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subject:"Indien"
subject:"Sparen"
~person:"Li, Jia"
~person:"Rodriguez, Gabriel"
~subject:"Peru"
~subject:"Stochastic process"
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Indien
Sparen
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Estimation theory
33
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Li, Jia
Rodriguez, Gabriel
Phillips, Peter C. B.
18
Koopman, Siem Jan
13
Kamaiah, Bandi
12
Todorov, Viktor
12
Tauchen, George Eugene
11
McAleer, Michael
10
Christopeit, Norbert
8
Massmann, Michael
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Battese, George Edward
7
Coelli, Tim
7
Kristensen, Dennis
7
Lucas, André
7
Strachan, Rodney W.
7
Brandt, Michael W.
6
Hurn, Stan
6
Jansen, Willem Jos
6
Küchler, Uwe
6
Leon-Gonzalez, Roberto
6
Lieberman, Offer
6
Park, Joon Y.
6
Sentana, Enrique
6
Tsionas, Efthymios G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Chan, Joshua
5
Craig, Ben R.
5
Cui, Zhenyu
5
Fičura, Milan
5
Hurvich, Clifford M.
5
Härdle, Wolfgang
5
Iacus, Stefano Maria
5
Kanaya, Shin
5
León-González, Roberto
5
Reiß, Markus
5
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Review of Pacific Basin financial markets and policies
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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
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
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
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:
7
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
1
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