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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Rodriguez, Gabriel"
~subject:"Bayesian Estimation and Comparison of Models"
~subject:"Stochastic Volatility"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
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Volatility
Bayesian Estimation and Comparison of Models
Stochastic Volatility
VAR-Modell
Estimation theory
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Schätztheorie
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Time series analysis
9
Zeitreihenanalyse
9
Volatilität
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Bayesian inference
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Peru
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Autoregressive Vectors with Time Varying Parameters
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Autoregressive Vectors with Time- Varying Parameters
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Autoregressive vectors with time-varying parameters
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Bollerslev, Tim
Rodriguez, Gabriel
Lütkepohl, Helmut
34
Kilian, Lutz
19
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Inoue, Atsushi
12
Sentana, Enrique
11
Koopman, Siem Jan
10
Teräsvirta, Timo
10
Croux, Christophe
9
Gouriéroux, Christian
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Vahid, Farshid
8
Benati, Luca
7
Chan, Joshua
7
Fiorentini, Gabriele
7
Monfort, Alain
7
Theodoridis, Konstantinos
7
Amengual, Dante
6
Andersen, Torben
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Brandt, Michael W.
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Bruns, Martin
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Härdle, Wolfgang
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Leon-Gonzalez, Roberto
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Linton, Oliver
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Lucas, André
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Spokojnyj, Vladimir G.
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Binder, Michael
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Cai, Zongwu
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Diebold, Francis X.
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Guillén, Osmani Teixeira de Carvalho
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Hafner, Christian M.
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Issler, João Victor
5
Johansen, Søren
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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
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
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