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subject:"Volatility"
~person:"Härdle, Wolfgang"
~person:"Rodriguez, Gabriel"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
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Volatility
Nichtparametrisches Verfahren
Risikomaß
Estimation
122
Schätzung
122
Theorie
59
Theory
59
Volatilität
49
Time series analysis
29
Zeitreihenanalyse
29
Deutschland
26
Germany
26
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23
Estimation theory
23
Schätztheorie
23
Share price
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VAR-Modell
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Schock
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English
70
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Härdle, Wolfgang
Rodriguez, Gabriel
Gupta, Rangan
95
McAleer, Michael
93
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
51
Linton, Oliver
48
Bollerslev, Tim
44
Gao, Jiti
41
Hautsch, Nikolaus
39
Todorov, Viktor
34
Allen, David E.
33
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Gil-Alaña, Luis A.
30
Asai, Manabu
29
Bouri, Elie
29
Herwartz, Helmut
28
Koopman, Siem Jan
28
Ma, Feng
27
Engle, Robert F.
26
Wohar, Mark E.
26
Balcilar, Mehmet
25
Chang, Chia-Lin
25
Caporin, Massimiliano
24
Buch, Claudia M.
23
Andersen, Torben
22
Döpke, Jörg
22
Mumtaz, Haroon
22
Cai, Zongwu
21
Kelly, Bryan T.
21
Kumar, Dilip
21
Marcellino, Massimiliano
21
Xuan Vinh Vo
21
Tiwari, Aviral Kumar
20
Bali, Turan G.
19
Hoderlein, Stefan
19
Kang, Sang Hoon
19
Prokopczuk, Marcel
19
Spagnolo, Nicola
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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SFB 649 discussion paper
22
Documento de trabajo
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
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4
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ECONIS (ZBW)
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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
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:
6
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:
7
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:
8
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
9
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:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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