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person:"Croux, Christophe"
subject:"Volatility"
~person:"Daníelsson, Jón"
~person:"Kumar, Dilip"
~person:"Rodriguez, Gabriel"
~subject:"Ausreißer"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Estimation theory"
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Volatility
Ausreißer
Bayes-Statistik
Estimation theory
111
Schätztheorie
111
Volatilität
39
Robust statistics
37
Robustes Verfahren
37
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Croux, Christophe
Daníelsson, Jón
Kumar, Dilip
Rodriguez, Gabriel
Koop, Gary
24
Koopman, Siem Jan
24
Todorov, Viktor
19
Fernández-Villaverde, Jesús
18
Schorfheide, Frank
18
Einmahl, John H. J.
17
Li, Jia
17
Tsionas, Efthymios G.
16
Li, Yingying
15
Tauchen, George Eugene
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Teräsvirta, Timo
15
Zhang, Xibin
15
Bauwens, Luc
14
Kohn, Robert
14
Maheswaran, S.
14
Brandt, Michael W.
13
Ardia, David
12
Chaturvedi, Anoop
12
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
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Shin, Minchul
12
Zhang, Xinyu
12
Andersen, Torben
11
Del Negro, Marco
11
Härdle, Wolfgang
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Lucas, André
11
Mancino, Maria Elvira
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Martin, Gael M.
11
Matlin, Ethan
11
Rubio-Ramírez, Juan Francisco
11
Sarfati, Reca
11
Swanson, Norman R.
11
Fan, Jianqing
10
Gao, Jiti
10
Robert, Christian P.
10
Silvennoinen, Annastiina
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ECONIS (ZBW)
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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
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
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:
7
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
8
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
9
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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