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~person:"Rodriguez, Gabriel"
~subject:"ARCH-Modell"
~subject:"Mathematical programming"
~subject:"VAR-Modell"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Rodriguez, Gabriel
Lütkepohl, Helmut
17
Bauwens, Luc
9
Netšunajev, Aleksei
9
Meitz, Mika
8
Saikkonen, Pentti
8
Velinov, Anton
7
Woźniak, Tomasz
6
Guidolin, Massimo
5
Korobilis, Dimitris
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Rombouts, Jeroen V. K.
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Schlaak, Thore
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Amisano, Gianni
4
Billio, Monica
4
Blagov, Boris
4
Canova, Fabio
4
Ciccarelli, Matteo
4
Droumaguet, Matthieu
4
Dufays, Arnaud
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Marcellino, Massimiliano
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McAleer, Michael
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Rieth, Malte
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Schröder, Maximilian
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Warne, Anders
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Casarin, Roberto
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Geweke, John
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Gupta, Rangan
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Koop, Gary
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Krolzig, Hans-Martin
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Lanne, Markku
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Mizon, Grayham E.
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Podstawski, Maximilian
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Preminger, Arie
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Asai, Manabu
2
Bao Hoang Nguyen
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Binning, Andrew
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Bognanni, Mark
2
Bos, Charles S.
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Caporale, Guglielmo Maria
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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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
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2
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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3
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
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