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person:"Croux, Christophe"
subject:"Volatility"
~person:"Kumar, Dilip"
~person:"Rodriguez, Gabriel"
~subject:"Ausreißer"
~subject:"Schock"
~subject:"Theory"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation theory"
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Volatility
Ausreißer
Schock
Theory
Wechselkurs
Estimation theory
95
Schätztheorie
95
Robust statistics
37
Robustes Verfahren
37
Volatilität
32
Time series analysis
29
Zeitreihenanalyse
29
Regression analysis
24
Regressionsanalyse
24
Estimation
22
Schätzung
22
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17
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Theorie
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Nichtparametrisches Verfahren
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Peru
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English
39
Author
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Croux, Christophe
Kumar, Dilip
Rodriguez, Gabriel
Härdle, Wolfgang
71
Pesaran, M. Hashem
60
Phillips, Peter C. B.
60
Gouriéroux, Christian
59
Andrews, Donald W. K.
45
Franses, Philip Hans
44
McAleer, Michael
42
Newey, Whitney K.
42
Swanson, Norman R.
42
Giles, David E. A.
35
Imbens, Guido
35
Diebold, Francis X.
34
Lütkepohl, Helmut
32
Teräsvirta, Timo
32
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Kilian, Lutz
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Monfort, Alain
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Koopman, Siem Jan
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Krämer, Walter
25
Bera, Anil K.
24
Engle, Robert F.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Koop, Gary
23
Robert, Christian P.
23
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Documento de trabajo
5
Economic modelling
5
KBI
5
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
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1
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1
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1
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Review of Pacific Basin financial markets and policies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
39
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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
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
10
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
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