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subject:"Stochastischer Prozess"
~person:"Rodriguez, Gabriel"
~subject:"Volatility"
~type_genre:"Article in journal"
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Stochastischer Prozess
Volatility
ARCH model
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Rodriguez, Gabriel
Péguin-Feissolle, Anne
4
Dufrénot, Gilles
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Yu, Jun
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Asai, Manabu
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Baillie, Richard
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Boubaker, Heni
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Macroeconomics and finance in emerging market economies
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Portuguese economic journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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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