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~person:"Huang, Zhuo"
~person:"Rodriguez, Gabriel"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
ARCH model
42
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Huang, Zhuo
Rodriguez, Gabriel
McAleer, Michael
34
Hafner, Christian M.
12
Chang, Chia-Lin
10
Asai, Manabu
7
Gonçalves, Sílvia
7
Kilian, Lutz
7
Rahbek, Anders
7
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6
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6
Paolella, Marc S.
6
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5
Fokianos, Konstantinos
5
Kim, Woocheol
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Mittnik, Stefan
5
Allen, David E.
4
Andersen, Torben
4
Baum, Christopher F.
4
Feunou, Bruno
4
Fornari, Fabio
4
Francq, Christian
4
Herwartz, Helmut
4
Koopman, Siem Jan
4
Linton, Oliver
4
Lucas, André
4
Mele, Antonio
4
Preminger, Arie
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Zakoïan, Jean-Michel
4
Zerilli, Paola
4
Chauveau, Thierry
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Christoffersen, Peter F.
3
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Fabozzi, Frank J.
3
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Grassi, Stefano
3
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Journal of emerging market finance
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
3
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
4
Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
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