//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Rodriguez, Gabriel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"ARCH model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
15
ARCH-Modell
15
Volatility
14
Volatilität
14
Capital income
8
Kapitaleinkommen
8
Aktienmarkt
7
Stock market
7
Time series analysis
7
Zeitreihenanalyse
7
Devisenmarkt
6
Exchange rate
6
Foreign exchange market
6
Theorie
6
Theory
6
Wechselkurs
6
Börsenkurs
5
Estimation
5
Lateinamerika
5
Latin America
5
Schätzung
5
Share price
5
Bayes-Statistik
4
Bayesian inference
4
Peru
4
Stochastic process
4
Stochastischer Prozess
4
ARFIMA models
3
ARMA model
3
ARMA-Modell
3
Estimation theory
3
Long memory
3
Schätztheorie
3
Bayesian estimation
2
Capital market returns
2
Forecasting model
2
GARCH
2
GARCH models
2
Kapitalmarktrendite
2
Markov chain
2
more ...
less ...
Online availability
All
Free
8
Undetermined
6
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
15
Author
All
Rodriguez, Gabriel
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
75
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
51
Karanasos, Menelaos
44
Bouri, Elie
43
Francq, Christian
43
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Zhang, Yaojie
32
Ardia, David
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
Hamori, Shigeyuki
25
more ...
less ...
Published in...
All
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
6
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
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->