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Empirical modeling of Latin Am...
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ARCH model
Peru
76
Volatility
46
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44
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37
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37
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36
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36
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33
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19
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Lateinamerika
18
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ARCH-Modell
15
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15
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15
Canada
14
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Kapitaleinkommen
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Rodriguez, Gabriel
14
Alanya, Willy
2
Gonzáles Tanaka, José Carlos
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Ojeda Cunya, Junior Alex
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Abanto-Valle, Carlos A.
1
Arellano, Miguel Ataurima
1
Bedón, Paul
1
Castro Cepero, Luis M.
1
Fernández Prada Saucedo, Jean Pierre
1
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Documento de trabajo
2
The North American journal of economics and finance : a journal of financial economics studies
2
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 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:
2
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
Saved in:
3
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:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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
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