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~accessRights:"free"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Kapitalmarktrendite"
~subject:"Stock market"
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Aktienmarkt
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Bank of Finland research discussion papers
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011573593
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2
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
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3
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
4
An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
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5
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
6
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
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7
Extreme value theory : an application to the Peruvian stock market returns
Calderón Vela, Alfredo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415274
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8
Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415308
Saved in:
9
An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305878
Saved in:
10
In search of concepts : the effects of speculative demand on returns and volume
Ap Gwilym, Owain
;
Wang, Qingwei
;
Hasan, Iftekhar
;
Xie, Ru
-
2013
Persistent link: https://www.econbiz.de/10009745640
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