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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Brandt, Michael W."
~person:"Rodriguez, Gabriel"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Bollerslev, Tim
Brandt, Michael W.
Rodriguez, Gabriel
Härdle, Wolfgang
104
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94
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74
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67
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65
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62
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57
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ECONIS (ZBW)
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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
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:
5
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:
6
Residual base tests for cointegration with GLS detrented data
Perron, Pierre
;
Rodriguez, Gabriel
-
2012
Persistent link: https://www.econbiz.de/10009615277
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7
Understanding the functional central limit theorems with some applications to unit root testing with structural change
Aquino, Juan Carlos
;
Rodriguez, Gabriel
-
2011
Persistent link: https://www.econbiz.de/10009374369
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8
A comparative note about estimation of the fractional parameter under additive outliers
Rodriguez, Gabriel
-
2013
Persistent link: https://www.econbiz.de/10010260195
Saved in:
9
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
10
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
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