz and University of California, Santa Cruz
Downloads 7 (796,361)

Abstract:

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Spherical factor model, Dimensionality reduction, Riemannian manifold, Bayesian methods

6.

Measuring Expectations in Options Markets: An Application to the S&P500 Index

Posted: 22 Dec 2008
Abel Rodriguez and Enrique ter Horst
University of California, Santa Cruz and Universidad de los Andes, Colombia - School of Business Administration

Abstract:

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Nonparametric Bayes, Dependent Dirichlet process, European Options, Implied Prices