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subject:"Forecasting model"
subject:"Stock market"
~person:"Rodriguez, Gabriel"
~subject:"Börsenkurs"
~subject:"Panel"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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13
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10
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8
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Rodriguez, Gabriel
Caporale, Guglielmo Maria
69
McAleer, Michael
60
Marcellino, Massimiliano
50
Pesaran, M. Hashem
43
Pierdzioch, Christian
39
Härdle, Wolfgang
36
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35
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33
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32
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31
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31
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26
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24
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23
Gao, Jiti
22
Koopman, Siem Jan
22
Bohl, Martin T.
21
Huber, Florian
21
Allen, David E.
20
Mumtaz, Haroon
20
Afonso, António
19
Clark, Todd E.
19
Chang, Chia-Lin
18
Bollerslev, Tim
17
Cholodilin, Konstantin Arkadʹevič
17
Fritsche, Ulrich
17
Kilian, Lutz
17
Kim, Hyeongwoo
17
Ravazzolo, Francesco
17
Timmermann, Allan
17
Baumeister, Christiane
16
Cheung, Yin-Wong
16
Franses, Philip Hans
16
Dreger, Christian
15
Schröder, Michael
15
Siliverstovs, Boriss
15
Stulz, René M.
15
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14
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Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
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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
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
3
Modeling the trend, persistence, and volatility of inflation in pacific alliance countries: an empirical application using a model with inflation bands
Rodriguez, Gabriel
;
Surco, Luis
-
2024
Persistent link: https://www.econbiz.de/10014526339
Saved in:
4
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:
5
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
6
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:
7
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:
8
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:
9
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
10
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
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