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~person:"Rodriguez, Gabriel"
~subject:"Capital income"
~subject:"Germany"
~subject:"Latin America"
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Search: subject_exact:"GARCH model"
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Capital income
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ARCH model
15
ARCH-Modell
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14
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8
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7
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Rodriguez, Gabriel
Gupta, Rangan
30
Engle, Robert F.
20
Kumar, Dilip
18
McAleer, Michael
18
Ma, Feng
17
Paolella, Marc S.
17
Bouri, Elie
16
Mittnik, Stefan
15
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Floros, Christos
13
Laurent, Sébastien
13
Bauwens, Luc
12
Brooks, Robert
11
Elyasiani, Elyas
11
Herwartz, Helmut
11
Teräsvirta, Timo
11
Haas, Markus
10
Hansen, Peter Reinhard
10
Zhang, Yaojie
10
Bohl, Martin T.
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Polasek, Wolfgang
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Ardia, David
8
Bollerslev, Tim
8
Karanasos, Menelaos
8
Lanne, Markku
8
Li, Yan
8
Liang, Chao
8
Nguyen, Duc Khuong
8
Prokopczuk, Marcel
8
Wang, Yudong
8
Zhu, Jie
8
Baur, Dirk G.
7
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Documento de trabajo
2
Journal of emerging market finance
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
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ECONIS (ZBW)
11
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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
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
Saved in:
4
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:
5
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
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 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:
8
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:
9
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:
10
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:
1
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