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Bayes-Statistik
Peru
81
Volatility
44
Volatilität
44
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37
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37
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37
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37
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Rodriguez, Gabriel
22
Castillo B., Paul
5
Alanya, Willy
3
Ataurima Arellano, Miguel
2
Calero, Roberto
2
Hasegawa, Harumi
2
Lengua Lafosse, Patricia
2
Salcedo Cisneros, Rodrigo
2
Vassallo, Renato
2
Abanto-Valle, Carlos A.
1
Alvarado, Mauricio
1
Alvaro, Dennis
1
Bayes, Cristian
1
Castro Cepero, Luis M.
1
Fernández Prada Saucedo, Jean Pierre
1
Garrafa-Aragón, Hernán B.
1
Guillén, Ángel
1
Jiménez, Alvaro
1
Jiménez, Álvaro
1
Ojeda Cunya, Junior Alex
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Portilla Goicochea, Jhonatan
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Portilla, Jhonatan
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Documento de trabajo
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
2
CESifo economic studies : a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Economic modelling
1
Journal of economic studies
1
Journal of emerging market finance
1
Journal of international money and finance
1
Review of Pacific Basin financial markets and policies
1
Review of world economics
1
Structural change and economic dynamics : SC+ED
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
22
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1
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
2
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
3
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Review of world economics
153
(
2017
)
1
,
pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
Saved in:
4
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
5
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:
6
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:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model
Portilla, Jhonatan
;
Rodriguez, Gabriel
;
Castillo B., Paul
- In:
CESifo economic studies : a joint initiative of the …
68
(
2022
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10012876576
Saved in:
9
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:
10
Evolution of monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV model
Portilla Goicochea, Jhonatan
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435659
Saved in:
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