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~person:"Marcellino, Massimiliano"
~person:"Rodriguez, Gabriel"
~subject:"Kapitalmarktrendite"
~type_genre:"Graue Literatur"
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Kapitalmarktrendite
Volatility
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Volatilität
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Estimation
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VAR-Modell
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Theorie
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stochastic volatility
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Marcellino, Massimiliano
Rodriguez, Gabriel
McAleer, Michael
39
Chang, Chia-Lin
13
Allen, David E.
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Asai, Manabu
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Martinet, Guillaume Gaetan
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Lambertides, Neophytos
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Powell, Robert
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Savva, Christos S.
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Wang, Yu-Ann
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Weber, Michael
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Adrian, Tobias
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Angelidis, Timotheos
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Caporin, Massimiliano
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Chen, Jinghui
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David, Joel M.
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Degiannakis, Stavros
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Di Maggio, Marco
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Ilomäki, Jukka
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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ECONIS (ZBW)
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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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2
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
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3
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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4
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:
5
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
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