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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Croux, Christophe"
~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
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79
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33
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Bollerslev, Tim
Croux, Christophe
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Rodriguez, Gabriel
Gao, Jiti
36
Koopman, Siem Jan
31
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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
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15
Kapetanios, George
15
Linton, Oliver
15
Swanson, Norman R.
15
Peng, Bin
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Spokojnyj, Vladimir G.
12
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11
Li, Degui
11
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10
Gómez, Víctor
10
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10
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10
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9
Beran, Jan
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Martin, Gael M.
9
Monfort, Alain
9
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9
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9
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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
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
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
Saved in:
7
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
8
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
9
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
10
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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