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~person:"Härdle, Wolfgang"
~person:"Rodriguez, Gabriel"
~source:"econis"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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Volatility
Estimation theory
157
Schätztheorie
157
Estimation
122
Schätzung
122
Theorie
121
Theory
121
Volatilität
59
Nichtparametrisches Verfahren
56
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49
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28
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24
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English
59
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Härdle, Wolfgang
Rodriguez, Gabriel
McAleer, Michael
89
Gupta, Rangan
83
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
48
Todorov, Viktor
39
Koopman, Siem Jan
34
Bahmani-Oskooee, Mohsen
33
Hautsch, Nikolaus
33
Belke, Ansgar
31
Asai, Manabu
30
Andersen, Torben
29
Bouri, Elie
29
Kumar, Dilip
28
Engle, Robert F.
27
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Chang, Chia-Lin
26
Ma, Feng
26
Caporin, Massimiliano
25
Diebold, Francis X.
25
Hafner, Christian M.
25
Mumtaz, Haroon
25
Wohar, Mark E.
24
Buch, Claudia M.
23
Döpke, Jörg
22
Li, Jia
22
Ghysels, Eric
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
20
Clements, Adam
20
Tauchen, George Eugene
19
Tiwari, Aviral Kumar
19
Cheung, Yin-Wong
18
Lettau, Martin
18
Spagnolo, Nicola
18
Aghion, Philippe
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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SFB 649 discussion paper
10
Documento de trabajo
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
6
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4
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3
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2
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1
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1
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1
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International journal of monetary economics and finance
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
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1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of Pacific Basin financial markets and policies
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Revista de análisis económico
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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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
Saved in:
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