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subject:"Volatility"
type_genre:"Graue Literatur"
~person:"Hafner, Christian M."
~person:"Rodriguez, Gabriel"
~type_genre:"Konferenzschrift"
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Volatility
Estimation
34
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34
Volatilität
24
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Hafner, Christian M.
Rodriguez, Gabriel
McAleer, Michael
46
Caporale, Guglielmo Maria
26
Gupta, Rangan
20
Härdle, Wolfgang
20
Pierdzioch, Christian
20
Belke, Ansgar
19
Hautsch, Nikolaus
19
Herwartz, Helmut
14
Mumtaz, Haroon
14
Koopman, Siem Jan
13
Chang, Chia-Lin
12
Döpke, Jörg
12
Asai, Manabu
11
Chan, Joshua
11
Gil-Alaña, Luis A.
11
Pesaran, M. Hashem
11
Bollerslev, Tim
10
Buch, Claudia M.
10
Allen, David E.
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Huber, Florian
9
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8
Andersen, Torben
8
Bartram, Söhnke M.
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Cheung, Yin-Wong
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Clark, Todd E.
8
Lettau, Martin
8
Lux, Thomas
8
Marcellino, Massimiliano
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Medeiros, Marcelo C.
8
Mittnik, Stefan
8
Paolella, Marc S.
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chiarella, Carl
7
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7
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
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8
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:
9
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
10
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
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