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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Bauwens, Luc"
~person:"Franses, Philip Hans"
~person:"Rodriguez, Gabriel"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
62
Schätztheorie
62
Theorie
41
Theory
41
Time series analysis
32
Volatilität
11
Bayes-Statistik
7
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7
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7
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7
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6
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6
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Hadamard exponential matrix
3
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Linear algebra
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Bollerslev, Tim
Bauwens, Luc
Franses, Philip Hans
Rodriguez, Gabriel
Gao, Jiti
36
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
19
Härdle, Wolfgang
16
Lucas, André
16
Gouriéroux, Christian
15
Kapetanios, George
15
Linton, Oliver
15
Swanson, Norman R.
15
Peng, Bin
14
Brännäs, Kurt
12
Koop, Gary
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Croux, Christophe
11
Hyndman, Rob J.
11
Li, Degui
11
Blasques, Francisco
10
Gómez, Víctor
10
Ooms, Marius
10
Pesaran, M. Hashem
10
Beran, Jan
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Martin, Gael M.
9
Monfort, Alain
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Corradi, Valentina
8
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Report / Econometric Institute, Erasmus University Rotterdam
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Discussion paper / Tinbergen Institute
5
Documento de trabajo
5
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4
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3
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3
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2
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1
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
38
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
3
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
4
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
5
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
6
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
7
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
8
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
9
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
10
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
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