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~person:"Rodriguez, Gabriel"
~subject:"Time series analysis"
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Time series analysis
Exchange rate
23
Wechselkurs
23
Volatility
17
Volatilität
17
Peru
16
Aktienmarkt
9
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9
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1994-2007
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Rodriguez, Gabriel
Caporale, Guglielmo Maria
27
Gil-Alaña, Luis A.
13
Moosa, Imad A.
13
MacDonald, Ronald
12
Hafner, Christian M.
10
Brooks, Chris
9
Burns, Kelly
9
Sucarrat, Genaro
8
De Grauwe, Paul
7
Lux, Thomas
7
Tiwari, Aviral Kumar
7
Cho, Dongchul
6
Crespo Cuaresma, Jesús
6
Klaassen, Franc
6
Vansteenkiste, Isabel
6
West, Kenneth D.
6
Bauwens, Luc
5
Cheung, Yin-Wong
5
Franses, Philip Hans
5
Gil-Alana, Luis A.
5
Hall, Stephen G.
5
Herwartz, Helmut
5
Huber, Florian
5
Härdle, Wolfgang
5
Pittis, Nikitas
5
Saikkonen, Pentti
5
Schornstein, Sascha
5
Bask, Mikael
4
Beran, Jan
4
Carriero, Andrea
4
Diebold, Francis X.
4
Dijk, Dick van
4
Fatum, Rasmus
4
Grossmann, Axel
4
Han, Young Wook
4
He, Xinhua
4
Hegerty, Scott W.
4
Hsieh, David A.
4
Kapetanios, George
4
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Documento de trabajo
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
International journal of monetary economics and finance
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
6
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1
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
3
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:
4
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
5
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
6
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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