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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
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An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2014
Persistent link: https://www.econbiz.de/10011305878
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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
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Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición
Persistent link: https://www.econbiz.de/10013273010