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subject:"India"
~person:"Battese, George Edward"
~person:"Craig, Ben R."
~person:"Rodriguez, Gabriel"
~person:"Zakoïan, Jean-Michel"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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India
Stochastischer Prozess
Estimation theory
78
Schätztheorie
78
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33
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33
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26
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26
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24
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Battese, George Edward
Craig, Ben R.
Rodriguez, Gabriel
Zakoïan, Jean-Michel
Phillips, Peter C. B.
18
Koopman, Siem Jan
13
Kamaiah, Bandi
12
Todorov, Viktor
12
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11
McAleer, Michael
10
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Coelli, Tim
7
Kristensen, Dennis
7
Lucas, André
7
Strachan, Rodney W.
7
Brandt, Michael W.
6
Hurn, Stan
6
Küchler, Uwe
6
Lieberman, Offer
6
Park, Joon Y.
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Asai, Manabu
5
Chan, Joshua
5
Cui, Zhenyu
5
Fičura, Milan
5
Hurvich, Clifford M.
5
Härdle, Wolfgang
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Iacus, Stefano Maria
5
Kanaya, Shin
5
Leon-Gonzalez, Roberto
5
León-González, Roberto
5
Li, Jia
5
Reiß, Markus
5
Santa-Clara, Pedro
5
Singh, Tarlok
5
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ECONIS (ZBW)
23
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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
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:
3
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:
4
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:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
7
The Empirical Performance of Option Based Densities of Foreign Exchange
Craig, Ben R.
-
2016
Persistent link: https://www.econbiz.de/10012991281
Saved in:
8
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:
9
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
10
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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