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subject:"Stochastischer Prozess"
~person:"Accioly, Victor Bello"
~person:"Rodriguez, Gabriel"
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Capital income
Volatility
ARCH model
4
ARCH-Modell
4
ARMA model
4
ARMA-Modell
4
Time series analysis
4
Volatilität
4
Zeitreihenanalyse
4
ARFIMA models
3
Exchange rate
3
Forecasting model
3
Prognoseverfahren
3
Wechselkurs
3
Devisenmarkt
2
Foreign exchange market
2
Kapitaleinkommen
2
Long memory
2
Theorie
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Theory
2
(E)GARCH-X and realized GARCH models
1
ARFIMA model
1
Aktienmarkt
1
Börsenkurs
1
CGARCH models
1
Density forecasts
1
FIGARCH model
1
GARCH model
1
GARCH models
1
Kalman filter
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Lateinamerika
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Latin America
1
Latin American Forex Markets
1
Latin-American stock and Forex markets volatility
1
Mean reversion
1
Random Level Shifts
1
Random level shifts
1
Realized range
1
Share price
1
State space model
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Article in journal
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English
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Accioly, Victor Bello
Rodriguez, Gabriel
Péguin-Feissolle, Anne
4
Dufrénot, Gilles
3
Yu, Jun
3
Asai, Manabu
2
Baillie, Richard
2
Balcilar, Mehmet
2
Boubaker, Heni
2
Chan, Joshua
2
Gandali Alikhani, Nadiya
2
Guégan, Dominique
2
Hwang, Soosung
2
Li, Handong
2
Liesenfeld, Roman
2
McAleer, Michael
2
Naderi, Esmaeil
2
Ojeda Cunya, Junior Alex
2
Olubusoye, Olusanya E.
2
Peiris, Shelton
2
Sibbertsen, Philipp
2
Ye, Xunyu
2
Abaoub, Ezzeddine
1
Acar Boyacioglu, Melek
1
Afzal, Alia
1
Ahmad, Eatzaz
1
Ahmed, Wajid Shakeel
1
Ali, Md Zulficar
1
Ali, Sheena Naz
1
Allen, David E.
1
Alptekin, Volkan
1
AlـGounmeein, Remal Shaher
1
Amiri, Ashkan
1
Archana Singh
1
Arranz, Miguel A.
1
Asaleye, Abiola John
1
Atabek Demirhan, Aslıhan
1
Aye, Goodness C.
1
Babajide, Abiola
1
Bachaya, Allah
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Journal of economics and finance
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
4
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An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
3
Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 631-658
Persistent link: https://www.econbiz.de/10011802188
Saved in:
4
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
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