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ARCH model
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ARCH-Modell
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Bayes-Statistik
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Volatility
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Volatilität
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Stock Latin American Markets
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Huang, Zhuo
Rodriguez, Gabriel
Abanto-Valle, Carlos A.
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Documento de trabajo
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Economic modelling
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The journal of futures markets
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of emerging market finance
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Journal of empirical finance
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Journal of financial econometrics
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Macroeconomics and finance in emerging market economies
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Portuguese economic journal
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Review of Pacific Basin financial markets and policies
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Review of development finance
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Revista de análisis económico
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
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2
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
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