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subject:"Volatilität"
~person:"Engle, Robert F."
~person:"Rodriguez, Gabriel"
~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
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Volatilität
ARCH-Modell
Estimation
150
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150
Volatility
66
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40
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40
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36
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Engle, Robert F.
Rodriguez, Gabriel
Xuan Vinh Vo
McAleer, Michael
91
Gupta, Rangan
88
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
48
Bahmani-Oskooee, Mohsen
35
Hautsch, Nikolaus
35
Todorov, Viktor
34
Belke, Ansgar
31
Asai, Manabu
30
Bouri, Elie
30
Chang, Chia-Lin
29
Gil-Alaña, Luis A.
28
Herwartz, Helmut
28
Härdle, Wolfgang
28
Koopman, Siem Jan
27
Andersen, Torben
26
Ma, Feng
26
Balcilar, Mehmet
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Diebold, Francis X.
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Tiwari, Aviral Kumar
21
Miller, Stephen M.
19
Allen, David E.
18
Chan, Joshua
18
Cheung, Yin-Wong
18
Chiang, Thomas C.
18
Conrad, Christian
18
Hafner, Christian M.
18
Kang, Sang Hoon
18
Karanasos, Menelaos
18
Lettau, Martin
18
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6
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ECONIS (ZBW)
73
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1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
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:
3
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:
4
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:
5
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
6
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
7
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:
8
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:
9
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:
10
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
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