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~person:"Rodriguez, Gabriel"
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Germany"
~subject:"Schätzung"
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Capital income
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ARCH model
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8
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Rodriguez, Gabriel
McAleer, Michael
75
Gupta, Rangan
44
Chang, Chia-Lin
41
Ma, Feng
30
Bouri, Elie
27
Engle, Robert F.
26
Kumar, Dilip
25
Bauwens, Luc
19
Herwartz, Helmut
19
Paolella, Marc S.
19
Allen, David E.
17
Conrad, Christian
17
Asai, Manabu
16
Chiang, Thomas C.
16
Karanasos, Menelaos
16
Koopman, Siem Jan
16
Laurent, Sébastien
16
Teräsvirta, Timo
16
Floros, Christos
15
Huang, Zhuo
15
Mittnik, Stefan
15
Zhang, Yaojie
15
Bollerslev, Tim
14
Caporale, Guglielmo Maria
14
Caporin, Massimiliano
14
Hafner, Christian M.
14
Antonakakis, Nikolaos
13
Ardia, David
13
Brooks, Robert
13
Wu, Xinyu
13
Yoon, Seong-min
13
Chen, Cathy W. S.
12
Hansen, Peter Reinhard
12
Miller, Stephen M.
12
Polasek, Wolfgang
12
Tiwari, Aviral Kumar
12
Wei, Yu
12
Yang, Minxian
12
Balcilar, Mehmet
11
Elyasiani, Elyas
11
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
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1
Journal of emerging market finance
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
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:
2
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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3
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
4
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
Saved in:
5
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
6
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:
7
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
Saved in:
8
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:
9
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
10
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
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